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Moment Lyapunov
exponents and stochastic stability for two coupled
oscillators
Predrag Kozić, Goran Janevski and Ratko Pavlović |
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Vol. 4 (2009), No. 10, 1689–1701
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Abstract |
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The Lyapunov exponent and moment Lyapunov exponent of two degree-of-freedom linear systems subjected to white noise parametric excitation are investigated. Through a perturbation method we obtain the explicit asymptotic expressions for these exponents in the presence of low intensity noise. The Lyapunov exponent and moment Lyapunov exponents are important characteristics for determining the almost-sure and moment stability of a stochastic dynamical system. As an example, we study the almost-sure and moment stability of the flexural-torsion stability of a thin elastic beam subjected to a stochastically fluctuating follower force. The validity of the approximate results for moment Lyapunov exponents is checked by a numerical Monte Carlo simulation for these stochastic systems. |
Keywords
elastic beam, eigenvalue, perturbation, stochastic
stability, mechanics of solids and structures
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Milestones
Received: 27 October 2008
Revised: 23 February 2009
Accepted: 19 June 2009
Published: 27 February 2010
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Authors |
| Predrag Kozić | |
| Department of Mechanical
Engineering University of Niš Medvedeva 14 18000 Niš Serbia |
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| Goran Janevski | |
| Department of Mechanical
Engineering University of Niš Medvedeva 14 18000 Niš Serbia |
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| Ratko Pavlović | |
| Department of Mechanical
Engineering University of Niš Medvedeva 14 18000 Niš Serbia |
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