Thursday, May 13

Numerical Computation of Lyapunov Exponents

(Invited Minisymposium)

3:45 PM-5:45 PM
Room: Atlanta 5

In this minisymposium, the speakers will discuss the origin and uses of Lyapunov exponents and their relationship to other notions of stability. They will focus on current developments in their numerical computation. Most of the numerical methods are based upon forming either a smooth QR decompostion or a smooth singular value decomposition of a fundamental solution matrix of a homogeneous linear differential system. Recent developments include fast methods for finding orthogonal factors that maintain orthogonality, stable methods for the factorizations, methods that do not require rescaling and reorthogonalization, and general issues of control and quantification of the error in computing Lyapunov exponents.

Organizers: Erik S. Van Vleck
Colorado School of Mines
Luca Dieci
Georgia Institute of Technology

3:45-4:10 Lyapunov Exponents and Their Numerical Computation
Erik S. Van Vleck, Organizer
4:15-4:40 A Stable Method for the Computation of Lyapunov Characteristic Exponents for Continuous Dynamical Systems
Firdaus E. Udwadia and Hubertus F. von Bremen, University of Southern California
4:45-5:10 Lyapunov Exponents Without Rescaling and Reorthogonalization
Salman Habib, Los Alamos National Laboratory
5:15-5:40 Stability of Linear Time Varying Systems
Luca Dieci and Erik S. Van Vleck, Organizers

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LMH, 1/19/99, MMD, 1/26/99