In a recent paper an asymptotic approximation for the moment Lyapunov exponent, of two coupled oscillators driven by a small intensity real noise was obtained. The utility of that result is limited by the fact that it was obtained under the assumption that the moment p is small, a limitation which precludes, for example, the determination of the stability index. In this paper that limitation is removed and an asymptotic approximation valid for arbitrary p is obtained. The results are applied to study the moment stability of the stationary solutions of structural and mechanical systems subjected to stochastic excitation.
Moment Lyapunov Exponent and Stochastic Stability of Two Coupled Oscillators Driven by Real Noise
Contributed by the Applied Mechanics Division of THE AMERICAN SOCIETY OF MECHANICAL ENGINEERS for publication in the ASME JOURNAL OF APPLIED MECHANICS. Manuscript received by the ASME Applied Mechanics Division, May 15, 2000; final revision, Feb. 26, 2001. Associate Editor: A. A. Ferri. Discussion on the paper should be addressed to the Editor, Professor Lewis T. Wheeler, Department of Mechanical Engineering, University of Houston, Houston, TX 77204-4792, and will be accepted until four months after final publication of the paper itself in the ASME JOURNAL OF APPLIED MECHANICS.
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Sri Namachchivaya, N., and Van Roessel, H. J. (February 26, 2001). "Moment Lyapunov Exponent and Stochastic Stability of Two Coupled Oscillators Driven by Real Noise ." ASME. J. Appl. Mech. November 2001; 68(6): 903–914. https://doi.org/10.1115/1.1387021
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