Lyapunov exponent and chaos of Duffing's equation perturbed by white noise

DOI10.1016/S0096-3003(96)00307-4zbMath0906.65082OpenAlexW2040036692MaRDI QIDQ1126597

S. H. Smith

Publication date: 23 February 1999

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0096-3003(96)00307-4

zbMATH Keywords

stabilitychaosLyapunov exponentsDuffing equationnonlinear stochastic systemsstochastic algorithmWedig's algorithmWolf's algorithm

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Numerical investigation of stability of solutions to ordinary differential equations (65L07)

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Cites Work

• Determining Lyapunov exponents from a time series
• Almost-sure stochastic stability of coupled nonlinear oscillators
• Stratonovich and Ito Stochastic Taylor Expansions
• A nonlinear oscillator with a strange attractor