MOMENT LYAPUNOV EXPONENT FOR CONSERVATIVE SYSTEMS WITH SMALL PERIODIC AND RANDOM PERTURBATIONS

DOI10.1142/S0219493702000303zbMath1023.60053MaRDI QIDQ4546193

Peter Imkeller, Grigori N. Milstein

Publication date: 19 August 2002

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

harmonic oscillatormoment Lyapunov exponentcommensurable caserandom and periodic perturbations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Ordinary differential equations and systems with randomness (34F05)

Related Items (2)

LYAPUNOV EXPONENTS AND RESONANCE FOR SMALL PERIODIC AND RANDOM PERTURBATIONS OF A CONSERVATIVE LINEAR SYSTEM ⋮ STABILITY OF GYROSCOPIC SYSTEMS UNDER SMALL RANDOM EXCITATIONS

Cites Work

• Zur Perron-Frobenius-Theorie stark stetiger Halbgruppen
• Some formulas for Lyapunov exponents and rotation numbers in two dimensions and the stability of the harmonic oscillator and the inverted pendulum
• Asymptotic Analysis of the Lyapunov Exponent and Rotation Number of the Random Oscillator and Applications
• Instability of the Harmonic Oscillator with Small Noise
• Lyapunov Exponent and Rotation Number of Two-Dimensional Linear Stochastic Systems with Small Diffusion
• Small noise expansion of moment lyapunov exponents for two-dimensional systems
• Moment Lyapunov Exponent and Stability Index for Linear Conservative System with Small Random Perturbation
• Orbital stability index for stochastic systems
• An explicit description of the Lyapunov exponents of the noisy damped harmonic oscillator
• A Formula Connecting Sample and Moment Stability of Linear Stochastic Systems

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