The mean-square dichotomy spectrum and a bifurcation to a mean-square attractor

DOI10.3934/DCDSB.2015.20.875zbMATH Open1366.37122arXiv1403.1068OpenAlexW2028859398MaRDI QIDQ256805FDOQ256805

Authors: T. S. Doan, Martin Rasmussen, Peter E. Kloeden 

Publication date: 10 March 2016

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Abstract: The dichotomy spectrum is introduced for linear mean-square random dynamical systems, and it is shown that for finite-dimensional mean-field stochastic differential equations, the dichotomy spectrum consists of finitely many compact intervals. It is then demonstrated that a change in the sign of the dichotomy spectrum is associated with a bifurcation from a trivial to a non-trivial mean-square random attractor.

Full work available at URL: https://arxiv.org/abs/1403.1068

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zbMATH Keywords

bifurcationdichotomy spectrummean-square random attractormean-square random dynamical system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Bifurcation theory for random and stochastic dynamical systems (37H20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited In (9)

• Nonuniform mean-square exponential dichotomies and mean-square exponential stability
• Hopf bifurcation with additive noise
• Asymptotic behavior of stochastic lattice systems with a Caputo fractional time derivative
• Gauss-quadrature method for one-dimensional mean-field SDEs
• The dichotomy spectrum for random dynamical systems and pitchfork bifurcations with additive noise
• Compactness in Lebesgue-Bochner spaces of random variables and the existence of mean-square random attractors
• Nonautonomous and random attractors
• Asymptotic separation between solutions of Caputo fractional stochastic differential equations
• Robustness of nonuniform mean-square exponential dichotomies

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