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Moment Lyapunov Exponent and Stability Index for Linear Conservative System with Small Random Perturbation
- Source :
- SIAM Journal on Applied Mathematics. 58:245-256
- Publication Year :
- 1998
- Publisher :
- Society for Industrial & Applied Mathematics (SIAM), 1998.
-
Abstract
- Asymptotic expansion series for the moment Lyapunov exponent and stability index are constructed and justified for the two-dimensional linear stochastic system close to a harmonic oscillator. As an example, a one-degree-of-freedom mechanical system parametrically excited in stiffness and damping is considered and several terms of the expansion are obtained.
Details
- ISSN :
- 1095712X and 00361399
- Volume :
- 58
- Database :
- OpenAIRE
- Journal :
- SIAM Journal on Applied Mathematics
- Accession number :
- edsair.doi...........bf1730b7b46482ada8584560b0b6151b