On the tangent flow of a stochastic differential equation with fast drift

Richard B. Sowers

doi:10.1090/s0002-9947-00-02773-2

On the tangent flow of a stochastic differential equation with fast drift

Research output: Contribution to journal › Article › peer-review

Abstract

We investigate the behavior of the tangent flow of a stochastic differential equation with a fast drift. The state space of the stochastic differential equation is the two-dimensional cylinder. The fast drift has closed orbits, and we assume that the orbit times vary nontrivially with the axial coordinate. Under a nondegeneracy assumption, we find the rate of growth of the tangent flow. The calculations involve a transformation introduced by Pinsky and Wihstutz.

Original language	English (US)
Pages (from-to)	1321-1334
Number of pages	14
Journal	Transactions of the American Mathematical Society
Volume	353
Issue number	4
DOIs	https://doi.org/10.1090/s0002-9947-00-02773-2
State	Published - 2001

Keywords

Floquet
Lyapunov exponent
Pinsky-wihstutz
Stochastic averaging

ASJC Scopus subject areas

Mathematics(all)
Applied Mathematics

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AB - We investigate the behavior of the tangent flow of a stochastic differential equation with a fast drift. The state space of the stochastic differential equation is the two-dimensional cylinder. The fast drift has closed orbits, and we assume that the orbit times vary nontrivially with the axial coordinate. Under a nondegeneracy assumption, we find the rate of growth of the tangent flow. The calculations involve a transformation introduced by Pinsky and Wihstutz.

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KW - Lyapunov exponent

KW - Pinsky-wihstutz

KW - Stochastic averaging

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JF - Transactions of the American Mathematical Society

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On the tangent flow of a stochastic differential equation with fast drift

Abstract

Keywords

ASJC Scopus subject areas

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