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Volumn 14, Issue 4, 1999, Pages 385-405

An explicit description of the Lyapunov exponents of the noisy damped harmonic oscillator

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC STABILITY; BIFURCATION (MATHEMATICS); FUNCTIONS; HARMONIC GENERATION; LINEARIZATION; OSCILLATORS (ELECTRONIC); RANDOM PROCESSES; WHITE NOISE;

EID: 0033298941     PISSN: 02681110     EISSN: None     Source Type: Journal    
DOI: 10.1080/026811199281958     Document Type: Article
Times cited : (28)

References (13)
  • 1
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    • Springer Monographs in Mathematics, Springer-Verlag, Berlin
    • Arnold, L. (1998) Random Dynamical Systems (Springer Monographs in Mathematics, Springer-Verlag, Berlin).
    • (1998) Random Dynamical Systems
    • Arnold, L.1
  • 2
    • 0002034361 scopus 로고    scopus 로고
    • Large noise asymptotics of invariant measures, with applications to Lyapunov exponents
    • Arnold, L., Eizenberg, A. and Wihstutz, V. (1996a) Large noise asymptotics of invariant measures, with applications to Lyapunov exponents. Stochastic: and Stochastic; Report 59(1-2), 71-142.
    • (1996) Stochastic: and Stochastic; Report , vol.59 , Issue.1-2 , pp. 71-142
    • Arnold, L.1    Eizenberg, A.2    Wihstutz, V.3
  • 4
    • 0001881373 scopus 로고
    • Almost sure and moment stability for linear Ito equations
    • eds L. Arnold and V. Wihstutz; Workshop, Bremen/ Germany, Springer-Verlag, Berlin
    • Arnold, L., Oeljeklaus, E. and Pardoux, E. (1986a) Almost sure and moment stability for linear Ito equations. Lecture Notes in Mathematics 1186 (eds L. Arnold and V. Wihstutz; Workshop, Bremen/ Germany, Springer-Verlag, Berlin), pp. 129-159.
    • (1986) Lecture Notes in Mathematics , vol.1186 , pp. 129-159
    • Arnold, L.1    Oeljeklaus, E.2    Pardoux, E.3
  • 5
    • 0022737468 scopus 로고
    • Asymptotic analysis of the Lyapunov exponent and rotation number of the random oscillator and applications
    • Arnold, L., Papanicolaou, G. and Wihstutz, V. (1986b) Asymptotic analysis of the Lyapunov exponent and rotation number of the random oscillator and applications. SIAM Journal of Applied Mathematics 46(3), 427-450.
    • (1986) SIAM Journal of Applied Mathematics , vol.46 , Issue.3 , pp. 427-450
    • Arnold, L.1    Papanicolaou, G.2    Wihstutz, V.3
  • 6
    • 0005500746 scopus 로고
    • Asymptotic expansions of the Uapunov index for linear stochastic systems with small noise
    • Auslender, E. I. and Mil'shtein, G. N. (1983) Asymptotic expansions of the Uapunov index for linear stochastic systems with small noise. Journal of Applied Mathematics and Mechanics 46(3), 277-283.
    • (1983) Journal of Applied Mathematics and Mechanics , vol.46 , Issue.3 , pp. 277-283
    • Auslender, E.I.1    Mil'Shtein, G.N.2
  • 7
    • 0039995118 scopus 로고
    • in Russian
    • Translated from Prikl. Mat. Mekh. 46(3), 358-365, 1982 (in Russian).
    • (1982) Prikl. Mat. Mekh. , vol.46 , Issue.3 , pp. 358-365
  • 8
    • 0032262768 scopus 로고    scopus 로고
    • The smoothness of laws of random flags and Oseledets spaces of linear stochastic differential equations
    • Imkeller, P. (1998) The smoothness of laws of random flags and Oseledets spaces of linear stochastic differential equations. Potential Analysis 9, 321-349.
    • (1998) Potential Analysis , vol.9 , pp. 321-349
    • Imkeller, P.1
  • 9
    • 0001479882 scopus 로고
    • Necessary and sufficient conditions for almost sure sample stability of linear Ito equations
    • Kozin, F. and Prodromou, S. (1971) Necessary and sufficient conditions for almost sure sample stability of linear Ito equations. SIAM Journal of Applied Mathematics 21, 413-424.
    • (1971) SIAM Journal of Applied Mathematics , vol.21 , pp. 413-424
    • Kozin, F.1    Prodromou, S.2
  • 10
    • 84972500225 scopus 로고
    • On the stability of two-dimensional linear systems
    • Nishioka, K. (1976) On the stability of two-dimensional linear systems. Kôdai Mathematical Seminar Reports 27(1-2), 211-230.
    • (1976) Kôdai Mathematical Seminar Reports , vol.27 , Issue.1-2 , pp. 211-230
    • Nishioka, K.1
  • 11
    • 0000515929 scopus 로고
    • Lyapunov exponent and rotation number of two-dimensional linear stochastic systems with small diffusion
    • Pardoux, E. and Wihstutz, V. (1982) Lyapunov exponent and rotation number of two-dimensional linear stochastic systems with small diffusion. Stochastic Processes Applications 40(2), 289-308.
    • (1982) Stochastic Processes Applications , vol.40 , Issue.2 , pp. 289-308
    • Pardoux, E.1    Wihstutz, V.2
  • 12
    • 0030290070 scopus 로고    scopus 로고
    • Bifurcation scenarios of the noisy Duffing-van der Pol oscillator
    • Schenk-Hoppé, K. R. (1996) Bifurcation scenarios of the noisy Duffing-van der Pol oscillator. Nonlinear Dynamics 11(3), 255-274.
    • (1996) Nonlinear Dynamics , vol.11 , Issue.3 , pp. 255-274
    • Schenk-Hoppé, K.R.1
  • 13
    • 0012106696 scopus 로고
    • The stationary diffusion process generated by second order differential operators and their probability currents
    • Wu, Cheng Xun and Guo, Mao Zheng (1980) The stationary diffusion process generated by second order differential operators and their probability currents. Chinese Annals of Mathematics 3-4, 523-540.
    • (1980) Chinese Annals of Mathematics , vol.3-4 , pp. 523-540
    • Wu, C.X.1    Guo, M.Z.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.