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《Journal of University of Science and Technology Beijing》 2005-03
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A method based on singular value decomposition for computation of Lyapunov exponent

ZHANG Xiaodan, LI Zhiping, ZHANG Lili Applied Science School, University of Science and Technology Beijing, Beijing 100083, China School of Applied Mathematics, Guangdong University of Technology, Guangzhou 510090, China  
An efficient method based on Singular Value Decomposition (SVD) for the computation of Lyapunov exponent is presented. This method is applicable not only to discrete systems but also to continuous systems, and it does not require frequent reorthogonalization. Numerical calculations show that the method is stable and has a higher computing efficiency, and the results are credible.
【Fund】: 国家自然科学基金资助项目(No.70271068)
【CateGory Index】: O241.4
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