On the error in computing Lyapunov exponents by QR methods
Linear ordinary differential equations and systems (34A30) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical investigation of stability of solutions to ordinary differential equations (65L07) Error bounds for numerical methods for ordinary differential equations (65L70)
The authors consider the nonautonomous linear system \[ x'= A(t)x,\quad t\geq 0,\quad x(0)= X_0. \] The study of the asymptotic behavior of the solution depends of the Lyapunov spectrum. If \(X\) is a fundamental matrix solution, then this spectrum is calculated using QR methods in two forms: discrete and continuous. An error analysis of both methods is presented in Section 3. Numerical results are obtained for a concrete example, but the conclusions are not general.
- Perturbation theory for approximation of Lyapunov exponents by QR methods
- Error analysis of QR algorithms for computing Lyapunov exponents
- Computation of a few Lyapunov exponents for continuous and discrete dynamical systems
- A hybrid method for computing Lyapunov exponents
- On the Error in QR Integration
- A new algorithm for the SVD of a long product of matrices and the stability of products
- Error analysis of QR algorithms for computing Lyapunov exponents
- Exponential splittings of products of matrices and accurately computing singular values of long products
- Global lyapunov exponents, kaplan-yorke formulas and the dimension of the attractors for 2D navier-stokes equations
- scientific article; zbMATH DE number 3967596 (Why is no real title available?)
- scientific article; zbMATH DE number 44014 (Why is no real title available?)
- scientific article; zbMATH DE number 1742535 (Why is no real title available?)
- scientific article; zbMATH DE number 1012640 (Why is no real title available?)
- scientific article; zbMATH DE number 819910 (Why is no real title available?)
- scientific article; zbMATH DE number 3280951 (Why is no real title available?)
- Lyapunov and Sacker-Sell spectral intervals
- Lyapunov characteristic exponents for smooth dynamical systems and for Hamiltonian systems; a method for computing all of them. I: Theory
- Lyapunov exponents. Proceedings of a conference, held in Oberwolfach, Germany, May 28-June 2, 1990
- Lyapunov Spectral Intervals: Theory and Computation
- On real logarithms of nearby matrices and structured matrix interpolation
- On the Compuation of Lyapunov Exponents for Continuous Dynamical Systems
- The life-span of backward error analysis for numerical integrators
- Lyapunov, Bohl and Sacker-Sell spectral intervals for differential-algebraic equations
- Underlying one-step methods and nonautonomous stability of general linear methods
- A Lyapunov and Sacker-Sell spectral stability theory for one-step methods
- Error analysis of QR algorithms for computing Lyapunov exponents
- Error analysis of a hybrid method for computing Lyapunov exponents
- Determining the Lyapunov spectrum of continuous-time 1D and 2D multiscroll chaotic oscillators via the solution of \(m\)-PWL variational equations
- Approximating Lyapunov exponents and Sacker-Sell spectrum for retarded functional differential equations
- Lyapunov and Sacker-Sell spectral intervals
- QR-based methods for computing Lyapunov exponents of stochastic differential equations
- On the Error in QR Integration
- Spectral theory for perturbed systems
- Perturbation theory for the approximation of stability spectra by QR methods for sequences of linear operators on a Hilbert space
- Projected Shadowing-Based Data Assimilation
- Lyapunov Spectral Intervals: Theory and Computation
- A step-size selection strategy for explicit Runge-Kutta methods based on Lyapunov exponent theory
- Computation of the Lyapunov exponents in the compass-gait model under OGY control via a hybrid Poincaré map
- Exponential dichotomy for asymptotically hyperbolic two-dimensional linear systems
- On the error in approximating stability spectra for discrete dynamical systems
- Detecting exponential dichotomy on the real line: SVD and QR algorithms
- Resonance tongues and spectral gaps in quasi-periodic Schrödinger operators with one or more frequencies. A numerical exploration
- QR methods and error analysis for computing Lyapunov and Sacker--Sell spectral intervals for linear differential-algebraic equations
- Lyapunov exponents of renewal equations: numerical approximation and convergence analysis
- A hybrid method for computing Lyapunov exponents
- Perturbation theory for approximation of Lyapunov exponents by QR methods
This page was built for publication: On the error in computing Lyapunov exponents by QR methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2574178)
