Stability of noisy nonlinear auto-parametric systems

被引:0
|
作者
N. Sri Namachchivaya
David Kok
S. T. Ariaratnam
机构
[1] University of Illinois at Urbana–Champaign,Department of Aerospace Engineering, 306 Talbot Laboratory
[2] University of Waterloo,Solid Mechanics Division
来源
Nonlinear Dynamics | 2007年 / 47卷
关键词
Hamiltonian; Markov processes; Martingale problem; Stochastic averaging;
D O I
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中图分类号
学科分类号
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 ɛ and dissipation ɛ2 the exponent grows in proportion with ɛ2/3.
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页码:143 / 165
页数:22
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