A hybrid method for computing Lyapunov exponents

Beyn W-J, Lust A (2009)
Numerische Mathematik 113(3): 357-375.

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Zeitschriftenaufsatz | Veröffentlicht | Englisch
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Abstract / Bemerkung
In this paper we propose a numerical method for computing all Lyapunov coefficients of a discrete time dynamical system by spatial integration. The method extends an approach of Aston and Dellnitz (Comput Methods Appl Mech Eng 170:223-237, 1999) who use a box approximation of an underlying ergodic measure and compute the first Lyapunov exponent from a spatial average of the norms of the Jacobian for the iterated map. In the hybrid method proposed here, we combine this approach with classical QR-oriented methods by integrating suitable R-factors with respect to the invariant measure. In this way we obtain approximate values for all Lyapunov exponents. Assuming somewhat stronger conditions than those of Oseledec' multiplicative theorem, these values satisfy an error expansion that allows to accelerate convergence through extrapolation.
Erscheinungsjahr
Zeitschriftentitel
Numerische Mathematik
Band
113
Ausgabe
3
Seite(n)
357-375
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Beyn W-J, Lust A. A hybrid method for computing Lyapunov exponents. Numerische Mathematik. 2009;113(3):357-375.
Beyn, W. - J., & Lust, A. (2009). A hybrid method for computing Lyapunov exponents. Numerische Mathematik, 113(3), 357-375. doi:10.1007/s00211-009-0236-4
Beyn, W. - J., and Lust, A. (2009). A hybrid method for computing Lyapunov exponents. Numerische Mathematik 113, 357-375.
Beyn, W.-J., & Lust, A., 2009. A hybrid method for computing Lyapunov exponents. Numerische Mathematik, 113(3), p 357-375.
W.-J. Beyn and A. Lust, “A hybrid method for computing Lyapunov exponents”, Numerische Mathematik, vol. 113, 2009, pp. 357-375.
Beyn, W.-J., Lust, A.: A hybrid method for computing Lyapunov exponents. Numerische Mathematik. 113, 357-375 (2009).
Beyn, Wolf-Jürgen, and Lust, Alexander. “A hybrid method for computing Lyapunov exponents”. Numerische Mathematik 113.3 (2009): 357-375.