Lyapunov exponents of stochastic dynamical systems (Q1101775)
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English | Lyapunov exponents of stochastic dynamical systems |
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Lyapunov exponents of stochastic dynamical systems (English)
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1985
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It is shown that stochastic equations can have stable solutions. In particular, there exist stochastic dynamics for which the motion is both ergodic and stable, so that all trajectories merge with time. We discuss this in the context of Monte Carlo-type dynamics, and study the convergence of nearby trajectories as the number of degrees of freedom goes to infinity and as a critical point is approached. A connection with critical slowdown is suggested.
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stable solutions
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Monte Carlo-type dynamics
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critical slowdown
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