Scaling laws and warning signs for bifurcations of SPDEs
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Publication:5237243
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.
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Cited in
(8)- Early-warning signs for pattern-formation in stochastic partial differential equations
- Analysis and predictability of tipping points with leading-order nonlinear term
- Internal noise interference to warnings of tipping points in generic multidimensional dynamical systems
- Warning signs for boundary noise and their application to an ocean Boussinesq model
- A mathematical framework for critical transitions: normal forms, variance and applications
- Stochastic rotating waves
- Predictions of critical transitions with non-stationary reduced order models
- How stochasticity influences leading indicators of critical transitions
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