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Title: Numerical determination of the moment lyapunov exponents
Authors: Xie, WC
Keywords: Simulation
Noise (Sound)
Dynamic systems
Numerical analysis
Issue Date: 2003
Source: Proceedings of the ASME 2003 International Mechanical Engineering Congress and Exposition, Applied Mechanics and Biomedical Technology, Washington, DC, USA, November 15–21, 2003, paper no. IMECE2003-55486, p. 223-232 How to cite?
Abstract: Two numerical methods for the determination of the pth moment Lyapunov exponents of a two-dimensional system under bounded noise or real noise parametric excitation are presented. The first method is an analytical-numerical approach, in which the partial differential eigenvalue problems governing the moment Lyapunov exponents are established using the theory of stochastic dynamical systems. The eigenfunctions are expanded in double series to transform the partial differential eigenvalue problems to linear algebraic eigenvalue problems, which are then solved numerically. The second method is a Monte Carlo simulation approach. The numerical values obtained are compared with approximate analytical results with weak noise amplitudes.
ISBN: 0-7918-3709-2
0-7918-4663-6 (E-ISBN)
0-7918-4664-4 (E-ISBN)
0-7918-4665-2 (E-ISBN)
DOI: 10.1115/IMECE2003-55486
Appears in Collections:Conference Paper

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