Jacobian free computation of Lyapunov exponents (Q700808)
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scientific article; zbMATH DE number 1812514
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| English | Jacobian free computation of Lyapunov exponents |
scientific article; zbMATH DE number 1812514 |
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Jacobian free computation of Lyapunov exponents (English)
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8 October 2002
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The author has produced new algorithms for Lyapunov exponents approximation for nonlinear differential equations not requiring Jacobian matrices computation. He derives first- and second-order methods both for continuous and discrete QR approaches and gives numerical examples.
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Lyapunov exponents
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large systems
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Jacobian free computations
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continuous QR
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discrete QR
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0.8113988637924194
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0.7772434949874878
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0.7766389846801758
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0.7764143347740173
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0.7751073241233826
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