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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


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