Stabilization of partial differential equations by noise

Anna A. Kwiecinska

Stochastic Processes and their Applications, 1999, vol. 79, issue 2, 179-184

Abstract: We provide an example of a class of partial differential equations being stabilized (in terms of Lyapunov exponents) by noise. In particular, we show that the stability of the heat equation can be improved by adding a stochastic term to the equation. We also give an example of an unstable PDE made stable by noise.

Keywords: Lyapunov; exponents; Stochastic; partial; differential; equations; Partial; differential; equations; Heat; equation (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (4)

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