Lyapunov exponents of hybrid stochastic heat equations

J. H. Bao, X. R. Mao, C. G. Yuan

Research output: Contribution to journalArticle

10 Citations (Scopus)

Abstract

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.
LanguageEnglish
Pages165-172
Number of pages8
JournalSystems and Control Letters
Volume61
Issue number1
DOIs
Publication statusPublished - Jan 2012

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Dynamical systems
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Keywords

  • diffusion
  • partial differential equation
  • stabilization
  • stochastic heat equation
  • Lyapunov exponent
  • Markov chain
  • large deviation

Cite this

Bao, J. H. ; Mao, X. R. ; Yuan, C. G. / Lyapunov exponents of hybrid stochastic heat equations. In: Systems and Control Letters. 2012 ; Vol. 61, No. 1. pp. 165-172.
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Lyapunov exponents of hybrid stochastic heat equations. / Bao, J. H.; Mao, X. R.; Yuan, C. G.

In: Systems and Control Letters, Vol. 61, No. 1, 01.2012, p. 165-172.

Research output: Contribution to journalArticle

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