The impact of multiplicative noise in SPDEs close to bifurcation via amplitude equations

DOI10.1088/1361-6544/AB801EMaRDI QIDQ3300374zbMATH OpenOpenAlexFDO

Authors D. Blömker, Hongbo Fu

Publication date 28 July 2020

Published in Nonlinearity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1910.02424

zbMATH Keywords

amplitude equationbifurcationmulti-scale analysismultiplicative noiseslow-fast systemstochastic partial differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: This article deals with the approximation of a stochastic partial differential equation (SPDE) via amplitude equations. We consider an SPDE with a cubic nonlinearity perturbed by a general multiplicative noise that preserves the constant trivial solution and we study the dynamics around it for the deterministic equation being close to a bifurcation. Based on the separation of time-scales close to a change of stability, we rigorously derive an amplitude equation describing the dynamics of the bifurcating pattern. This allows us to approximate the original infinite dimensional dynamics by a simpler effective dynamics associated with the solution of the amplitude equation. To illustrate the abstract result we apply it to a simple one-dimensional stochastic Ginzburg-Landau equation.

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Cited in

(15)

• Amplitude equations for SPDEs with cubic nonlinearity forced by general multiplicative Gaussian noise
• Transitions in stochastic non-equilibrium systems: efficient reduction and analysis
• Amplitude equations of SPDEs driven by degenerate additive noise
• Rough center manifolds
• Dominant dynamics for a class of singularly perturbed stochastic partial differential equations with quadratic nonlinearities and random Neumann boundary conditions
• Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter
• Modulation and amplitude equations on bounded domains for nonlinear SPDEs driven by cylindrical \(\alpha\)-stable Lévy processes
• The high-order approximation of SPDEs with multiplicative noise via amplitude equations
• Bifurcation Theory for SPDEs: Finite-time Lyapunov Exponents and Amplitude Equations
• Center manifolds for rough partial differential equations
• Hopf bifurcations of Moore-Greitzer PDE model with additive noise
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• 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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