Computation of Lyapunov Characteristic Exponents Using Parallel Computing
In [1] a method to accurately compute the Lyapunov Characteristic Exponents of continuous dynamical systems of arbitrary dimensions was presented. However, it can be computationally expensive, because it requires the computation of the time derivatives of the entries of the exponential of a skew-symmetric matrix. In this paper, we present an implementation of the method in [1] that takes advantage of the fact that some of the computations can be done in parallel. The speedup in the computations depends on the number of CPU cores used and the computer memory. Numerical simulations show improvements in efficiency when using the parallel implementation. Our implementation retains the accuracy of the method in [1] with the added advantage of a speedup in computations. Numerical simulation results are presented for a dynamical system of dimension seven and one of dimension forty-nine.