A numerical method for the computation of the Lyapunov exponents of nonlinear ordinary differential equations
A numerical method for the computation of Lyapunov exponents for ordinary differential equations (ODEs) is proposed. The method is based on a local linearization scheme for the numerical solution to ODEs with second order accuracy. First, the numerical scheme is applied to approximate the original ODE and its associated variational equation. Secondly, a QR or SVD decomposition-based method is used to calculate approximated Lyapunov exponents. Estimations on the accuracy of the method are given. The performance is illustrated by an example.
nonlinear ordinary differential equations
scientific article; zbMATH DE number 1861149
scientific article