Computation of few Lyapunov exponents by geodesic based algorithms

摘要

In this paper, we apply numerical methods based on the embedded geodesies for computing few Lyapunov exponents of a finite dimensional dynamical system. These new numerical algorithms are designed using geometric structure of the Stiefel manifold and they preserve orthogonality to machine accuracy. Numerical tests are also provided in order to show the features of our methods.