Computing Lyapunov exponents of continuous dynamical systems: Method of Lyapunov vectors (Q1771767)

The paper proposes a new method for computing the Lyapunov characteristic exponents of general continuous dynamical systems. There are several methods for finding numerical values of Lyapunov's exponents, e.g., Wolf's algorithm and the QR method. Akin to the QR method, the idea is to trace the evolution of a set of vectors which are orthogonal continuously. The key difference lies in that the length of the Lyapunov vectors are not constrained. As a result of relaxing length requirement, a set of recursive linear differential equations for the Lyapunov vectors is established and numerical algorithms preserving orthogonality of some vectors are derived. This makes the algorithm suitable for computing the first few Lyapunov exponents. Numerical examples illustrating the effectiveness and accuracy of the method are presented.