On the Moment Stability of Stochastic Parametrically Forced Equations with Rank One Forcing

نویسندگان

  • Timothy Blass
  • Louis A. Romero
  • J. R. Torczynski
چکیده

We derive simplified formulas for analyzing the moment stability of stochastic parametrically forced linear systems. This analysis extends the results in [3], where, assuming the stochastic excitation is small, the stability of such systems was computed using a weighted sum of the extended power spectral density over the eigenvalues of the unperturbed operator. In this paper, we show how to convert this sum to a sum over the residues of the extended power spectral density. For systems where the parametric forcing term is a rank one matrix, this approach leads to an enormous simplification. We give two examples of systems with rank one forcing, including the problem of stochastically forced Faraday waves.

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عنوان ژورنال:
  • SIAM J. Control and Optimization

دوره 53  شماره 

صفحات  -

تاریخ انتشار 2015