Article ID: | iaor20123986 |
Volume: | 82 |
Issue: | 8 |
Start Page Number: | 1459 |
End Page Number: | 1477 |
Publication Date: | Apr 2012 |
Journal: | Mathematics and Computers in Simulation |
Authors: | Spandl Christoph |
Keywords: | complexity, system dynamics, Lyapunov |
The correct computation of orbits of discrete dynamical systems on the interval is considered. Therefore, an arbitrary‐precision floating‐point approach based on automatic error analysis is chosen and a general algorithm is presented. The correctness of the algorithm is shown and the computational complexity is analyzed. There are two main results. First, the computational complexity measure considered here is related to the Lyapunov exponent of the dynamical system under consideration. Second, the presented algorithm is optimal with regard to that complexity measure.