MOMENT LYAPUNOV EXPONENT AND STABILITY INDEX FOR LINEAR CONSERVATIVE SYSTEM WITH SMALL RANDOM PERTURBATION

Authors
KHASMINSKII R MOSHCHUK N
Citation
R. Khasminskii et N. Moshchuk, MOMENT LYAPUNOV EXPONENT AND STABILITY INDEX FOR LINEAR CONSERVATIVE SYSTEM WITH SMALL RANDOM PERTURBATION, SIAM journal on applied mathematics, 58(1), 1998, pp. 245-256
Citations number
12
Categorie Soggetti
Mathematics,Mathematics
Journal title
SIAM journal on applied mathematics → ACNP
ISSN journal
00361399
Volume
58
Issue
1
Year of publication
1998
Pages
245 - 256
Database
ISI
SICI code
0036-1399(1998)58:1<245:MLEASI>2.0.ZU;2-K
Abstract
Asymptotic expansion series for the moment Lyapunov exponent and stabi lity index are constructed and justified for the two-dimensional linea r stochastic system close to a harmonic oscillator. As an example, a o ne-degree-of-freedom mechanical system parametrically excited in stiff ness and damping is considered and several terms of the expansion are obtained.