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Moment Lyapunov exponents and stochastic stability of non-linear systems under white-noise excitation

2025· article· en· W4413119491 on OpenAlex

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affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueProbabilistic Engineering Mechanics · 2025
Typearticle
Languageen
FieldEngineering
TopicControl Systems and Identification
Canadian institutionsLakehead University
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsWhite noiseLyapunov exponentMoment (physics)MathematicsStability (learning theory)Noise (video)Statistical physicsLyapunov functionControl theory (sociology)Mathematical analysisPhysicsNonlinear systemClassical mechanicsStatisticsComputer scienceQuantum mechanics

Abstract

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The moment Lyapunov exponent (MLE) is a critical index for assessing the stochastic stability of structures and has been widely applied to linear systems. However, its application to strongly nonlinear systems remains limited due to the inadequacy of traditional methods, such as the method of stochastic averaging. This paper addresses this gap by analyzing the stochastic stability of strongly nonlinear structural systems subjected to parametric excitations modeled as white noise, using MLEs. The analysis begins with the formulation of a strongly nonlinear system. A stochastic averaging method based on a transformed energy envelope is developed to derive a system of Itô stochastic differential equations. Unlike conventional approaches that rely on the Euclidean norm of the state vector, a modified Khasminskii-type transformation is employed, using the square root of the system's Hamiltonian to study stability. To validate the analytical findings, Monte Carlo simulations are conducted to independently compute the MLE. Additionally, the largest Lyapunov exponents and a stability index are evaluated to further characterize the system's stochastic behavior. The effects of key parameters on stability are systematically investigated. This study offers novel insights into the stochastic dynamics of strongly nonlinear structural systems.

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Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.785
Threshold uncertainty score0.872

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.011
GPT teacher head0.208
Teacher spread0.197 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it