Leonid I. Piterbarg
University of Southern California
piter@cams.usc.edu
(Abstract received 07/11/2000 for session D)
ABSTRACT
Two new stochastic models of the Lagrangian motion in the upper ocean are considered. The first one implies a Brownian motion of individual particles and is not much realistic. However, it allows explicit formulas not only for the classical Lyapunov exponent, but for the finite Lyapunov exponent as well in terms of the velocity variance and space correlation radius. The second model implies a Langevin equation for a single particle motion as in the classical Thomson-Griffa model. Unlike that model, our apprach yields a mathematically consistent description of the motion of any number of particles. In this case some asymptotics of the Lyapunov exponent are found as function of the Lagrangian correlation time, the velocity variance, and the space correlation time. The dependence of the Lyapunov exponent on those parameters is investigated by Monte Carlo means for their realistic values. The problem of Lagrangian trajectory predictability in the ocean is discussed based on the Lyapunov exponent findings.