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