INSTABILITY OF THE HARMONIC OSCILLATOR WITH SMALL NOISE.

Mark A. Pinsky*

*Corresponding author for this work

Research output: Contribution to journalArticle

17 Scopus citations

Abstract

We construct asymptotic expansions for the exponential growth rate (Lyapunov exponent) and rotation number of the random oscillator when the noise is small and is defined by a temporally homogeneous Markov process with a finite number of states. In the case of two states (the telegraph process) we obtain additional terms in the expansions, affording comparison between the exact values and the asymptotic formulas.

Original languageEnglish (US)
Pages (from-to)451-463
Number of pages13
JournalSIAM Journal on Applied Mathematics
Volume46
Issue number3
DOIs
StatePublished - Jan 1 1986

ASJC Scopus subject areas

  • Applied Mathematics

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