Abstract
The purpose of this paper is to present new algorithms to approximate Lyapunov exponents of nonlinear differential equations, without using Jacobian matrices. We first derive first order methods for both continuous and discrete QR approaches, and then second order methods. Numerical testing is given, showing considerable savings with respect to existing implementations.
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Dieci, L. Jacobian Free Computation of Lyapunov Exponents. Journal of Dynamics and Differential Equations 14, 697–717 (2002). https://doi.org/10.1023/A:1016395301189
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DOI: https://doi.org/10.1023/A:1016395301189