Preprint des Projektes: SFB 701: Spektrale Strukturen und Topologische Methoden in der Mathematik - Projekt A2

Numerische Spektralanalyse unendlich-dimensionaler Transferoperatoren

07-039 Wolf-Jürgen Beyn, Alexander Lust.
A hybrid method for calculating Lyapunov exponents

In this paper we propose a numerical method for computing all Lyapunov coefficients of a discrete time dynamical system by spatial integration. The method extends an approach of Aston and Dellnitz (1999) who use a box approximation of an underlying ergodic measure and compute the first Lyapunov exponent from a spatial average of the norms of the Jacobian for the iterated map. In the hybrid method proposed here, we combine this approach with classical QR-oriented methods by integrating R-factors with respect to the invariant measure. In this way we obtain approximate values for all Lyapunov exponents. Assuming somewhat stronger conditions than those of Oseledec' multiplicative theorem, these values satisfy an error expansion that allows to accelerate convergence through extrapolation.