Maximal Lyapunov exponent of a co-dimension two bifurcation system excited by a white noise

X. B. Liu, K. M. Liew

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

12 Citations (Scopus)

Abstract

In this paper, we evaluate the maximal Lyapunov exponent for a co-dimension two bifurcation system, which is on a three-dimensional central manifold and is subjected to a parametric excitation by a white noise. Through a perturbation method, we obtain the explicit asymptotic expressions of the maximal Lyapunov exponent for three cases, in which different forms of the coefficient matrix that are included in the noise excitation term are assumed. © 2004 Elsevier Ltd. All rights reserved.
Original languageEnglish
Pages (from-to)653-668
JournalInternational Journal of Non-Linear Mechanics
Volume40
Issue number5
DOIs
Publication statusPublished - Jun 2005
Externally publishedYes

Research Keywords

  • Diffusion process
  • FPK equation
  • Maximal Lyapunov exponent
  • Singular point

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