Almost-Sure Stability of the Single Mode Solution of a Noisy Nonlinear Autoparametric System

TL;DR

This paper analyzes the almost-sure stability of a noisy nonlinear autoparametric system's single mode solution, deriving an explicit asymptotic expression for the Lyapunov exponent under small white noise forcing.

Contribution

It provides a novel explicit third order asymptotic formula for the Lyapunov exponent in a stochastic nonlinear system with mixed noise.

Findings

Explicit third order asymptotic expression for Lyapunov exponent

Analysis of stability under combined white and colored noise

Insights into energy transfer mechanisms in noisy nonlinear systems

Abstract

For a pendulum suspended below a vibrating block with white noise forcing, the solution in which the pendulum remains vertical is called the single mode solution. When this solution becomes unstable there is energy transfer from the block to the pendulum, helping to absorb the vibrations of the block. We study the Lyapunov exponent governing the almost-sure stability of the process linearized along the single mode solution. The linearized equation is excited by a combination of white and colored noise processes, which makes the evaluation of the Lyapunov exponent non trivial. We obtain an explicit third order asymptotic expression for the Lyapunov exponent as the intensity of the white noise forcing tends to zero.