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.