Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1703435 | Applied Mathematical Modelling | 2015 | 11 Pages |
Abstract
A simple stochastic system is considered modeling Lagrangian motion in a vicinity of a hyperbolic stationary point in two dimensions. We address the dependence of the Finite Size Lyapunov Exponent (FSLE) λ on the diffusivity D and the direction of the initial separation θ. It is shown that there is an insignificant difference between the curves λ=λ(θ) for pure dynamics (D=0) and for infinitely large noise (D=â). For small D a well known boundary layer asymptotic is employed and compared with numerical results.
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Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Leonid I. Piterbarg,