Lyapunov exponent and chaos of Duffing's equation perturbed by white noise (Q1126597)

The paper deals with a method for computing the top Lyapunov exponents of the Duffing equation perturbed by white noise. The method presented is an extension of \textit{W. Wedig's} algorithm for nonlinear stochastic systems [Dynamic stability of beams under axial forces -- Lyapunov exponent for general fluctuating loads, in Proceedings Eurodyn '90, Conference on Structural Dynamics (W. B. Kräzig, et al., Eds.), Vol. 1, Ruhr-University Bochum, SFB 151, 57-64 (1990)]. First, the authors consider the deterministic case to observe the stability variation. Next, they present the stochastic algorithm which is consistent with Wolf's algorithm in the deterministic case when noise is set to zero [cf. \textit{A. Wolf}, \textit{J. B. Swift}, \textit{H. L. Swinney} and \textit{J. A. Vastano}, Physica D 16, 285-317 (1985; Zbl 0585.58037)]. It is shown that the bifurcation points computed by both algorithms are almost the same. It can be interesting that for the range of forcing amplitude and damping considered, the noise tends to stabilize the system.