P‐moment stability under small Gauss type random excitation of stochastic system. (1st September 2016)

• Record Type: Journal Article
• Authors: Lu, Zhanhui; Hao, Zhiqi; Zhao, Weixiang; Xie, Di
• Is Part Of: Mathematical methods in the applied sciences. Volume 40:Number 7(2017)
• Page Start: 2398
• Page End: 2408
• Publication Date: 2016-09-01
• Subjects: stochastic differential equations -- p‐moment stability -- random excitation -- Euler‐Maruyama method; Mathematics -- Periodicals; Technology -- Mathematics -- Periodicals; 519
• DOI: 10.1002/mma.4146
• Languages: English
• ISSNs: 0170-4214

Abstract

Abstract : In this paper, the stochastic stability under small Gauss type random excitation is investigated theoretically and numerically. When p is larger than 0, the p ‐moment stability theorem of stochastic models is proved by Lyapunov method, Ito isometry formula, matrix theory and so on. Then the application of p ‐moment such as k ‐order moment of the origin and k ‐order moment of the center is introduced and analyzed. Finally, p ‐moment stability of the power system is verified through the simulation example of a one machine and infinite bus system. Copyright © 2016 John Wiley & Sons, Ltd.