Maximal Lyapunov exponent and almost-sure sample stability for second-order linear stochastic system

DOI10.1016/S0020-7462(01)00082-8zbMath1346.60047OpenAlexW2039950171MaRDI QIDQ873003

Xu Wei, Rong Haiwu, Fang Tong, Meng Guang, Wang Xiangdong

Publication date: 28 March 2007

Published in: International Journal of Non-Linear Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0020-7462(01)00082-8

zbMATH Keywords

multiple scale methodmaximal Lyapunov exponentalmost-sure sample stability

Mathematics Subject Classification ID

Random vibrations in mechanics of particles and systems (70L05) General theory of stochastic processes (60G07) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Ordinary differential equations and systems with randomness (34F05)

Related Items (6)

Principal resonance of a Duffing oscillator with delayed state feedback under narrow-band random parametric excitation ⋮ Closure method and asymptotic expansions for linear stochastic systems ⋮ Dwell time analysis of deterministic and stochastic switched systems ⋮ Almost sure stability of stochastic linear systems with ergodic parameters ⋮ Principal resonance responses of SDOF systems with small fractional derivative damping under narrow-band random parametric excitation ⋮ Maximal Lyapunov Exponents and Steady-State Moments of a VI System based Upon TDFC and VED

This page was built for publication: Maximal Lyapunov exponent and almost-sure sample stability for second-order linear stochastic system