Largest Lyapunov exponent for second-order linear systems under combined harmonic and random parametric excitations

DOI10.1016/J.JSV.2004.07.025MaRDI QIDQ2883680zbMATH OpenOpenAlexFDO

Authors H. W. Rong, Guang Meng, Xuedi Wang, Wei Xu, T. Fang

Publication date 13 May 2012

Published in Journal of Sound and Vibration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jsv.2004.07.025

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Multiple scale methods for ordinary differential equations (34E13) Random vibrations in mechanics of particles and systems (70L05)

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(5)

• Maximal Lyapunov Exponents and Steady-State Moments of a VI System based Upon TDFC and VED
• Invariant measures and Lyapunov exponents for stochastic Mathieu system
• Estimation of the largest Lyapunov exponent from the perturbation vector and its derivative dot product
• Maximal Lyapunov exponent and almost-sure stability for stochastic Mathieu-Duffing systems
• Phase diagram of the random frequency oscillator: the case of Ornstein-Uhlenbeck noise

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