On the Compuation of Lyapunov Exponents for Continuous Dynamical Systems

Abstract

In this paper, we consider discrete and continuous QR algorithms for computing all of the Lyapunov exponents of a regular dynamical system. We begin by reviewing theoretical results for regular systems and present general perturbation results for Lyapunov exponents. We then present the algorithms, give an error analysis of them, and describe their implementation. Finally, we give several numerical examples and some conclusions.