Computing Lyapunov exponents of continuous dynamical systems: method of Lyapunov vectors
Jia Lu,
Guolai Yang,
Hyounkyun Oh and
Albert C.J. Luo
Chaos, Solitons & Fractals, 2005, vol. 23, issue 5, 1879-1892
Abstract:
This paper proposes a new method for computing the Lyapunov characteristic exponents for continuous dynamical systems. Algorithmic development is discussed and implementation details are outlined. Numerical examples illustrating the effectiveness and accuracy of the method are presented.
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:23:y:2005:i:5:p:1879-1892
DOI: 10.1016/j.chaos.2004.07.034
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