A mathematical framework for critical transitions: normal forms, variance and applications (Q2393133)

The author analyzes stochastic fluctuations and calculates scaling laws of the variance of stochastic sample paths near critical transitions for fast-subsystem bifurcations up to co-dimension two. His theoretical results combine well-known elementary mathematical tools from bifurcation theory, fast-slow systems, real analysis, stochastic differential equations, asymptotic analysis, numerical continuation/integration and time series analysis. The paper has two major contributions: the first one comes from an important open question to develop a unified critical transition theory (see, for example [\textit{M. Scheffer} et al., Nature, No. 461, 53--59 (2009)]). The second contribution shows that abstract critical transition theory can yield very useful conclusions for applications. These results extend results due to \textit{N. Fenichel} [J. Differ. Equations 31, 53--98 (1979; Zbl 0476.34034)]; [\textit{N. Berglund} and \textit{B. Gentz}, Noise-induced phenomena in slow-fast dynamical systems. Probability and its Applications. London: Springer (2006; Zbl 1098.37049)]; \textit{C. Kuehn} [Physica D 240, No. 12, 1020-1035 (2011; Zbl 1225.35242)]; [\textit{E. F. Mishchenko} and \textit{N. Kh. Rozov}, Differential equations with small parameters and relaxation oscillations. Mathematical Concepts and Methods in Science and Engineering. 13. New York, London: Plenum Press (1980; Zbl 0482.34004)]; [\textit{Y. A. Kuznetsov}, Elements of applied bifurcation theory. 3rd ed. Applied Mathematical Sciences 112. New York, NY: Springer (2004; Zbl 1082.37002)]. The main results are given in Theorem 5.1, Theorem 5.2, Theorem 5.3. Five examples are presented in details.