On the maximal Lyapunov exponent for a real noise parametrically excited co-dimension two bifurcation system. I

DOI10.1007/BF02459059MaRDI QIDQ1969924zbMATH OpenOpenAlexFDO

Authors Dapeng Chen, Qiu Chen, Xianbin Liu

Publication date 24 July 2000

Published in Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02459059

zbMATH Keywords

invariant measurereal-noise excitationspectrum of Fokker-Planck operator

Mathematics Subject Classification ID

Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Ordinary differential equations and systems with randomness (34F05) Dynamical aspects of measure-preserving transformations (37A05) Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Bifurcation theory for random and stochastic dynamical systems (37H20)

Review text

A model of enhanced generality for a real noise parametrically excited codimension two bifurcation system on a 3D center manifold is established. For this purpose, the real-noise parametric excitation of the system is assumed to be the output of a linear filter system -- a zero-mean stationary Gaussian diffusion process that satisfies the detailed balance condition. Using L. Arnold's asymptotic analysis approach and the eigenvalue spectrum of the Fokker-Planck operator the authors establish an asymptotic expansion of the invariant measure and the maximal Lyapunov exponent for the relevant system. For Part II, see the review Zbl 0983.37064 below.

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• On the maximal Lyapunov exponent for a real noise parametrically excited co-dimension two bifurcation system. II
• The Lyapunov exponent for a codimension two bifurcation system that is driven by a real noise
• Maximal Lyapunov exponent of a co-dimension two bifurcation system excited by a white noise
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Cites work

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Cited in

(7)

• On the maximal Lyapunov exponent for a real noise parametrically excited co-dimension two bifurcation system. II
• The maximal Lyapunov exponent of a co-dimension two-bifurcation system excited by a bounded noise
• On the almost-sure stability condition for a co-dimension two-bifurcation system under the parametric excitation of a real noise
• The maximal Lyapunov exponent for a stochastic system
• The maximal Lyapunov exponent for a three-dimensional system driven by white noise
• The Lyapunov exponent for a codimension two bifurcation system that is driven by a real noise
• Maximal Lyapunov exponent of a co-dimension two bifurcation system excited by a white noise

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