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Title: Lyapunov exponent and chaos of duffing's equation perturbed by white noise
Authors: Wei, J.G.
Leng, G. 
Issue Date: 1997
Citation: Wei, J.G.,Leng, G. (1997). Lyapunov exponent and chaos of duffing's equation perturbed by white noise. Applied Mathematics and Computation 88 (1) : 77-93. ScholarBank@NUS Repository.
Abstract: The paper presents a method for computing the top Lyapunov exponents of Duffing's equation perturbed by white noise. It is based on an extension of Wedig's algorithm for linear stochastic systems. The variation of the exponents with damping and harmonic forcing amplitudes is investigated. It is found that for the range of forcing amplitude and damping considered, noise tends to stabilize the system. This effect is more pronounced for the case of varying harmonic forcing amplitude. © Elsevier Science Inc., 1997.
Source Title: Applied Mathematics and Computation
ISSN: 00963003
Appears in Collections:Staff Publications

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