On the error in computing Lyapunov exponents by QR Methods

被引：32
|
作者：
Dieci, L [1 ]
Van Vleck, ES
机构：
[1] Georgia Inst Technol, Sch Math, Atlanta, GA 30332 USA
[2] Univ Kansas, Dept Math, Lawrence, KS 66045 USA
来源：
NUMERISCHE MATHEMATIK | 2005年 / 101卷 / 04期
关键词：
65L;
D O I：
10.1007/s00211-005-0644-z
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We consider the error introduced using QR methods to approximate Lyapunov exponents. We give a backward error statement for linear non-autonomous systems, and further discuss nonlinear autonomous problems. In particular, for linear systems we show that one approximates a "nearby" discontinuous problem where how nearby is measured in terms of local errors and a measure of non-normality. For nonlinear problems we use a type of shadowing result.
引用
收藏
页码：619 / 642
页数：24
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