A differential algorithm for the Lyapunov spectrum

Tomasz Stachowiak, Marek Szydlowski

Published 2010-08-19, updated 2011-06-18Version 3

We present a new algorithm for computing the Lyapunov exponents spectrum based on a matrix differential equation. The approach belongs to the so called continuous type, where the rate of expansion of perturbations is obtained for all times, and the exponents are reached as the limit at infinity. It does not involve exponentially divergent quantities so there is no need of rescaling or realigning of the solution. We show the algorithm's advantages and drawbacks using mainly the example of a particle moving between two contracting walls.