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Lyapunov exponents for two nonlinear systems driven by real noises

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

Abstract

For a van der Pol-Duffing oscillator and a codimension-two bifurcation system excited parametrically by a small real noise, a model of enhanced generality is developed by assuming that the real noise is the first component of an output vector of a linear filter system, which conforms with the detailed balance condition. The strong mixing condition and the hypothesis (i.e. the infinitesimal generator of the noise has only one isolated simple zero eigenvalue) employed by Arnold and co-workers in 1986 are not considered. To tackle the complexity encountered in the present work, the asymptotic analysis approach and the eigenfunction expansion for the solution to the Fokker-Planck equations are applied to calculate the asymptotic expansions of the invariant measures and the maximal Lyapunov exponents for the relevant systems.
Original languageEnglish
Pages (from-to)2705-2719
JournalProceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
Volume458
Issue number2027
DOIs
Publication statusPublished - 8 Nov 2002
Externally publishedYes

Research Keywords

  • Asymptotic analysis
  • Eigenfunction expansion
  • Fokker-Planck equation
  • Linear filter system
  • Maximal Lyapunov exponent

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