...Wei-Chau Xie; Qinghua Huang Moment Lyapunov exponents are important characteristic numbers for describing the dynamic stability of a stochastic system. When the p th moment Lyapunov exponent is negative, the p th moment of the solution of the stochastic system is stable. Monte Carlo simulation...

... (or almost-zero) response and short outbreaks due to temporary excursions into the instability domain. 05 07 2006 13 11 2007 09 05 2008 damping flow instability pipe flow stochastic systems Classical definitions of stability and instability deal with long-term behavior...

...Wei-Chau Xie, Professor, A Monte Carlo simulation method for determining the pth moment Lyapunov exponents of stochastic systems, which governs the pth moment stability, is developed. Numerical results of two-dimensional systems under bounded noise and real noise excitations are presented...

..., CA 93106-5070, and will be accepted until four months after final publication of the paper itself in the ASME JOURNAL OF APPLIED MECHANICS . 30 January 2002 18 March 2004 27 01 2005 nonlinear dynamical systems stochastic processes Galerkin method stochastic systems...

...K. M. Liew, Fellow ASME, Professor; X. B. Liu This paper examines the almost-sure asymptotic stability condition of a linear multiplicative stochastic system, which is a linear part of a co-dimension two-bifurcation system that is on a three-dimensional central manifold and subjected to parametric...