Abstract
In this paper, a perturbation approach is used to calculate the asymptotic growth rate of stochastically coupled two-degree-of-freedom nonlinear stochastics systems. The noise is assumed to be white and of small intensity in order to calculate the explicit asymptotic formulas for the maximum Lyapunov exponent. The almost-sure sample stability or instability of the four-dimensional stochastic system depends on the sign of the maximum Lyapunov exponent.
| Original language | English |
|---|---|
| Pages (from-to) | 22-29 |
| Number of pages | 8 |
| Journal | Yingyong Lixue Xuebao/Chinese Journal of Applied Mechanics |
| Volume | 15 |
| Issue number | 1 |
| State | Published - Mar 1998 |
Keywords
- Almost-sure sample stability
- Maximum lyapunov exponent
- Nonlinear stochastic system
- Perturbation method
- Stable probability density function