TY - JOUR
T1 - Maximal Lyapunov exponent and almost-sure sample stability for second-order linear stochastic system
AU - Haiwu, Rong
AU - Wei, Xu
AU - Xiangdong, Wang
AU - Guang, Meng
AU - Tong, Fang
PY - 2003/6
Y1 - 2003/6
N2 - The principal resonance of second-order system to random parametric excitation is investigated. The method of multiple scales is used to determine the equations of modulation of amplitude and phase. The effects of damping, detuning, bandwidth, and magnitudes of random excitation are analyzed. The explicit asymptotic formulas for the maximum Lyapunov exponent is obtained. The almost-sure stability or instability of the stochastic Mathieu system depends on the sign of the maximum Lyapunov exponent.
AB - The principal resonance of second-order system to random parametric excitation is investigated. The method of multiple scales is used to determine the equations of modulation of amplitude and phase. The effects of damping, detuning, bandwidth, and magnitudes of random excitation are analyzed. The explicit asymptotic formulas for the maximum Lyapunov exponent is obtained. The almost-sure stability or instability of the stochastic Mathieu system depends on the sign of the maximum Lyapunov exponent.
KW - Almost-sure sample stability
KW - Maximal Lyapunov exponent
KW - Multiple scale method
UR - http://www.scopus.com/inward/record.url?scp=0037408874&partnerID=8YFLogxK
U2 - 10.1016/S0020-7462(01)00082-8
DO - 10.1016/S0020-7462(01)00082-8
M3 - 文章
AN - SCOPUS:0037408874
SN - 0020-7462
VL - 38
SP - 609
EP - 614
JO - International Journal of Non-Linear Mechanics
JF - International Journal of Non-Linear Mechanics
IS - 4
ER -