Stochastic Flows with Strong Shear - Part I: Strong Completeness and Set Attractors

Source abstract

We study strong completeness and the existence of a set attractor for the stochastic flows induced by a class of two-dimensional stochastic differential equations resembling a planar Ornstein-Uhlenbeck process with an additional radius-dependent rotational drift term. Our main results give both sufficient and necessary conditions for the stochastic flows to be strongly complete and for the existence of set attractors. In particular, we demonstrate that if the derivative of the angular velocity $ρ(r)$ with respect to the radius $r$ satisfies $|ρ'(r)| \geq K_2\, r^3$, for large $r$ and some universal constant $K_2$, the diameter of a compact set can grow exponentially fast with positive probability. Furthermore, we show that for $|ρ'(r)|\geq r^{3+\varepsilon}$, $\varepsilon>0$, with probability one, exceptional initial conditions diverge to infinity in finite time, ruling out the existence of a global stochastic flow.