Stability of a stochastic two-dimensional non-Hamiltonian system

SIAM Journal on Applied Mathematics

Volumn 71, Issue 4, 2011, Pages 1458-1475

  Lee Deville, R E ^a   Sri Namachchivaya, N ^b   Rapti, Zoi ^a  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

^b University of Illinois at Urbana Champaign   (United States)

Author keywords

Lyapunov exponent; Markov processes; Martingale problem; Shear induced instability; Stochastic averaging

Indexed keywords

ADDITIVE WHITE NOISE; FIXED POINTS; INVARIANT MEASURE; LYAPUNOV EXPONENT; MARTINGALE PROBLEM; NOISE LIMIT; NON-HAMILTONIAN SYSTEMS; SHEAR-INDUCED INSTABILITY; STOCHASTIC AVERAGING; THIRD-ORDER; TRUNCATED NORMAL; TWO-POINT;

DIFFERENTIAL EQUATIONS; HOPF BIFURCATION; LYAPUNOV FUNCTIONS; LYAPUNOV METHODS; MARKOV PROCESSES; STOCHASTIC SYSTEMS; TWO DIMENSIONAL; WHITE NOISE;

HAMILTONIANS;

EID: 80052728066     PISSN: 00361399     EISSN: None     Source Type: Journal    
DOI: 10.1137/100782139     Document Type: Article

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