contributor author | K. M. Liew | |
contributor author | X. B. Liu | |
date accessioned | 2017-05-09T00:12:02Z | |
date available | 2017-05-09T00:12:02Z | |
date copyright | September, 2004 | |
date issued | 2004 | |
identifier issn | 0021-8936 | |
identifier other | JAMCAV-26584#677_1.pdf | |
identifier uri | http://yetl.yabesh.ir/yetl/handle/yetl/129454 | |
description abstract | This paper examines the almost-sure asymptotic stability condition of a linear multiplicative stochastic system, which is a linear part of a co-dimension two-bifurcation system that is on a three-dimensional central manifold and subjected to parametric excitation by an ergodic real noise. The excitation is assumed to be an integrable function of an n-dimensional Ornstein-Uhlenbeck vector process which is the output of a linear filter system, while both the detailed balance condition and the strong mixing condition are removed. Through a perturbation method and the spectrum representations of the Fokker Planck operator and its adjoint operator of the linear filter system, the explicit asymptotic expressions of the maximal Lyapunov exponent for three case studies, in which different forms of the coefficient matrix included in the noise excitation term are assumed, are obtained. | |
publisher | The American Society of Mechanical Engineers (ASME) | |
title | The Maximal Lyapunov Exponent for a Three-Dimensional Stochastic System | |
type | Journal Paper | |
journal volume | 71 | |
journal issue | 5 | |
journal title | Journal of Applied Mechanics | |
identifier doi | 10.1115/1.1782648 | |
journal fristpage | 677 | |
journal lastpage | 690 | |
identifier eissn | 1528-9036 | |
keywords | Density | |
keywords | Diffusion (Physics) | |
keywords | Diffusion processes | |
keywords | Noise (Sound) | |
keywords | Bifurcation | |
keywords | Eigenvalues | |
keywords | Equations | |
keywords | Filters | |
keywords | Probability | |
keywords | Stochastic systems | |
keywords | Eigenfunctions | |
keywords | Dimensions | |
keywords | Spectra (Spectroscopy) | |
keywords | Emission spectroscopy | |
keywords | Stability AND Manifolds | |
tree | Journal of Applied Mechanics:;2004:;volume( 071 ):;issue: 005 | |
contenttype | Fulltext | |