Scaling laws and warning signs for bifurcations of SPDEs

DOI10.1017/S0956792518000438zbMATH Open1447.60106arXiv1801.05201OpenAlexW3098001691WikidataQ114849898 ScholiaQ114849898MaRDI QIDQ5237243FDOQ5237243

Authors: Christian Kuehn, Francesco Romanò 

Publication date: 17 October 2019

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

Abstract: Critical transitions (or tipping points) are drastic sudden changes observed in many dynamical systems. Large classes of critical transitions are associated to systems, which drift slowly towards a bifurcation point. In the context of stochastic ordinary differential equations (SODEs), there are results on growth of variance and autocorrelation before a transition, which can be used as possible warning signs in applications. A similar theory has recently been developed in the simplest setting also for stochastic partial differential equations (SPDEs) for self-adjoint operators in the drift term. This setting leads to real discrete spectrum and growth of the covariance operator via a certain scaling law. In this paper, we develop this theory substantially further. We cover the cases of complex eigenvalues, degenerate eigenvalues as well as continuous spectrum. This provides a fairly comprehensive theory for most practical applications of warning signs for SPDE bifurcations.

Full work available at URL: https://arxiv.org/abs/1801.05201

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zbMATH Keywords

critical transitionstochastic partial differential equationscaling lawtipping pointwarning sign

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (3)

• Stochastic rotating waves
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