A Monte Carlo simulation method for determining the moment Lyapunov exponents of stochastic systems, which governs the moment stability, is developed. Numerical results of two-dimensional systems under bounded noise and real noise excitations are presented to illustrate the approach.
Monte Carlo Simulation of Moment Lyapunov Exponents
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 Applied Mechanics Division, January 3, 2004; final revision, September 17, 2004. Associate: N. Sri Namachchivaya. Discussion on the paper should be addressed to the Editor, Prof. Robert M. McMeeking, Journal of Applied Mechanics, Department of Mechanics and Environmental Engineering, University of California–Santa Barbara, Santa Barbara, CA 93106-5070, and will be accepted until four months after final publication in the paper itself in the ASME JOURNAL OF APPLIED MECHANICS.
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Xie, W. (March 15, 2005). "Monte Carlo Simulation of Moment Lyapunov Exponents." ASME. J. Appl. Mech. March 2005; 72(2): 269–275. https://doi.org/10.1115/1.1839592
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