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

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)

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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(29)

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• Amplitude equation for the generalized Swift-Hohenberg equation with noise
• Additive noise effects in active nonlinear spatially extended systems
• Representation of manifolds for the stochastic Swift-Hohenberg equation with multiplicative noise
• Numerical study of amplitude equations for SPDEs with degenerate forcing
• Fast diffusion limit for reaction-diffusion systems with stochastic Neumann boundary conditions
• Numerical methods for stochastic partial differential equations with multiple scales
• Fast-diffusion limit with large noise for systems of stochastic reaction-diffusion equations
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• Lyapunov exponents of hybrid stochastic heat equations
• Transitions in stochastic non-equilibrium systems: efficient reduction and analysis
• Amplitude equations for SPDEs with cubic nonlinearities
• Some remarks on stabilization by additive noise
• Phase Reduction of Waves, Patterns, and Oscillations Subject to Spatially Extended Noise
• The impact of multiplicative noise in SPDEs close to bifurcation via amplitude equations
• Amplitude equation for SPDEs with quadratic nonlinearities
• 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
• Hopf bifurcations of Moore-Greitzer PDE model with additive noise
• Homogenization for stochastic reaction-diffusion equations with singular perturbation term
• Analysis of multiscale methods for stochastic dynamical systems driven by \(\alpha\)-stable processes
• Spectral Methods for Multiscale Stochastic Differential Equations
• The high-order approximation of SPDEs with multiplicative noise via amplitude equations
• Fast-diffusion limit for reaction-diffusion equations with degenerate multiplicative and additive noise

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