Vol.1, No 4, 1997 pp. 459 - 468
UDC: 531.36
LYAPUNOV EXPONENTS AND STOCHASTIC STABILITY
OF COUPLED LINEAR SYSTEMS SUBJECTED TO WIDE - BAND CORRELATED RANDOM PROCESSES
Predrag Kozić, Ratko Pavlović
Department of Mechanical Engineering, University of Niš, Beogradska
14, P.O. Box 209, 18000 Niš, Yugoslavia.
Abstract. The almost - sure asymptotic stability of a class of two
degrees of freedom linear systems subjected to parametric wide - band correlated
random processes of small intensity are investigated. By combined use of
the method of stochastic averaging and well - known procedure due to Khas'minskii,
asymptotic expressions for the largest Lyapunov exponent for various values
of the system parameters are obtained. As an application, the example of
the flexural - torsional instability of closed thin - walled beam acted
upon by a stochastically fluctuating of axial loads and ends moments at
the central cross - section at the beam is discussed.
Key words: Lyapunov exponents, stochastic stability, coupled
linear systems, flexural - torsional instability
EKSPONENTI LJAPUNOVA I STOHASTIČKA STABILNOST
SPREGNUTIH LINEARNIH SISTEMA POD DEJSTVOM POVEZANIH SLUČAJNIH PROCESA ŠIROKOG
SPEKTRA
U ovom radu istraživana je skoro sigurna asimptotska stabilnost jedne klase
linearnih sistema sa dva stepena slobode pod dejstvom parametarskih široko
pojasnih korelisanih slučajnih procesa malog intenziteta.
