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Quarterly of Applied Mathematics

Quarterly of Applied Mathematics

Online ISSN 1552-4485; Print ISSN 0033-569X

   
 
 

 

Least squares approximation of Lyapunov exponents


Authors: B. S. Berger and M. Rokni
Journal: Quart. Appl. Math. 47 (1989), 505-508
MSC: Primary 34D05; Secondary 58F11, 65D15
DOI: https://doi.org/10.1090/qam/1012272
MathSciNet review: MR1012272
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Abstract: Discrete least squares approximations are shown to converge for the Lyapunov exponents of dynamical systems. Numerical examples demonstrate the approximation’s utility.


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Article copyright: © Copyright 1989 American Mathematical Society