Lyapunov exponents and stochastic stability of quasi-integrable-Hamiltonian systems

Authors
Citation
Wq. Zhu et Zl. Huang, Lyapunov exponents and stochastic stability of quasi-integrable-Hamiltonian systems, J APPL MECH, 66(1), 1999, pp. 211-217
Citations number
25
Categorie Soggetti
Mechanical Engineering
Journal title
JOURNAL OF APPLIED MECHANICS-TRANSACTIONS OF THE ASME
ISSN journal
00218936 → ACNP
Volume
66
Issue
1
Year of publication
1999
Pages
211 - 217
Database
ISI
SICI code
0021-8936(199903)66:1<211:LEASSO>2.0.ZU;2-L
Abstract
The averaged equations of integrable and nonresonant Hamiltonian systems of multi-degree-of-freedom subject to light damping and real noise excitation s of small intensities ave first derived Then, the expression for the large st Lyapunov exponent of the square root of the Hamiltonian is formulated by generalizing the well-known procedure due to Khasminskii to the averaged e quations, from which the stochastic stability and bifurcation phenomena of the original systems can be determined approximately. Linens and nonlinear stochastic systems of two degrees-of-freedom are investigated to illustrate the application of the proposed combination approach of the stochastic ave raging method for quasi-integrable Hamiltonian systems and Khasminskii's pr ocedure.