Stochastic Stability of Damped Mathieu Oscillator Parametrically Excited by a Gaussian Noise

This paper analyzes the stochastic stability of a damped Mathieu oscillator subjected to a parametric excitation of the form of a stationary Gaussian process, which may be both white and coloured. By applying deterministic and stochastic averaging, two Ito’s differential equations are retrieved. Reference is made to stochastic stability in moments. The differential equations ruling the response statistical moment evolution are written by means of Ito’s differential rule. A necessary and sufficient condition of stability in the moments of order r is that the matrix Ar of the coefficients of the ODE system ruling them has negative real eigenvalues and complex eigenvalues with negative real parts. Because of the linearity of the system the stability of the first two moments is the strongest condition of stability. In the case of the first moments (averages), critical values of the parameters are expressed analytically, while for the second moments the search for the critical values is made numerically. Some graphs are presented for representative cases