Stastical topography and Lyapunov exponents in stochastic dynamical systems

被引:12
|
作者
Klyatskin, V. I. [1 ]
机构
[1] Russian Acad Sci, AM Obukhov Inst Atmospher Phys, Moscow 119017, Russia
关键词
D O I
10.1070/PU2008v051n04ABEH006450
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
This article discusses the relationship between the statistical description of stochastic dynamical systems based on the ideas of statistical topography and the traditional analysis of Lyapunov stability of dynamical systems with the use of the Lyapunov characteristic indices (Lyapunov exponents). As an illustration, some coherent phenomena are considered that occur with a probability of unity, i.e., in almost all realizations of the stochastic systems. Among such phenomena are the diffusion and clustering of a passive tracer in random hydrodynamic flows, the dynamic localization of plane waves in layered random media, and the emergence of caustic patterns of the wave field in multidimensional random media.
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页码:395 / 407
页数:13
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