\(QR\) methods and error analysis for computing Lyapunov and Sacker--Sell spectral intervals for linear differential-algebraic equations (Q652576)

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\(QR\) methods and error analysis for computing Lyapunov and Sacker--Sell spectral intervals for linear differential-algebraic equations
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    \(QR\) methods and error analysis for computing Lyapunov and Sacker--Sell spectral intervals for linear differential-algebraic equations (English)
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    14 December 2011
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    The authors present new discrete and continuous \(QR\) methods for computing all or just a few Lyapunov and Sacker-Sell spectral intervals for linear DAE. In particular, they take under consideration stangeness-free differential-algebraic equations (DAEs), which enjoy the integral separation property. Detailed algorithms are provided and comparisons with other methods already presented in literature are discussed. A detailed perturbation and error analysis makes this paper remarkable. Before conclusions, the last section is devoted to significant numerical examples which show that continuous \(QR\) algorithms are usually more accurate than discrete algorithms, with a comparable computational cost.
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    differential-algebraic equation
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    Lyapunov exponents
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    strangeness index
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    Sacker-Sell spectrum
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    exponential dichotomy
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    spectral interval
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    smooth \(QR\) factorization
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    Steklov function
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    error analysis
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    numerical examples
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    QR algorithms
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