Monte Carlo Simulation of Moment Lyapunov ExponentsSource: Journal of Applied Mechanics:;2005:;volume( 072 ):;issue: 002::page 269Author:Wei-Chau Xie
DOI: 10.1115/1.1839592Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: A Monte Carlo simulation method for determining the pth moment Lyapunov exponents of stochastic systems, which governs the pth moment stability, is developed. Numerical results of two-dimensional systems under bounded noise and real noise excitations are presented to illustrate the approach.
keyword(s): Simulation , Stochastic systems , Noise (Sound) , Stability AND Differential equations ,
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| contributor author | Wei-Chau Xie | |
| date accessioned | 2017-05-09T00:15:06Z | |
| date available | 2017-05-09T00:15:06Z | |
| date copyright | March, 2005 | |
| date issued | 2005 | |
| identifier issn | 0021-8936 | |
| identifier other | JAMCAV-26590#269_1.pdf | |
| identifier uri | http://yetl.yabesh.ir/yetl/handle/yetl/131249 | |
| description abstract | A Monte Carlo simulation method for determining the pth moment Lyapunov exponents of stochastic systems, which governs the pth moment stability, is developed. Numerical results of two-dimensional systems under bounded noise and real noise excitations are presented to illustrate the approach. | |
| publisher | The American Society of Mechanical Engineers (ASME) | |
| title | Monte Carlo Simulation of Moment Lyapunov Exponents | |
| type | Journal Paper | |
| journal volume | 72 | |
| journal issue | 2 | |
| journal title | Journal of Applied Mechanics | |
| identifier doi | 10.1115/1.1839592 | |
| journal fristpage | 269 | |
| journal lastpage | 275 | |
| identifier eissn | 1528-9036 | |
| keywords | Simulation | |
| keywords | Stochastic systems | |
| keywords | Noise (Sound) | |
| keywords | Stability AND Differential equations | |
| tree | Journal of Applied Mechanics:;2005:;volume( 072 ):;issue: 002 | |
| contenttype | Fulltext |