Stochastic runaway of dynamical systems
type: Item
instance of: scholarly article
title: Stochastic runaway of dynamical systems
zbMATH Open document ID: 0665.60091
DOI: 10.1016/0378-4371(86)90258-X
author: D. Pfirsch
author: P. Gräff
published in: Physica A
publication date: 1986-01-01T00:00:00Z
review text: It may happen that a Markovian process does not allow a stationary solution (e.g. the Wiener process). Usually, this is not easy to check. However, for a subclass of N-dimensional processes which can be described as stochastic dynamical systems, sufficient criteria can be given in a relatively simple form. As a byproduct, it turns out that entropy diverges in the sense of growing uncertainty. The resulting asymptotic, complete flattening of the distribution function is called stochastic runaway. Examples such as reflection of a plane wave from a half-space with random refraction index are treated and counter examples are given.
Mathematics Subject Classification ID: 60J99
Mathematics Subject Classification ID: 81P20
zbMATH DE Number: 4088677
zbMATH Keywords: Markovian process
zbMATH Keywords: stochastic runaway
zbMATH Keywords: reflection of a plane wave
zbMATH Keywords: random refraction index
MaRDI profile type: Publication
cites work: Q4748912
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full work available at URL: 0378-4371(86)90258-x
OpenAlex ID: W1991246186
description: scientific article; zbMATH DE number 4088677