Additive noise effects in active nonlinear spatially extended systems

DOI10.1017/S0956792512000125zbMATH Open1279.60081arXiv1108.0884OpenAlexW3103848320MaRDI QIDQ4911097FDOQ4911097

Authors: S. Kalliadasis, D. T. Papageorgiou, Dmitri Tseluiko, Marc Pradas, G. A. Pavliotis 

Publication date: 13 March 2013

Published in: European Journal of Applied Mathematics (Search for Journal in Brave)

Abstract: We examine the effects of pure additive noise on spatially extended systems with quadratic nonlinearities. We develop a general multiscale theory for such systems and apply it to the Kuramoto-Sivashinsky equation as a case study. We first focus on a regime close to the instability onset (primary bifurcation), where the system can be described by a single dominant mode. We show analytically that the resulting noise in the equation describing the amplitude of the dominant mode largely depends on the nature of the stochastic forcing. For a highly degenerate noise, in the sense that it is acting on the first stable mode only, the amplitude equation is dominated by a pure multiplicative noise, which in turn induces the dominant mode to undergo several critical state transitions and complex phenomena, including intermittency and stabilisation, as the noise strength is increased. The intermittent behaviour is characterised by a power-law probability density and the corresponding critical exponent is calculated rigorously by making use of the first-passage properties of the amplitude equation. On the other hand, when the noise is acting on the whole subspace of stable modes, the multiplicative noise is corrected by an additive-like term, with the eventual loss of any stabilised state. We also show that the stochastic forcing has no effect on the dominant mode dynamics when it is acting on the second stable mode. Finally, in a regime which is relatively far from the instability onset, so that there are two unstable modes, we observe numerically that when the noise is acting on the first stable mode, both dominant modes show noise-induced complex phenomena similar to the single-mode case.

Full work available at URL: https://arxiv.org/abs/1108.0884

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zbMATH Keywords

stochastic partial differential equationssingular perturbationsintermittencyKuramoto-Sivashinsky equationcritical phenomenaamplitude equationmultiple scale methods

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited In (14)

• The impact of multiplicative noise in SPDEs close to bifurcation via amplitude equations
• Multiscale model reduction for incompressible flows
• An asymptotic approach to the crenulation instability
• How additive noise forms and shifts phantom attractors in slow–fast systems
• On the influence of additive and multiplicative noise on holes in dissipative systems
• The behavior of a periodically-forced nonlinear system subject to additive noise
• A new framework for extracting coarse-grained models from time series with multiscale structure
• Amplitude equation with quintic nonlinearities for the generalized Swift-Hohenberg equation with additive degenerate noise
• Controlling roughening processes in the stochastic Kuramoto-Sivashinsky equation
• Chain reconfiguration in active noise
• Multi-scale analysis of SPDEs with degenerate additive noise
• Patterns and coherence resonance in the stochastic Swift-Hohenberg equation with Pyragas control: the Turing bifurcation case
• Additive noise in noise-induced nonequilibrium transitions
• Nonlinear forecasting of the generalized Kuramoto-Sivashinsky equation

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