Lyapunov exponents of hybrid stochastic heat equations

被引：14

作者：

Bao, Jianhai ^{[1
]}

Mao, Xuerong ^{[2
]}

Yuan, Chenggui ^{[1
]}

机构：

[1] Swansea Univ, Dept Math, Swansea SA2 8PP, W Glam, Wales

[2] Univ Strathclyde, Dept Math & Stat, Glasgow G1 1XH, Lanark, Scotland

来源：

SYSTEMS & CONTROL LETTERS | 2012年 / 61卷 / 01期

关键词：

Stochastic heat equation; Markov chain; Lyapunov exponent; Stabilization; Large deviation; PARTIAL-DIFFERENTIAL-EQUATIONS; STABILIZATION; SYSTEMS;

D O I：

10.1016/j.sysconle.2011.10.009

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper, we investigate a class of hybrid stochastic heat equations. By explicit formulae of solutions, we not only reveal the sample Lyapunov exponents but also discuss the pth moment Lyapnov exponents. Moreover, several examples are established to demonstrate that unstable (deterministic or stochastic) dynamical systems can be stabilized by Markovian switching. Crown Copyright (C) 2011 Published by Elsevier B.V. All rights reserved.

引用

页码：165 / 172

页数：8

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