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This research aims to evaluate moment Lyapunov exponents to assess the stochastic stability of nonlinear systems.

June 1, 2026Open Access

Monte Carlo Simulation for Moment Lyapunov Exponents and Stochastic Stability of Nonlinear Systems

Key Points

This research aims to evaluate moment Lyapunov exponents to assess the stochastic stability of nonlinear systems.
Proposed energy-based moment Lyapunov exponents for systems under stochastic conditions.
Implemented a Monte Carlo simulation procedure to analyze stability.
Conducted stochastic stability analysis using different types of noise (white, real, and bounded).
Numerical validation of moment Lyapunov exponents was achieved for nonlinear systems.
Stochastic stability was effectively analyzed across various noise types.
The simulation highlighted diverse stability dynamics of the systems under study.

Abstract

• Energy-based moment Lyapunov exponents of nonlinear stochastic systems are proposed. • Monte Carlo simulation procedure is presented for stochastic stability of nonlinear systems. • Stochastic stability analysis of nonlinear systems excited by white noise, real noise, and bounded noise. • Numerically evaluate and validate moment Lyapunov exponents of nonlinear systems.

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Authors

Maral Ghaedi

Lakehead University

Jian Deng

Lakehead University

Journals

Journal of Sound and Vibration

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Lakehead University

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Monte Carlo Simulation for Moment Lyapunov Exponents and Stochastic Stability of Nonlinear Systems

Key Points

Abstract

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Discussion

Authors

Journals

Actions

Institutions

References and Citations

Citation Network

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