We present a suite of codes for approximating Lyapunov exponents of nonlinear differential systems by so-called QR methods. The basic solvers perform integration of the trajectory and approximation of the Lyapunov exponents simultaneously. That is, they integrate for the trajectory at the same time, and with the same underlying schemes, as integration for the Lyapunov exponents is carried out. Separate codes solve small systems for which we can compute and store the Jacobian matrix, and for large systems for which the Jacobian matrix cannot be stored, and it may not even be explicitly known. If it is known, the user has the option to provide its action on a vector. An alternative strategy is also presented in which one may want to approximate the trajectory with a specialized solver, linearize around the computed trajectory, and then carry out the approximation of the Lyapunov exponents using codes for linear problems.
- Design Engineering Division and Computers in Engineering Division
Codes for Approximating Lyapunov Exponents
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Dieci, L, Jolly, MS, & Van Vleck, ES. "Codes for Approximating Lyapunov Exponents." Proceedings of the ASME 2009 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. Volume 4: 7th International Conference on Multibody Systems, Nonlinear Dynamics, and Control, Parts A, B and C. San Diego, California, USA. August 30–September 2, 2009. pp. 323-330. ASME. https://doi.org/10.1115/DETC2009-86530
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