Speaker: 

Leonid Piterbarg

Institution: 

USC

Time: 

Thursday, November 18, 2004 - 2:00pm

Location: 

MSTB 254

The following stochastic flow
\[
d\mathbf{r}=\mathbf{v}dt,\quad d\mathbf{v}=-(\mathbf{v/}\tau \mathbf{)}%
dt+d\mathbf w(t,\mathbf{r)},\quad \mathbf{r,v\in }R^{2}
\]
is considered which \ is used to describe tracer particles in turbulent
flow, drifters in the upper ocean, cloud formation, ultrasonic aggregation
of aerosols, mammal migration, iterating functions, and other phenomena. An
exact expression for the top Lyapunov exponent of the flow is given for
isotropic Brownian forcing $\mathbf w(t,\mathbf{r)}$ in terms of Airy functions.