Approximation of invariant foliations for stochastic dynamical systems

DOI10.1142/S0219493712003614MaRDI QIDQ2888816zbMATH OpenOpenAlexFDO

Authors Xu Sun, Xingye Kan, Jinqiao Duan

Publication date 4 June 2012

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1111.6388

zbMATH Keywords

asymptotic expansionfibregap conditionstable and unstable foliations

Mathematics Subject Classification ID

Random dynamical systems (37H99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: Invariant foliations are geometric structures for describing and understanding the qualitative behaviors of nonlinear dynamical systems. For stochastic dynamical systems, however, these geometric structures themselves are complicated random sets. Thus it is desirable to have some techniques to approximate random invariant foliations. In this paper, invariant foliations are approximated for dynamical systems with small noisy perturbations, via asymptotic analysis. Namely, random invariant foliations are represented as a perturbation of the deterministic invariant foliations, with deviation errors estimated.

Review text

For the abstract stochastic differential equation \(du=\bigl(Au+F(u)\bigr)\,dt+\varepsilon u\circ dW(t)\) on a separable Hilbert space, where \(A\) is linear, generating a \(C^0\) semigroup with an exponential dichotomy, \(F\) is smooth and globally Lipschitz with \(F(0)=0\) and \(DF(0)=0\), and \(W\) is a real-valued standard Wiener process, the stable fibres of the stochastic system and of the deterministic system obtained for \(\varepsilon=0\) are investigated by invoking an expansion in \(\varepsilon\).

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Cites work

• A dynamical approximation for stochastic partial differential equations
• An impact of noise on invariant manifolds in nonlinear dynamical systems
• INVARIANT FOLIATIONS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• Invariant manifolds
• Nonlinear oscillations, dynamical systems, and bifurcations of vector fields
• Qualitative properties of local random invariant manifolds for SPDEs with quadratic nonlinearity
• Smooth stable and unstable manifolds for stochastic evolutionary equations
• The stable manifold theorem for stochastic differential equations

Cited in

(9)

• Approximation dynamics and the stability of invariant sets
• A parameter estimation method based on random slow manifolds
• Slow manifold for a nonlocal stochastic evolutionary system with fast and slow components
• Approximate the dynamical behavior for stochastic systems by Wong-zakai approaching
• Invariant foliations for stochastic partial differential equations with dynamic boundary conditions
• Slow foliation of a slow-fast stochastic evolutionary system
• The Approximation of Invariant Sets in Infinite Dimensional Dynamical Systems
• Invariant foliations for stochastic dynamical systems with multiplicative stable Lévy noise
• Invariant foliations for stochastic partial differential equations with non-dense domain

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