Abstract
In this paper, an approximation for the moment Lyapunov exponent, the asymptotic growth rate of the moments of the response of two coupled oscillators driven by real noise, is constructed. A perturbation approach is used to obtain explicit expressions for these exponents in the presence of small intensity noise. The results are applied to study the moment stability of the stationary solutions of structural and mechanical systems subjected to stochastic excitation.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 1400-1423 |
| Number of pages | 24 |
| Journal | SIAM Journal on Applied Mathematics |
| Volume | 56 |
| Issue number | 5 |
| DOIs | |
| State | Published - Oct 1996 |
Keywords
- Almost-sure asymptotic stability
- Itô equations
- Moment Lyapunov exponents
ASJC Scopus subject areas
- Applied Mathematics