Stability of noisy nonlinear auto-parametric systems

被引:2
|
作者
Namachchivaya, N. Sri
Kok, David
Ariaratnam, S. T.
机构
[1] Univ Illinois, Dept Aerosp Engn, Talbot Lab 306, Urbana, IL 61801 USA
[2] Univ Waterloo, Div Solid Mech, Waterloo, ON N2L 3G1, Canada
基金
美国国家科学基金会;
关键词
Hamiltonian; Markov processes; martingale problem; stochastic averaging;
D O I
10.1007/s11071-006-9063-7
中图分类号
TH [机械、仪表工业];
学科分类号
0802 ;
摘要
The purpose of this work is to examine the stationary motion and stability properties of stationary motion of two degree-of-freedom noisy auto-parametric systems We shall use analytical techniques to extend the existing results to examine such multi-dimensional nonlinear systems with noise, and in particular additive white noise. We obtain an approximation for the top Lyapunov exponent, the exponential growth rate, of the response of the so-called single-mode stationary motion. We show analytically that the top Lyapunov exponent is positive, and for small values of noise intensity epsilon and dissipation epsilon(2) the exponent grows in proportion with epsilon(2/3).
引用
收藏
页码:143 / 165
页数:23
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