Stochastic averaging and asymptotic behavior of the stochastic Duffing–van der Pol equation
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چکیده
منابع مشابه
Stochastic averaging and asymptotic behavior of the stochastic Duffing-van der Pol equation
Consider the stochastic Duffing-van der Pol equation ẍ = −ω2x− Ax −Bx2ẋ + εβẋ + εσxẆt with A ≥ 0 and B > 0. If β/2 + σ/8ω > 0 then for small enough ε > 0 the system (x, ẋ) is positive recurrent in R \ {0}. Let λ̃ε denote the top Lyapunov exponent for the linearization of this equation along trajectories. The main result asserts that λ̃ε ∼ ελ̃ as ε → 0 where λ̃ is the top Lyapunov exponent along tra...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2004
ISSN: 0304-4149
DOI: 10.1016/j.spa.2004.05.001