Error analysis of a hybrid method for computing Lyapunov exponents

In a previous paper [6] we suggested a numerical method for computing all Lyapunov exponents of a dynamical system by spatial integration with respect to an ergodic measure. The method extended an earlier approach of Aston and Dellnitz [2] for the largest Lyapunov exponent by integrating the diagonal entries from the QR-decomposition of the Jacobian for an iterated map. In this paper we provide an asymptotic error analysis of the method for the case in which all Lyapunov exponents are simple. We employ Oseledec multiplicative ergodic theorem and impose certain hyperbolicity conditions on the invariant subspaces that belong to neighboring exponents. The resulting error expansion shows that one step of extrapolation is enough to obtain exponential decay of errors. Mathematics Subject Classification (2000) 37M25, 65P40.