Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4637334 | Applied Mathematics and Computation | 2006 | 15 Pages |
Abstract
A simple discrete QR algorithm based on a solution expression of the variational equation of a dynamical system is presented for computing the Lyapunov exponents of n-dimensional continuous dynamical systems. The developed numerical scheme of study is based on a time integration using a constant time-step fourth-order Adams–Bashforth method. Numerical results are presented for a Lorenz system with known Lyapunov exponents, and higher dimensional dynamical systems. The algorithm proposed to compute the Lyapunov exponents is found to be robust, computationally efficient, and stable for a sufficiently small step-size h.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Z.-M. Chen, K. Djidjeli, W.G. Price,