The fastest, simplified method of Lyapunov exponents spectrum estimation for continuous-time dynamical systems

Classical method of Lyapunov exponents spectrum estimation for a n-th-order continuous-time, smooth dynamical system involves Gram-Schmidt orthonormalization and calculations of perturbations lengths logarithms. In this paper, we have shown that using a new, simplified method, it is possible to estimate full spectrum of n Lyapunov exponents by integration of perturbations only. In particular, it is enough to integrate just one perturbation to obtain two largest Lyapunov exponents, which enables to search for hyperchaos. Moreover, in the presented algorithm, only very basic mathematical operations such as summation, multiplication or division are applied, which boost the efficiency of computations. All these features together make the new method faster than any other known by the authors if the order of the system under consideration is low. Correctness the method has been tested for three examples: Lorenz system, Duffing oscillator and three Duffing oscillators coupled in the ring scheme. Moreover, efficiency of the method has been confirmed by two practical tests. It has been revealed that for low-order systems, the presented method is faster than any other known by authors.