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中国物理学会期刊

非重正交的李雅普诺夫指数谱的计算方法

CSTR: 32037.14.aps.49.2328

A METHOD FOR COMPUTING LYAPUNOV EXPONENTS SPECTRA WITHOUT REORTHOGONALIZATION

CSTR: 32037.14.aps.49.2328
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  • 推导了一种快速、有效的计算动力系统李雅普诺夫(Lyapunov)指数谱的方法.该方法避免了 一般算法的频繁的重正交过程;且在维数不高(n<5)的情况下,所需求解的方程数也较一般 方法更少.该算法即适用于连续又适用于离散系统,当指数出现简并时同样有效.对以Lorenz 动力系统为主的数值计算,验证了该算法的快速性及其稳定性.

     

    We present a method for the computation of Lyapunov exponents without reorthogon alization. In the low dimension of system(n<5) ,the equations needed in present algorithm is less than those in normal methods such as QR, SVD etc. This method is applicable to both discrete systems and continuous systems, and is still valid when the Lyapunov spectra is degenerate. Numerical analysis to Lorenz dynamical system indicates that the method converges quickly and steadly for arbitrary nonzero initial state.

     

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