The dynamics of nonlinear reaction-diffusion equations with small Lévy noise
additive Lévy noiseclimate dynamicsexit timemetastabilitystochastically perturbed Chafee-Infante equationtransition time
Reaction-diffusion equations (35K57) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Meteorology and atmospheric physics (86A10)
These lecture notes investigate the stochastically perturbed Chafee-Infante equation \[ du=\bigl(\frac{\partial^2}{\partial x^2}u+\lambda(u-u^3)\bigr)\,dt +\varepsilon dL(t),\qquad x\in(0,1),\;t>0, \eqno(*) \] with \(u(t,0)=u(t,1)=0\), where~\(L\) is a pure jump space-time Lévy process and~\(\lambda\) is a parameter with \(0<\lambda\neq k^2\pi^2\) for \(k\in\mathbb N\), for small \(\varepsilon\). The unperturbed system \(\varepsilon=0\) has a unique stable fixed point for \(0<\lambda<\pi^2\) and two stable fixed points together with a number of unstable fixed points for \(\pi^2<\lambda\), increasing as \(\lambda\) passes~\(k^2\pi^2\), \(k\geq2\). These fixed points together with their unstable manifolds form an attracting set. The major results state that the exit and transition times between domains of attraction depend polynomially on the noise intensity~\(\varepsilon\), provided that some non-degeneracy conditions on the Lévy process \(L\) are satisfied. Furthermore, the solutions behave in a metastable way insofar as they can be approximated by a finite-state Markov chain on a suitable polynomial time scale. The polynomial dependence on~\(\varepsilon\) in the case of a Lévy perturbation is substantially different from the well-investigated case of Gaussian perturbations, where the dependence on~\(\varepsilon\) is exponential. The presentation is organized as follows: after an introduction with a detailed outline of the results, Chapter 2 provides a discussion of the deterministic Chafee-Infante equation \(\varepsilon=0\). Chapter 3 describes the Lévy process, giving a decomposition into ``large and ``small jump components, and a brief introduction into the basic existence and uniqueness results for solutions of \((*)\). Chapter 4 provides small deviation results of the solution of the stochastic equation with only ``small jump components from the deterministic solution. In Chapter 5, probabilities of exit events from neighbourhoods of the stable fixed points of the deterministic equation are discussed, while Chapter~6 uses exit times to investigate transition times between different domains of attraction of the deterministic equation. Chapter~7 introduces an additional assumption on the Lévy process in order to establish metastable behaviour of the solutions of~\((*)\). An appendix describes some aspects of the climate physics background which lead to the study of stochastic differential equations perturbed by Lévy noise.
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- Metastability and exit problems for systems of stochastic reaction-diffusion equations
- Review of local and global existence results for stochastic PDEs with Lévy noise
- Static large deviations for a reaction-diffusion model
- Strong averaging principle for slow-fast SPDEs with Poisson random measures
- Metastability: a brief introduction through three examples
- The effect of noise on the Chafee-Infante equation: A nonlinear case study
- How close are time series to power tail Lévy diffusions?
- Nonlinear parabolic stochastic evolution equations in critical spaces Part I. Stochastic maximal regularity and local existence*
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- The first passage problem for stable linear delay equations perturbed by power law Lévy noise
- Coupling distances between Lévy measures and applications to noise sensitivity of SDE
- Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Lévy type noise
- On the calibration of Lévy driven time series with coupling distances and an application in paleoclimate
- The exit problem from a neighborhood of the global attractor for dynamical systems perturbed by heavy-tailed Lévy processes
- The first exit problem of reaction-diffusion equations for small multiplicative Lévy noise
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- Asymptotic analysis of dynamical systems driven by Poisson random measures with periodic sampling
- Stability analysis for stochastic complex reaction-diffusion systems with Lévy noise and Markovian switching
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- Bifurcations and early-warning signs for SPDEs with spatial heterogeneity
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- A Schauder–Tychonoff fixed-point approach for nonlinear Lévy driven reaction–diffusion systems
- A stochastic Schauder-Tychonoff type theorem and its applications
- Stochastic dissipative systems in Banach spaces driven by Lévy noise
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- The Stampacchia maximum principle for stochastic partial differential equations and applications
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