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Moment Lyapunov exponent and stochastic stability of two coupled oscillators driven by real noise

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ASME-AMER SOC MECHANICAL ENG
DOI: 10.1115/1.1387021

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In a recent paper an asymptotic approximation for the moment Lyapunov exponent, g (p), 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 the stationary solutions of structural and mechanical systems subjected to stochastic excitation.

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