On the error in computing Lyapunov exponents by QR methods

DOI10.1007/s00211-005-0644-zzbMath1083.65069OpenAlexW2162949801MaRDI QIDQ2574178

Erik S. Van Vleck, Luca Dieci

Publication date: 18 November 2005

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-005-0644-z

zbMATH Keywords

asymptotic behaviornumerical examplesnonautonomous linear system

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Numerical methods for initial value problems involving ordinary differential equations (65L05) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical investigation of stability of solutions to ordinary differential equations (65L07) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

Related Items (19)

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Cites Work

• 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
• On real logarithms of nearby matrices and structured matrix interpolation
• The life-span of backward error analysis for numerical integrators
• 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
• Lyapunov and Sacker-Sell spectral intervals
• On the Compuation of Lyapunov Exponents for Continuous Dynamical Systems
• Global lyapunov exponents, kaplan-yorke formulas and the dimension of the attractors for 2D navier-stokes equations
• Lyapunov Spectral Intervals: Theory and Computation
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