A numerical method for the computation of the Lyapunov exponents of nonlinear ordinary differential equations (Q1855767)
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| Language | Label | Description | Also known as |
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| English | A numerical method for the computation of the Lyapunov exponents of nonlinear ordinary differential equations |
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A numerical method for the computation of the Lyapunov exponents of nonlinear ordinary differential equations (English)
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28 January 2003
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A numerical method for the computation of Lyapunov exponents for ordinary differential equations (ODEs) is proposed. The method is based on a local linearization scheme for the numerical solution to ODEs with second order accuracy. First, the numerical scheme is applied to approximate the original ODE and its associated variational equation. Secondly, a QR or SVD decomposition-based method is used to calculate approximated Lyapunov exponents. Estimations on the accuracy of the method are given. The performance is illustrated by an example.
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Lyapunov exponents
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local linear approximations
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nonlinear ordinary differential equations
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