The moment Lyapunov exponent of a co-dimension two bifurcation system driven by non-Gaussian colored noise

作者:

Highlights:

摘要

In the present paper, based on the concept of the pth moment Lyapunov exponent, the stochastic stability of a typical co-dimension two bifurcation system, that is on a three-dimensional center manifold and possesses two pure imaginary eigenvalues and one zero-eigenvalue and is excited by a non-Gaussian colored noise, is investigated. The non-Gaussian colored noise is treated as an Ornstein–Uhlenbeck process by means of the path-integral approach. Based on the perturbation approach and the Green's functions method, the second differential eigenvalue equation which governing the moment Lyapunov exponent is established. By solving the eigenvalue problem, the weak noise asymptotic expansions for the finite pth moment Lyapunov exponent are obtained, and which matches the approximation of the numerical Monte Carlo simulations. Finally, the conclusions are given.

论文关键词:Moment Lyapunov exponent,Perturbation method,Green's function,Non-Gaussian colored noise,Monte Carlo simulation

论文评审过程:Received 1 October 2015, Revised 24 December 2015, Accepted 4 April 2016, Available online 30 April 2016, Version of Record 30 April 2016.

论文官网地址:https://doi.org/10.1016/j.amc.2016.04.001