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    Monte Carlo Simulation of Moment Lyapunov Exponents

    Source: Journal of Applied Mechanics:;2005:;volume( 072 ):;issue: 002::page 269
    Author:
    Wei-Chau Xie
    DOI: 10.1115/1.1839592
    Publisher: 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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      Monte Carlo Simulation of Moment Lyapunov Exponents

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    http://yetl.yabesh.ir/yetl1/handle/yetl/131249
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    contributor authorWei-Chau Xie
    date accessioned2017-05-09T00:15:06Z
    date available2017-05-09T00:15:06Z
    date copyrightMarch, 2005
    date issued2005
    identifier issn0021-8936
    identifier otherJAMCAV-26590#269_1.pdf
    identifier urihttp://yetl.yabesh.ir/yetl/handle/yetl/131249
    description abstractA 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.
    publisherThe American Society of Mechanical Engineers (ASME)
    titleMonte Carlo Simulation of Moment Lyapunov Exponents
    typeJournal Paper
    journal volume72
    journal issue2
    journal titleJournal of Applied Mechanics
    identifier doi10.1115/1.1839592
    journal fristpage269
    journal lastpage275
    identifier eissn1528-9036
    keywordsSimulation
    keywordsStochastic systems
    keywordsNoise (Sound)
    keywordsStability AND Differential equations
    treeJournal of Applied Mechanics:;2005:;volume( 072 ):;issue: 002
    contenttypeFulltext
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    DSpace software copyright © 2002-2015  DuraSpace
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