A FIRST APPROXIMATION OF THE QUASI-POTENTIAL IN PROBLEMS OF THE STABILITY OF SYSTEMS WITH RANDOM NONDEGENERATE PERTURBATIONS

Citation
Gn. Milshtein et Lb. Ryashko, A FIRST APPROXIMATION OF THE QUASI-POTENTIAL IN PROBLEMS OF THE STABILITY OF SYSTEMS WITH RANDOM NONDEGENERATE PERTURBATIONS, Journal of applied mathematics and mechanics, 59(1), 1995, pp. 47-56
Citations number
10
Categorie Soggetti
Mathematics,Mathematics,Mechanics
ISSN journal
00218928
Volume
59
Issue
1
Year of publication
1995
Pages
47 - 56
Database
ISI
SICI code
0021-8928(1995)59:1<47:AFAOTQ>2.0.ZU;2-N
Abstract
The problem of a local description (near to a stationary point or orbi t) of the quasipotential-the Lyapunov function, used when analysing th e stability of a system with small non-degenerate random perturbations is considered. First approximations are constructed for quasipotentia ls in neighbourhoods of these invariant sets. The quadratic forms spec ifying these approximations are governed by certain matrices. The cons truction of these matrices is reduced to the solution of Lyapunov matr ix equations (which are algebraic in the case of stationary points, an d differential with periodic coefficients in the case of orbits).