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On the maximal Lyapunov exponent for a real noise parametrically excited co-dimension two bifurcation system. I - MaRDI portal

On the maximal Lyapunov exponent for a real noise parametrically excited co-dimension two bifurcation system. I (Q1969924)

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scientific article; zbMATH DE number 1417507
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On the maximal Lyapunov exponent for a real noise parametrically excited co-dimension two bifurcation system. I
scientific article; zbMATH DE number 1417507

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    On the maximal Lyapunov exponent for a real noise parametrically excited co-dimension two bifurcation system. I (English)
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    24 July 2000
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    A model of enhanced generality for a real noise parametrically excited codimension two bifurcation system on a 3D center manifold is established. For this purpose, the real-noise parametric excitation of the system is assumed to be the output of a linear filter system -- a zero-mean stationary Gaussian diffusion process that satisfies the detailed balance condition. Using L. Arnold's asymptotic analysis approach and the eigenvalue spectrum of the Fokker-Planck operator the authors establish an asymptotic expansion of the invariant measure and the maximal Lyapunov exponent for the relevant system. For Part II, see the review Zbl 0983.37064 below.
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    real-noise excitation
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    spectrum of Fokker-Planck operator
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    invariant measure
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