Multiscale analysis for stochastic partial differential equations with quadratic nonlinearities

DOI10.1088/0951-7715/20/7/009MaRDI QIDQ3593296zbMATH OpenOpenAlexFDO

Authors

Publication date 20 July 2007

Published in Nonlinearity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0611537, https://semanticscholar.org/paper/bc7eed58355e2b3dd2b9238fac9022e11e3e9ae5

zbMATH Keywords

averagingdegenerate noisefast and slow modesnonlinear SPDEstabilization

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: In this article we derive rigorously amplitude equations for stochastic PDEs with quadratic nonlinearities, under the assumption that the noise acts only on the stable modes and for an appropriate scaling between the distance from bifurcation and the strength of the noise. We show that, due to the presence of two distinct timescales in our system, the noise (which acts only on the fast modes) gets transmitted to the slow modes and, as a result, the amplitude equation contains both additive and multiplicative noise. As an application we study the case of the one dimensional Burgers equation forced by additive noise in the orthogonal subspace to its dominant modes. The theory developed in the present article thus allows to explain theoretically some recent numerical observations from [Rob03].

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Cited in

(34)

• Amplitude equation for SPDEs with quadratic nonlinearities
• Amplitude equations for SPDEs with cubic nonlinearity forced by general multiplicative Gaussian noise
• Multiscale analysis for traveling-pulse solutions to the stochastic FitzHugh-Nagumo equations
• Analysis of multiscale methods for stochastic dynamical systems driven by -stable processes
• Transitions in stochastic non-equilibrium systems: efficient reduction and analysis
• Homogenization for stochastic reaction-diffusion equations with singular perturbation term
• Fast-diffusion limit for reaction-diffusion equations with degenerate multiplicative and additive noise
• Multi-scale analysis of SPDEs with degenerate additive noise
• Amplitude equation for the generalized Swift-Hohenberg equation with noise
• Representation of manifolds for the stochastic Swift-Hohenberg equation with multiplicative noise
• Fast diffusion limit for reaction-diffusion systems with stochastic Neumann boundary conditions
• Fast-diffusion limit with large noise for systems of stochastic reaction-diffusion equations
• Amplitude equation with quintic nonlinearities for the generalized Swift-Hohenberg equation with additive degenerate noise
• Ghosts of bump attractors in stochastic neural fields: bottlenecks and extinction
• The impact of multiplicative noise in SPDEs close to bifurcation via amplitude equations
• Numerical methods for stochastic partial differential equations with multiple scales
• Lyapunov exponents of hybrid stochastic heat equations
• Spectral Methods for Multiscale Stochastic Differential Equations
• Numerical study of amplitude equations for SPDEs with degenerate forcing
• Additive noise effects in active nonlinear spatially extended systems
• Some remarks on stabilization by additive noise
• Dominant dynamics for a class of singularly perturbed stochastic partial differential equations with quadratic nonlinearities and random Neumann boundary conditions
• Amplitude equations for SPDEs with cubic nonlinearities
• Homogenization for stochastic Ginzburg-Landau equation on the half-line with fast boundary fluctuation
• Phase Reduction of Waves, Patterns, and Oscillations Subject to Spatially Extended Noise
• The high-order approximation of SPDEs with multiplicative noise via amplitude equations
• Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation
• Qualitative properties of local random invariant manifolds for SPDEs with quadratic nonlinearity
• Hopf bifurcations of Moore-Greitzer PDE model with additive noise
• Weak and strong averaging principle for non-autonomous slow-fast McKean-Vlasov SDEs with almost periodic coefficients
• Almost sure asymptotic stability of parabolic SPDEs with small multiplicative noise: with application to the perturbed Moore-Greitzer model
• Homogenization for stochastic complex Ginzburg-Landau equation on the half-line with rapid Neumann boundary fluctuation
• Non-Markovian reduced models to unravel transitions in non-equilibrium systems
• Amplitude equations for SPDEs with quadratic nonlinearities by additive and multiplicative noise

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