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Moment Lyapunov Exponent and Stability Index for Linear Conservative System with Small Random Perturbation
N. Moshchuk, R. Khasminskii
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Source: Crossref
Published: Feb 1, 1998
DOI: 10.1137/s003613999529589x
Open original source ↗Source abstract
Asymptotic expansion series for the moment Lyapunov exponent and stability index are constructed and justified for the two-dimensional linear stochastic system close to a harmonic oscillator. As an example, a one-degree-of-freedom mechanical system parametrically excited in stiffness and damping is considered and several terms of the expansion are obtained.
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