A numerical method for the computation of the Lyapunov exponents of nonlinear ordinary differential equations
type: Item
instance of: scholarly article
title: A numerical method for the computation of the Lyapunov exponents of nonlinear ordinary differential equations
zbMATH Open document ID: 1032.34047
DOI: 10.1016/S0096-3003(01)00123-0
author: Felix Carbonell
author: Juan Carlos Jimenez
author: Rolando Biscay
published in: Applied Mathematics and Computation
publication date: 2003-01-28T00:00:00Z
review text: 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.
reviewed by: S. Yanchuk
Mathematics Subject Classification ID: 34D08
Mathematics Subject Classification ID: 37M25
Mathematics Subject Classification ID: 65P99
zbMATH DE Number: 1861149
zbMATH Keywords: Lyapunov exponents
zbMATH Keywords: local linear approximations
zbMATH Keywords: nonlinear ordinary differential equations
describes a project that uses: Expokit
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1861149