MOMENT LYAPUNOV EXPONENT FOR CONSERVATIVE SYSTEMS WITH SMALL PERIODIC AND RANDOM PERTURBATIONS

DOI10.1142/S0219493702000303zbMath1023.60053MaRDI QIDQ4546193

Peter Imkeller, Grigori N. Milstein

Publication date: 19 August 2002

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

harmonic oscillator; moment Lyapunov exponent; commensurable case; random and periodic perturbations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E15: Stochastic stability in control theory

34D08: Characteristic and Lyapunov exponents of ordinary differential equations

34F05: Ordinary differential equations and systems with randomness

Related Items

LYAPUNOV EXPONENTS AND RESONANCE FOR SMALL PERIODIC AND RANDOM PERTURBATIONS OF A CONSERVATIVE LINEAR SYSTEM, STABILITY OF GYROSCOPIC SYSTEMS UNDER SMALL RANDOM EXCITATIONS

Cites Work

• Zur Perron-Frobenius-Theorie stark stetiger Halbgruppen
• Some formulas for Lyapunov exponents and rotation numbers in two dimensions and the stability of the harmonic oscillator and the inverted pendulum
• Asymptotic Analysis of the Lyapunov Exponent and Rotation Number of the Random Oscillator and Applications
• Instability of the Harmonic Oscillator with Small Noise
• Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
• Small noise expansion of moment lyapunov exponents for two-dimensional systems
• Moment Lyapunov Exponent and Stability Index for Linear Conservative System with Small Random Perturbation
• Orbital stability index for stochastic systems
• An explicit description of the Lyapunov exponents of the noisy damped harmonic oscillator
• A Formula Connecting Sample and Moment Stability of Linear Stochastic Systems