Lyapunov exponent and stochastic stability of quasi-non-integrable Hamiltonian systems

An n degree-of-freedom (DOF) non-integrable Hamiltonian system subject to light damping and weak stochastic excitation is called quasi-non-integrable Hamiltonian system. In the present paper, the stochastic averaging of quasi-non-integrable Hamiltonian systems is briefly reviewed. A new norm in terms of the square root of Hamiltonian is introduced in the definitions of stochastic stability and Lyapunov exponent and the formulas for the Lyapunov exponent are derived from the averaged Ito equations of the Hamiltonian and of the square root of Hamiltonian. It is inferred that the Lyapunov exponent so obtained is the first approximation of the largest Lyapunov exponent of the original quasi-non-integrable Hamiltonian systems and the necessary and sufficient condition for the asymptotic stability with probability one of the trivial solution of the original systems can be obtained approximately by letting the Lyapunov exponent to be negative. This inference is confirmed by comparing the stability conditions obtained from negative Lyapunov exponent and by examining the sample behaviors of averaged Hamiltonian or the square root of averaged Hamiltonian at trivial boundary for two examples. It is also verified by the largest Lyapunov exponent obtained using small noise expansion for the second example. (C) 2003 Elsevier Ltd. All rights reserved.