Original title: Lyapunov exponents – practical computation
Authors: Fischer, Cyril ; Náprstek, Jiří
Document type: Papers
Conference/Event: Engineering Mechanics 2017 /23./, Svratka (CZ), 20170515
Year: 2017
Language: eng
Abstract: The Lyapunov exponents serve as numerical characteristics of dynamical systems, which measure possible divergence of nearby trajectories of the solution. In this way they express dependence of the dynamical system on initial conditions. However, the value of Lyapunov exponents consists in their ability to characterise deterministic chaos. The limiting process intrinsic in the definition of Lyapunov exponents, unfortunately, seriously complicates their computation. The short paper presents an overview of difficulties in numerical approaches to enumeration of Lyapunov exponents or at least the largest one and shows a promising method based on QR decomposition of the system Jacobian.
Keywords: dynamical system; Lyapunov exponent; non-linear system
Project no.: GA15-01035S (CEP)
Funding provider: GA ČR
Host item entry: Engineering Mechanics 2017, ISBN 978-80-214-5497-2, ISSN 1805-8248

Institution: Institute of Theoretical and Applied Mechanics AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0271694

Permalink: http://www.nusl.cz/ntk/nusl-316666


The record appears in these collections:
Research > Institutes ASCR > Institute of Theoretical and Applied Mechanics
Conference materials > Papers