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scientific article; zbMATH DE number 175906
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scientific article; zbMATH DE number 175906 |
Statements
18 May 1993
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mean square stability
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exponential stability
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asymptotic expansions
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0.8225361108779907
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0.8004488348960876
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0.7956305146217346
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[For the entire collection see Zbl 0755.00018.] Consider the linear oscillator with random perturbation of the form \[ \ddot x+2\delta(y(t))\dot x+(1+\omega(y(t)))x=0, \] where \(y\) is an ergodic Feller process on a compact space \(Y\) and \[ \delta(y)=\varepsilon\delta_ 1(y)+\varepsilon^ 2\delta_ 2(y),\;\omega(y)=\varepsilon \omega_ 1(y)+\varepsilon^ 2w_ 2(y). \] Exponential stability of the second moment for small \(\varepsilon\) is investigated under the assumption that \((y(t),\varphi(t))\) is an ergodic process on \(Y\times\mathbb{S}^ 1\), where \(\varphi(t)\) is the projection of \((x(t),\dot x(t))\) onto the unit sphere \(\mathbb{S}^ 1\). The technique uses spectral theory of the associated operator and asymptotic expansions as in \textit{L. Arnold}, \textit{G. Papanicolaou} and \textit{V. Wihstutz}, SIAM J. Appl. Math. 46, 427-450 (1986; Zbl 0603.60051).
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