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Moment Lyapunov Exponent and Stability Index for Linear Conservative System with Small Random Perturbation

Authors :
Nikolai K. Moshchuk
R. Z. Khasminskii
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