YaBeSH Engineering and Technology Library

    • Journals
    • PaperQuest
    • YSE Standards
    • YaBeSH
    • Login
    View Item 
    •   YE&T Library
    • ASME
    • Journal of Applied Mechanics
    • View Item
    •   YE&T Library
    • ASME
    • Journal of Applied Mechanics
    • View Item
    • All Fields
    • Source Title
    • Year
    • Publisher
    • Title
    • Subject
    • Author
    • DOI
    • ISBN
    Advanced Search
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Archive

    The Maximal Lyapunov Exponent for a Three-Dimensional Stochastic System

    Source: Journal of Applied Mechanics:;2004:;volume( 071 ):;issue: 005::page 677
    Author:
    K. M. Liew
    ,
    X. B. Liu
    DOI: 10.1115/1.1782648
    Publisher: The American Society of Mechanical Engineers (ASME)
    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.
    keyword(s): Density , Diffusion (Physics) , Diffusion processes , Noise (Sound) , Bifurcation , Eigenvalues , Equations , Filters , Probability , Stochastic systems , Eigenfunctions , Dimensions , Spectra (Spectroscopy) , Emission spectroscopy , Stability AND Manifolds ,
    • Download: (227.8Kb)
    • Show Full MetaData Hide Full MetaData
    • Get RIS
    • Item Order
    • Go To Publisher
    • Price: 5000 Rial
    • Statistics

      The Maximal Lyapunov Exponent for a Three-Dimensional Stochastic System

    URI
    http://yetl.yabesh.ir/yetl1/handle/yetl/129454
    Collections
    • Journal of Applied Mechanics

    Show full item record

    contributor authorK. M. Liew
    contributor authorX. B. Liu
    date accessioned2017-05-09T00:12:02Z
    date available2017-05-09T00:12:02Z
    date copyrightSeptember, 2004
    date issued2004
    identifier issn0021-8936
    identifier otherJAMCAV-26584#677_1.pdf
    identifier urihttp://yetl.yabesh.ir/yetl/handle/yetl/129454
    description abstractThis 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.
    publisherThe American Society of Mechanical Engineers (ASME)
    titleThe Maximal Lyapunov Exponent for a Three-Dimensional Stochastic System
    typeJournal Paper
    journal volume71
    journal issue5
    journal titleJournal of Applied Mechanics
    identifier doi10.1115/1.1782648
    journal fristpage677
    journal lastpage690
    identifier eissn1528-9036
    keywordsDensity
    keywordsDiffusion (Physics)
    keywordsDiffusion processes
    keywordsNoise (Sound)
    keywordsBifurcation
    keywordsEigenvalues
    keywordsEquations
    keywordsFilters
    keywordsProbability
    keywordsStochastic systems
    keywordsEigenfunctions
    keywordsDimensions
    keywordsSpectra (Spectroscopy)
    keywordsEmission spectroscopy
    keywordsStability AND Manifolds
    treeJournal of Applied Mechanics:;2004:;volume( 071 ):;issue: 005
    contenttypeFulltext
    DSpace software copyright © 2002-2015  DuraSpace
    نرم افزار کتابخانه دیجیتال "دی اسپیس" فارسی شده توسط یابش برای کتابخانه های ایرانی | تماس با یابش
    yabeshDSpacePersian
     
    DSpace software copyright © 2002-2015  DuraSpace
    نرم افزار کتابخانه دیجیتال "دی اسپیس" فارسی شده توسط یابش برای کتابخانه های ایرانی | تماس با یابش
    yabeshDSpacePersian