Searcharxiv⌕ Search
Home/Archive/arXiv

arXiv · 2104.01637

Stochastic stability criteria for two-dimensional linear autonomous systems perturbed by white noise

M. M. Shumafov·V. B. Tlyachev
View original source ↗Read source document ↗Export metadata ↓

Abstract

We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of stochastic differential equations representing the system with white noise are considered. The investigation of stochastic stability of the systems considered is based on the construction of special Lyapunov functions in the quadratic forms. The bifurcation value of the white noise intensity at which a system first becomes unstable is presented in the analytical expression. As an example a damped harmonic oscillator with randomly perturbed parameters is considered.

Explore related subjects

math.DSmath-phmath.MP

Keep this discovery

BibTeXRIS

M. M. Shumafov, V. B. Tlyachev. 2021-04-04. Stochastic stability criteria for two-dimensional linear autonomous systems perturbed by white noise. https://arxiv.org/abs/2104.01637

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Admissible Fourier Lengths, KAM Reducibility, and Spectral Applications

We develop a perturbative KAM reducibility theory for one-frequency $\mathrm{SL}(2,\mathbb{R})$ cocycles based on an admissible Fourier length $\ell$. The regularity relevant to the iteration is measured by positive adapted Fourier width rather than ordinary smoothness in the Euclidean length $|n|$. The same length governs Fourier decay, truncation and resonance scales, and the arithmetic condition controlling the small divisors. This framework contains the classical analytic and Gevrey settings, while non-monotone choices of $\ell$ allow classical nowhere differentiable Weierstrass-type perturbations and continuous perturbations outside every positive H\"older class. As spectral applications, we obtain purely absolutely continuous spectrum for every phase and $1/2$-H\"older continuity of the integrated density of states for the associated quasiperiodic Schr\"odinger operators. The Aubry dual has pure point spectrum for Lebesgue almost every dual phase, with eigenfunctions exponentially localized in the metric induced by $\ell$. We also construct nowhere differentiable quasiperiodic potentials with purely absolutely continuous Cantor spectrum.

math.DS↗
arXiv2026

Dynamics inside the attracting basins of some skew products

Polynomial skew products in $\mathbb{C}^2$ are maps of the form $F(z,w)=(P(z),Q(z,w))$, where $P$ and $Q$ are polynomials. Their local dynamics have been widely investigated. In this paper, we study the global dynamics inside Fatou components of some skew products. We consider all the inverse images in a Fatou component of a given point and use the Kobayashi metric to measure the distance between points. In the cases we consider, there are always arbitrarily large Kobayashi balls in the complement of these inverse sets.

math.DS↗
arXiv2026

Ergodicity of dynamical systems without uniqueness of orbits

Recently, there has been considerable interest in the study of non-deterministic dynamical systems. To analyze the chaotic behavior of such systems from a measure-theoretic viewpoint, it is desirable to consider ergodicity. However, the classical definition of ergodicity involves invariant sets, whose definition is not unique for non-deterministic dynamical systems. Thus, we are led to the question of which invariance yields an interesting definition of ergodicity. Here, we propose a definition based on the strong backward invariance and show that analogs of classical results hold. We also consider implications of the Birkhoff ergodic theorem for systems without uniqueness of orbits.

math.DS↗