LYAPUNOV EXPONENTS AND RESONANCE FOR SMALL PERIODIC AND RANDOM PERTURBATIONS OF A CONSERVATIVE LINEAR SYSTEM

DOI10.1142/S0219493702000315MaRDI QIDQ4546194zbMATH OpenOpenAlexFDO

Authors Peter H. Baxendale

Publication date 19 August 2002

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

Full work available at URL https://doi.org/10.1142/s0219493702000315

zbMATH Keywords

stochastic differential equationLyapunov exponentperiodic coefficientsmoment Lyapunov exponentstochastically perturbed Hill's oscillator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Stochastic stability in control theory (93E15) Characteristic and Lyapunov exponents of ordinary differential equations (34D08)

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Cites work

• A Formula Connecting Sample and Moment Stability of Linear Stochastic Systems
• Asymptotic Analysis of the Lyapunov Exponent and Rotation Number of the Random Oscillator and Applications
• Asymptotic expansions of the Lyapunov index for linear stochastic systems with small noise
• Large deviations and stochastic flows of diffeomorphisms
• Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
• MOMENT LYAPUNOV EXPONENT FOR CONSERVATIVE SYSTEMS WITH SMALL PERIODIC AND RANDOM PERTURBATIONS
• Moment Lyapunov Exponent and Stability Index for Linear Conservative System with Small Random Perturbation
• On the rate at which a homogeneous diffusion approaches a limit, an application of large deviation theory to certain stochastic integrals
• Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion

Cited in

(10)

• 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
• scientific article; zbMATH DE number 4015234 (Why is no real title available?)
• STABILITY OF GYROSCOPIC SYSTEMS UNDER SMALL RANDOM EXCITATIONS
• Linear response of the Lyapunov exponent to a small constant perturbation
• Lyapunov exponents for small random perturbations of Hamiltonian systems.
• Some formulas for Lyapunov exponents and rotation numbers in two dimensions and the stability of the harmonic oscillator and the inverted pendulum
• The stochastic Mathieu's equation
• scientific article; zbMATH DE number 4086115 (Why is no real title available?)
• Moment Lyapunov exponents of the stochastic parametrical Hill's equation

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