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) |
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Pages (from-to) | 1321-1334 |
Number of pages | 14 |
Journal | Transactions of the American Mathematical Society |
Volume | 353 |
Issue number | 4 |
DOIs | |
State | Published - 2001 |
Keywords
- Floquet
- Lyapunov exponent
- Pinsky-wihstutz
- Stochastic averaging
ASJC Scopus subject areas
- Mathematics(all)
- Applied Mathematics