Analysis of stability in quadratic mean of the limit cycles of nonlinear stochastic systems

Abstract

Consideration was given to the exponential stability in quadratic mean of the stochastically perturbed limit cycles of the nonlinear systems. An approach was developed using the spectral theory of positive operators for the stability analysis. Within the framework of this approach, a positive operator of stochastic stability is assigned to the limit cycle. The spectral radius of this operator characterizes stability of the limit cycle. An iterative numerical method was proposed for calculation of the spectral radius of the stochastic stability operator, and a theorem about its convergence was proved. The constructive potentialities of the results obtained were demonstrated by the example of bifurcational analysis of the stochastic Ressler system at transition to chaos by multiple duplication of the limit cycle period.