Abstract

The moment Lyapunov exponents and the Lyapunov exponents of a 2D system under both harmonic and white noise excitations are studied. The moment Lyapunov exponents and the Lyapunov exponents are important characteristics determining the moment and almost-sure stability of a stochastic dynamical system. The eigenvalue problem governing the moment Lyapunov exponent is established. A singular perturbation method is applied to solve the eigenvalue problem to obtain second-order, weak noise expansions of the moment Lyapunov exponents. The influence of the white noise excitation on the parametric resonance due to the harmonic excitation is investigated.

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