Lyapunov exponents of Poisson shot-noise velocity fields

Mine Çaglar and Erhan Çinlar

Stochastic Processes and their Applications, 2001, vol. 94, issue 1, 29-49

Abstract: We consider the Lyapunov exponents of flows generated by a class of Markovian velocity fields. The existence of the exponents is obtained for flows on a compact set, but with the most general form of the velocity field. As a particular class, we study the homogeneous and incompressible flows. In this case, the exponents are nonrandom, free of the initial position of the particle path, and their sum is zero. We numerically compute the top Lyapunov exponent on for a range of parameters to conjecture that it is strictly positive.

Keywords: Stochastic; flow; Lyapunov; exponent; Poisson; shot-noise; Stationary; Homogeneous; Turbulence (search for similar items in EconPapers)
Date: 2001
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