Moment Lyapunov exponent for two coupled oscillators driven by real noise

N Sri Namachchivaya, H. J. Van Roessel, M. M. Doyle

Research output: Contribution to journalArticle

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 languageEnglish (US)
Pages (from-to)1400-1423
Number of pages24
JournalSIAM Journal on Applied Mathematics
Volume56
Issue number5
DOIs
StatePublished - Oct 1996

Keywords

  • Almost-sure asymptotic stability
  • Itô equations
  • Moment Lyapunov exponents

ASJC Scopus subject areas

  • Applied Mathematics

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