The real Schur decomposition estimates Lyapunov characteristic exponents with multiplicity greater than one

Author(s):  
Pierangelo Masarati ◽  
Aykut Tamer

Lyapunov characteristic exponents are indicators of the nature and of the stability properties of solutions of differential equations. The estimation of Lyapunov exponents of algebraic multiplicity greater than 1 is troublesome. In this work, we intuitively derive an interpretation of higher multiplicity Lyapunov exponents in forms that occur in simple linear time invariant problems of engineering relevance. We propose a method to determine them from the real Schur decomposition of the state transition matrix of the linear, nonautonomous problem associated with the fiducial trajectory. So far, no practical way has been found to formulate the method as an algorithm capable of mitigating over- or underflow in the numerical computation of the state transition matrix. However, this interesting approach in some practical cases is shown to provide quicker convergence than usual methods like the discrete QR and the continuous QR and Singular Value Decomposition (SVD)methods when Lyapunov exponents with multiplicity greater than one are present.

2017 ◽  
Vol 60 (12) ◽  
pp. 2620-2629 ◽  
Author(s):  
Wenfeng Nie ◽  
Tianhe Xu ◽  
Yujun Du ◽  
Fan Gao ◽  
Guochang Xu

2019 ◽  
Vol 22 (1) ◽  
pp. 95-112 ◽  
Author(s):  
Ang Li ◽  
Yiheng Wei ◽  
Zongyang Li ◽  
Yong Wang

Abstract Motivated essentially by the success of the applications of the discrete Mittag-Leffler functions (DMLF) in many areas of science and engineering, the authors present, in a unified manner, a detailed numerical implementation method of the Mittag-Leffler function. With the proposed method, the overflow problem can be well solved. To further improve the practicability, the state transition matrix described by discrete Mittag-Leffler functions are investigated. Some illustrative examples are provided to verify the effectiveness of the proposed theoretical results.


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