Small noise expansion of moment lyapunov exponents for two-dimensional systems

DOI10.1080/02681119708806244MaRDI QIDQ4366138zbMATH OpenOpenAlexFDO

Authors Ludwig Arnold, N. Sri Namachchivaya, Monica M. Doyle

Publication date 1997

Published in Dynamics and Stability of Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02681119708806244

zbMATH Keywords

asymptotic expansionFokker-Planck equationLyapunov exponentperturbationsmall intensity noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic stability in control theory (93E15)

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Cited in

(22)

• Asymptotic Analysis of the Lyapunov Exponents of Certain Linear Hamiltonian Systems with Small Noise
• MOMENT LYAPUNOV EXPONENT FOR CONSERVATIVE SYSTEMS WITH SMALL PERIODIC AND RANDOM PERTURBATIONS
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• Stochastic stability of gyroscopic systems under bounded noise excitation
• Random dynamical systems: addressing uncertainty, nonlinearity and predictability
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• Moment Lyapunov exponent for three-dimensional system under real noise excitation
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• Stochastic stability of a magnetically affected single-layer graphene sheet resting on a viscoelastic foundation
• Influence of the mode number on the stochastic stability regions of the elastic beam
• Lyapunov exponents for small random perturbations of Hamiltonian systems.
• Stochastic stability of coupled viscoelastic systems excited by real noise
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• Stability of noisy nonlinear auto-parametric systems
• Moment Lyapunov exponent and stochastic stability of binary airfoil driven by non-Gaussian colored noise

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