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Spectral criterion of stochastic stability for invariant manifolds.

Authors :
Ryashko, L.
Bashkirtseva, I.
Source :
Cybernetics & Systems Analysis. Jan2013, Vol. 49 Issue 1, p69-76. 8p.
Publication Year :
2013

Abstract

The mean square stability for invariant manifolds of nonlinear stochastic differential equations is considered. The stochastic stability analysis is reduced to the estimation of the spectral radius of some positive operator. For the important case of manifolds with codimension one, a constructive spectral analysis of this operator is carried out. On the basis of this spectral technique, parametrical criteria of the stochastic stability of limit cycle and 2-torus are developed. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10600396
Volume :
49
Issue :
1
Database :
Academic Search Index
Journal :
Cybernetics & Systems Analysis
Publication Type :
Academic Journal
Accession number :
85399801
Full Text :
https://doi.org/10.1007/s10559-013-9486-3