A projector-based convergence proof of the Ginelli algorithm for covariant Lyapunov vectors

Abstract

Linear perturbations of solutions of dynamical systems exhibit different asymptotic growth rates, which are naturally characterized by so-called covariant Lyapunov vectors (CLVs). Due to an increased interest of CLVs in applications, several algorithms were developed to compute them. The Ginelli algorithm is among the most commonly used. Although several properties of the algorithm have been analyzed, there exists no mathematically rigorous convergence proof yet. In this article we extend existing approaches in order to construct a projector-based convergence proof of Ginelli's algorithm. One of the main ingredients will be an asymptotic characterization of CLVs via the Multiplicative Ergodic Theorem. In the proof, we keep a rather general setting allowing even for degenerate Lyapunov spectra.

40 pages, 2 figures, accepted manuscript from February 27, 2019

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• Strong Fast Invertibility and Lyapunov Exponents for Linear Systems