Maximal Lyapunov exponent and almost-sure sample stability for second-order linear stochastic system

DOI10.1016/S0020-7462(01)00082-8MaRDI QIDQ873003zbMATH OpenOpenAlexFDO

Authors R. Haiwu, X. Wei, Wang Xiangdong, M. Guang, F. Tong

Publication date 28 March 2007

Published in International Journal of Non-Linear Mechanics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0020-7462(01)00082-8

zbMATH Keywords

multiple scale methodmaximal Lyapunov exponentalmost-sure sample stability

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) General theory of stochastic processes (60G07) Random vibrations in mechanics of particles and systems (70L05)

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• Maximal Lyapunov exponent and almost-sure stability for stochastic Mathieu-Duffing systems
• Invariant measures and Lyapunov exponents for stochastic Mathieu system
• Largest Lyapunov exponent for second-order linear systems under combined harmonic and random parametric excitations
• Principal resonance responses of SDOF systems with small fractional derivative damping under narrow-band random parametric excitation
• Almost sure stability of stochastic linear systems with ergodic parameters
• Dwell time analysis of deterministic and stochastic switched systems
• Closure method and asymptotic expansions for linear stochastic systems
• Principal resonance of a Duffing oscillator with delayed state feedback under narrow-band random parametric excitation
• Maximal Lyapunov Exponent and Almost-Sure Stability for Coupled Two-Degree-of-Freedom Stochastic Systems
• Maximal Lyapunov Exponents and Steady-State Moments of a VI System based Upon TDFC and VED

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