LYAPUNOV EXPONENTS – PRACTICAL COMPUTATION

Abstract eng:
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.

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