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

DOI10.1142/S0219493702000315zbMATH Open1018.37034OpenAlexW1988328156MaRDI QIDQ4546194FDOQ4546194

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

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• MOMENT LYAPUNOV EXPONENT FOR CONSERVATIVE SYSTEMS WITH SMALL PERIODIC AND RANDOM PERTURBATIONS
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• Moment Lyapunov exponents of the stochastic parametrical Hill's equation
• Lyapunov exponents for small random perturbations of Hamiltonian systems.

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)

Cites Work

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

Cited In (10)

• Lyapunov exponents for small random perturbations of Hamiltonian systems.
• Moment Lyapunov exponents of the stochastic parametrical Hill's equation
• Some formulas for Lyapunov exponents and rotation numbers in two dimensions and the stability of the harmonic oscillator and the inverted pendulum
• Title not available (Why is that?)
• Linear response of the Lyapunov exponent to a small constant perturbation
• Title not available (Why is that?)
• STABILITY OF GYROSCOPIC SYSTEMS UNDER SMALL RANDOM EXCITATIONS
• Asymptotic Analysis of the Lyapunov Exponents of Certain Linear Hamiltonian Systems with Small Noise
• The stochastic Mathieu's equation
• MOMENT LYAPUNOV EXPONENT FOR CONSERVATIVE SYSTEMS WITH SMALL PERIODIC AND RANDOM PERTURBATIONS

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