http://sprott.physics.wisc.edu/chaos/lespec.

for

program ode
c
c n=number of nonlinear odes
c nn=n*(n+1)=total number of odes
c nn1=nn+1 (for compilers that start arrays at element 0)
c
parameter (n=3, nn=12, nn1=13)
c
implicit double precision(a-h,o-z)
c
external fcn
c
dimension y(nn1),yprime(nn1),v(nn1),A(nn1),B(nn1),C(nn1)
dimension D(nn1),cum(n),znorm(n),gsc(n)
c
c NSTEP is the total number of reorthonormalization steps that
c will be performed. Set this to any very large value.
c IRATE is the number of numerical integration time steps per
c reorthonormalization.
c STPSZE is the integration stepsize in seconds. Choose a #
c of "seconds" small compared to the "mean orbital period".
c IO is the rate at which output is generated. Rather than
c outputing the spectrum for each of the NSTEP reorthonorms,
c values are generated for every IOth reorthonorm.
c
write(*,111)
111 format(1x,'nstep, stpsze, irate, io : ')
read(*,*) nstep,stpsze,irate,io
c
c initial conditions for nonlinear ODEs
c (** Choose within the system's basin of attraction **)
c
v(1)=1.0
v(2)=1.0
v(3)=1.0
tme=0.0
c
c initial conditions for linearized ODEs
c (** Leave these #s alone! They are problem independent! **)
c
do 10 i=n+1,nn
v(i)=0.0
10 continue
do 20 i=1,n
v((n+1)*i)=1.0
cum(i)=0.0
20 continue
c
do 100 m=1,nstep
c
do 25 j=1,irate
c
c *****************************************************

1 of 4 Friday 12 December 2014 08:07 PM

c
do 26 i=1,nn
y(i)=v(i)
26 continue
t=tme
call fcn(t, y, yprime)
do 27 i=1,nn
A(i)=yprime(i)
27 continue
c
c *****************************************************
c
do 28 i=1,nn
y(i)=v(i)+(stpsze*A(i))/2.0
28 continue
t=tme+stpsze/2.0
call fcn(t, y, yprime)
do 29 i=1,nn
B(i)=yprime(i)
29 continue
c
c *****************************************************
c
do 30 i=1,nn
y(i)=v(i)+(stpsze*B(i))/2.0
30 continue
t=tme+stpsze/2.0
call fcn(t, y, yprime)
do 31 i=1,nn
C(i)=yprime(i)
31 continue
c
c *****************************************************
c
do 32 i=1,nn
y(i)=v(i)+(stpsze*C(i))
32 continue
t=tme+stpsze
call fcn(t, y, yprime)
do 33 i=1,nn
D(i)=yprime(i)
33 continue
c
c *****************************************************
c
do 34 i=1,nn
v(i)=v(i)+stpsze*(A(i)+D(i)+2.0*(B(i)+C(i)))/6.0
34 continue
tme=tme+stpsze
c
c *****************************************************
c
25 continue
c
c construct new orthonormal basis by gram-schmidt

2 of 4 Friday 12 December 2014 08:07 PM

c
c normalize first vector
c
znorm(1)=0.0
do 38 j=1,n
znorm(1)=znorm(1)+v(n*j+1)**2
38 continue
znorm(1)=sqrt(znorm(1))
do 40 j=1,n
v(n*j+1)=v(n*j+1)/znorm(1)
40 continue
c
c generate new orthonormal set
c
c make j-1 gsr coefficients
c
do 80 j=2,n
c
do 50 k=1,j-1
gsc(k)=0.0
do 50 l=1,n
gsc(k)=gsc(k)+v(n*l+j)*v(n*l+k)
50 continue
c
c construct a new vector
c
do 60 k=1,n
do 60 l=1,j-1
v(n*k+j)=v(n*k+j)-gsc(l)*v(n*k+l)
60 continue
c
c calculate the vector's norm
c
znorm(j)=0.0
do 70 k=1,n
znorm(j)=znorm(j)+v(n*k+j)**2
70 continue
znorm(j)=sqrt(znorm(j))
c
c normalize the new vector
c
do 80 k=1,n
v(n*k+j)=v(n*k+j)/znorm(j)
80 continue
c
c update running vector magnitudes
c
do 90 k=1,n
cum(k)=cum(k)+alog(znorm(k))/alog(2.0)
90 continue
c
c normalize exponent and print every io iterations
c
if(mod(m,io).ne.0) goto 100
write(5,334) tme,(cum(k)/tme,k=1,n)

3 of 4 Friday 12 December 2014 08:07 PM

334 format(1x,f12.6,2x,e12.6,2x,e12.6,2x,e12.6)
c
100 continue
c
end
c
c
***************************************************************
c
subroutine fcn(t,y,yprime)
c
implicit double precision(a-h,o-z)
c
dimension y(13),yprime(13)
c
c parameters for Lorenz ODEs
c
b=4.0
sg=16.0
r=45.92
c
c Nonlinear Lorenz equations
c
yprime(1)=sg*(y(2)-y(1))
yprime(2)=-y(1)*y(3)+r*y(1)-y(2)
yprime(3)=y(1)*y(2)-b*y(3)
c
c Linearized Lorenz equations
c
do 10 i=0,2
yprime(4+i)=sg*(y(7+i)-y(4+i))
yprime(7+i)=(r-y(3))*y(4+i)-y(7+i)-y(1)*y(10+i)
yprime(10+i)=y(2)*y(4+i)+y(1)*y(7+i)-b*y(10+i)
10 continue
c
return
end

4 of 4 Friday 12 December 2014 08:07 PM