STOCHASTIC RUNAWAY OF DYNAMICAL SYSTEMS
One-dimensional, stochastic, dynamical systems are well studied with respect to their stability properties. Less is known for the higher dimensional case. This paper derives sufficient and necessary criteria for the asymptotic divergence of the entropy (runaway) and sufficient ones for the moments of n-dimensional, stochastic, dynamical systems. The crucial implication is the incompressibility of their flow defined by the equations of motion in configuration space. Two possible extensions to compressible flow systems are outlined.
Bibliographic Reference: WRITE TO MAX-PLANCK-INSTITUT FUER PLASMAPHYSIK, 8046 GARCHING BEI MUENCHEN (GERMANY), MENTIONING REPORT IPP 6/244, 1984
Record Number: 1989123035700 / Last updated on: 1987-01-01
Available languages: en