On the Stability of Stochastic Parametrically Forced Equations with Rank One Forcing

We derive simplified formulas for analyzing the stability of stochastic parametrically forced linear systems. This extends the results in [T. Blass and L.A. Romero, SIAM J. Control Optim. 51(2):1099--1127, 2013] where, assuming the stochastic excitation is small, the stability of such systems was computed using a weighted sum of the extended power spectral density over the eigenvalues of the unperturbed operator. In this paper, we show how to convert this to a sum over the residues of the extended power spectral density. For systems where the parametric forcing term is a rank one matrix, this leads to an enormous simplification.Comment: 16 page