Maximal Lyapunov exponent and rotation numbers for two coupled oscillators driven by real noise

DOI10.1007/BF01058437zbMath0945.60503MaRDI QIDQ1279088

N. Sri Namachchivaya, Henry J. van Roessel

Publication date: 10 October 2000

Published in: Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

Lyapunov exponents; rotation numbers; stochastic averaging; Itô equations; almost-sure stability

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34D08: Characteristic and Lyapunov exponents of ordinary differential equations

82C05: Classical dynamic and nonequilibrium statistical mechanics (general)

Related Items

Small noise expansion of moment lyapunov exponents for two-dimensional systems, Stabilization of linear systems by noise: Application to flow induced oscillations, STABILITY OF GYROSCOPIC SYSTEMS UNDER SMALL RANDOM EXCITATIONS, Some aspects of chaotic and stochastic dynamics for structural systems., Stochastic stability of three-dimensional linear systems under parametric random action, Stability of noisy nonlinear auto-parametric systems, Almost-sure asymptotic stability of a general four-dimensional system driven by real noise, The maximal Lyapunov exponent of a co-dimension two-bifurcation system excited by a bounded noise, Discrete feedback stabilization of semilinear control systems

Cites Work

• Asymptotic Analysis of the Lyapunov Exponent and Rotation Number of the Random Oscillator and Applications
• Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
• Lyapunov Exponents and Stochastic Stability of Coupled Linear Systems Under Real Noise Excitation
• Sample Stability of Second Order Linear Differential Equations with Wide Band Noise Coefficients
• On the stability of two-dimensional linear stochastic systems
• Necessary and Sufficient Conditions for Almost Sure Sample Stability of Linear Ito Equations