Perturbation Theory for Approximation of Lyapunov Exponents by QR Methods

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作者
Luca Dieci
Erik S. Van Vleck
机构
[1] Georgia Institute of Technology,School of Mathematics
[2] University of Kansas,Department of Mathematics
关键词
Lyapunov exponents; integral separation; methods; 65L;
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摘要
Motivated by a recently developed backward error analysis for QR methods, we consider the error in the Lyapunov exponents of perturbed triangular systems. We consider the case of stable and distinct Lyapunov exponents as well as the case of stable but not necessarily distinct exponents. We illustrate our analytical results with a numerical example.
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页码:815 / 840
页数:25
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