Abstract
The purpose of this work is to obtain an approximation for the top Lyapunov exponent, the exponential growth rate, of the response of a single-well Kramers Oscillator driven by either a multiplicative or an additive white noise process. To this end, we consider the equations of motion as dissipative and noisy perturbations of a two-dimensional Hamiltonian system. A perturbation approach is used to obtain explicit expressions for the exponent in the presence of small intensity noise and small dissipation. We show analytically that the top Lyapunov exponent is positive, and for small values of noise intensity √ε and dissipation ε the exponent grows proportional to ε1/3.
Original language | English (US) |
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Pages | 2477-2486 |
Number of pages | 10 |
State | Published - 2001 |
Event | 18th Biennial Conference on Mechanical Vibration and Noise - Pittsburgh, PA, United States Duration: Sep 9 2001 → Sep 12 2001 |
Other
Other | 18th Biennial Conference on Mechanical Vibration and Noise |
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Country/Territory | United States |
City | Pittsburgh, PA |
Period | 9/9/01 → 9/12/01 |
ASJC Scopus subject areas
- Modeling and Simulation
- Mechanical Engineering
- Computer Science Applications
- Computer Graphics and Computer-Aided Design