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On the computation of Lyapunov exponents for continuous dynamical systems. (English) Zbl 0891.65090
Lyapunov exponents for regular linear dynamical systems are investigated. Theoretical results are obtained on the general perturbation stability. The main theorem shows that the change of the Lyapunov exponents for linear systems is a function of the gap between them. Suitable variations of discrete and continuous QR-algorithms are considered, both with their error analysis and implementation. Numerical results are also presented.

65L07 Numerical investigation of stability of solutions to ordinary differential equations
34D08 Characteristic and Lyapunov exponents of ordinary differential equations
37-XX Dynamical systems and ergodic theory
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