Stabilization of partial differential equations by noise

被引：31

作者：

Kwiecinska, AA ^{[1
]}

机构：

[1] Jagiellonian Univ, Inst Math, PL-30059 Krakow, Poland

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1999年 / 79卷 / 02期

关键词：

Lyapunov exponents; stochastic partial differential equations; partial differential equations; heat equation;

D O I：

10.1016/S0304-4149(98)00080-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 1999 Published by Elsevier Science B.V. All rights reserved.

引用

页码：179 / 184

页数：6

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