Abstract
In the present paper, for an arbitrary finite real number p, the pth moment Lyapunov exponent for a codimension two bifurcation system that is on a three-dimensional center manifold and is subjected to a parametric excitation by a small intensity white noise is investigated. Via a perturbation method and a linear stochastic transformation introduced by Wedig, an eigenvalue problem associated with the moment Lyapunov exponent is obtained. The eigenvalue problem is then solved approximately via a Fourier cosine series, and for whom the convergence rate is illustrated numerically. Furthermore, the stability regions of pth moment are also obtained.
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Li, S., Liu, X. (2011). Moment Lyapunov Exponent for a Three Dimensional Stochastic System. In: Zhu, W.Q., Lin, Y.K., Cai, G.Q. (eds) IUTAM Symposium on Nonlinear Stochastic Dynamics and Control. IUTAM Bookseries, vol 29. Springer, Dordrecht. https://doi.org/10.1007/978-94-007-0732-0_19
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DOI: https://doi.org/10.1007/978-94-007-0732-0_19
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-007-0731-3
Online ISBN: 978-94-007-0732-0
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