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)

Recommendations

• Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
• scientific article; zbMATH DE number 1341826
• Moment Lyapunov exponent for three-dimensional system under real noise excitation
• Moment Lyapunov Exponent and Stability Index for Linear Conservative System with Small Random Perturbation
• Moment Lyapunov exponents of a two-dimensional system in wind-induced vibration under real noise excitation.

Cites work

• scientific article; zbMATH DE number 3944975 (Why is no real title available?)
• scientific article; zbMATH DE number 4028507 (Why is no real title available?)
• scientific article; zbMATH DE number 3724320 (Why is no real title available?)
• scientific article; zbMATH DE number 19541 (Why is no real title available?)
• scientific article; zbMATH DE number 1201579 (Why is no real title available?)
• A Formula Connecting Sample and Moment Stability of Linear Stochastic Systems
• Almost-sure asymptotic stability of a general four-dimensional system driven by real noise
• Asymptotic Analysis of the Lyapunov Exponent and Rotation Number of the Random Oscillator and Applications
• Large deviations and stochastic flows of diffeomorphisms
• Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
• Lyapunov exponents. Proceedings of a Workshop held in Bremen, Germany, November 12-15, 1984
• Maximal Lyapunov exponent and rotation numbers for two coupled oscillators driven by real noise
• Moment Lyapunov Exponent for Two Coupled Oscillators Driven by Real Noise
• Nonlinear dynamics of a shallow arch under periodic excitation. I: 1:2 internal resonance
• Nonlinear dynamics of a shallow arch under periodic excitation. II: 1:1 internal resonance
• On the rate at which a homogeneous diffusion approaches a limit, an application of large deviation theory to certain stochastic integrals
• THE STRUCTURE OF EIGENFUNCTIONS OF ONE-DIMENSIONAL UNORDERED STRUCTURES

Cited in

(24)

• Moment Lyapunov exponents of a two-dimensional system in wind-induced vibration under real noise excitation.
• Lyapunov exponents for small random perturbations of Hamiltonian systems.
• Moment Lyapunov exponents of the stochastic parametrical Hill's equation
• Stability of noisy nonlinear auto-parametric systems
• Mean square stabilization of linear systems by mean zero noise
• Performance variability and project dynamics
• Parametric resonance and stochastic stability of a vibro-impact system under bounded noise excitation
• Stochastic stability of a magnetically affected single-layer graphene sheet resting on a viscoelastic foundation
• Random dynamical systems: addressing uncertainty, nonlinearity and predictability
• Moment Lyapunov Exponent and Stability Index for Linear Conservative System with Small Random Perturbation
• Asymptotic Analysis of the Lyapunov Exponents of Certain Linear Hamiltonian Systems with Small Noise
• The moment Lyapunov exponent of a co-dimension two bifurcation system driven by non-Gaussian colored noise
• Moment Lyapunov exponents and stochastic stability of a parametrically excited oscillator
• Moment Lyapunov exponent and stochastic stability of binary airfoil driven by non-Gaussian colored noise
• Stochastic stability of multi-nanobeam systems
• Stochastic stability of coupled viscoelastic systems excited by real noise
• Moment Lyapunov exponent for three-dimensional system under real noise excitation
• Stochastic stability of gyroscopic systems under bounded noise excitation
• Stochastic stability of a planner gyropendulum system with synchronous motor driven by Gaussian white noises
• Moment Lyapunov exponents and stochastic stability of a double-beam system under compressive axial loading
• The moment Lyapunov exponent for a three-dimensional stochastic system
• MOMENT LYAPUNOV EXPONENT FOR CONSERVATIVE SYSTEMS WITH SMALL PERIODIC AND RANDOM PERTURBATIONS
• Influence of the mode number on the stochastic stability regions of the elastic beam
• Moment Lyapunov exponent and stochastic stability for a binary airfoil driven by an ergodic real noise

This page was built for publication: Small noise expansion of moment lyapunov exponents for two-dimensional systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4366138)