A practical approach to computing Lyapunov exponents of renewal and delay equations

Abstract

We propose a method for computing the Lyapunov exponents of renewal equations (delay equations of Volterra type) and of coupled systems of renewal and delay differential equations. The method consists of the reformulation of the delay equation as an abstract differential equation, the reduction of the latter to a system of ordinary differential equations via pseudospectral collocation and the application of the standard discrete QR method. The effectiveness of the method is shown experimentally and a MATLAB implementation is provided.

Keywords

• lyapunov exponents
• delay equations
• renewal equations
• pseudospectral collocation
• discrete qr method
• abstract differential equation