Multiscale analysis for stochastic partial differential equations with quadratic nonlinearities

DOI10.1088/0951-7715/20/7/009zbMATH Open1138.60004arXivmath/0611537OpenAlexW2117865287MaRDI QIDQ3593296FDOQ3593296

Authors:

Publication date: 20 July 2007

Published in: Nonlinearity (Search for Journal in Brave)

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].

Full work available at URL: https://arxiv.org/abs/math/0611537

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zbMATH Keywords

averagingstabilizationdegenerate noisenonlinear SPDEfast and slow modes

Mathematics Subject Classification ID

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

Cited In (29)

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• Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation
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• Dominant dynamics for a class of singularly perturbed stochastic partial differential equations with quadratic nonlinearities and random Neumann boundary conditions
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• Phase Reduction of Waves, Patterns, and Oscillations Subject to Spatially Extended Noise
• Homogenization for stochastic reaction-diffusion equations with singular perturbation term
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• Amplitude equations for SPDEs with cubic nonlinearity forced by general multiplicative Gaussian noise
• Numerical study of amplitude equations for SPDEs with degenerate forcing
• The high-order approximation of SPDEs with multiplicative noise via amplitude equations
• Representation of manifolds for the stochastic Swift-Hohenberg equation with multiplicative noise
• Multiscale analysis for traveling-pulse solutions to the stochastic FitzHugh-Nagumo equations

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