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Stability of noisy nonlinear auto-parametric systems
Authors:N. Sri Namachchivaya  David Kok  S. T. Ariaratnam
Affiliation:(1) Department of Aerospace Engineering, 306 Talbot Laboratory, University of Illinois at Urbana–Champaign, 104 South Wright Street, Urbana, IL 61801, USA;(2) Solid Mechanics Division, University of Waterloo, Waterloo, Ontario, N2L 3G1, Canada
Abstract:
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.
Keywords:Hamiltonian  Markov processes  Martingale problem  Stochastic averaging
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