Early-warning signs for pattern-formation in stochastic partial differential equations

DOI10.1016/J.CNSNS.2014.09.019MaRDI QIDQ907597zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Karna Gowda, Christian Kuehn

Publication date 26 January 2016

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1403.5920

zbMATH Keywords

stochastic partial differential equationsOrnstein-Uhlenbeck processbifurcationGinzburg-Landau equationSwift-Hohenberg equationcritical transitionscaling lawcovariance operatortipping pointearly-warning signpattern-formation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: There have been significant recent advances in our understanding of the potential use and limitations of early-warning signs for predicting drastic changes, so called critical transitions or tipping points, in dynamical systems. A focus of mathematical modeling and analysis has been on stochastic ordinary differential equations, where generic statistical early-warning signs can be identified near bifurcation-induced tipping points. In this paper, we outline some basic steps to extend this theory to stochastic partial differential equations with a focus on analytically characterizing basic scaling laws for linear SPDEs and comparing the results to numerical simulations of fully nonlinear problems. In particular, we study stochastic versions of the Swift-Hohenberg and Ginzburg-Landau equations. We derive a scaling law of the covariance operator in a regime where linearization is expected to be a good approximation for the local fluctuations around deterministic steady states. We compare these results to direct numerical simulation, and study the influence of noise level, noise color, distance to bifurcation and domain size on early-warning signs.

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Cited in

(15)

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• Dynamic tipping in the non-smooth Stommel-box model, with fast oscillatory forcing
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• Characterising early warning signals for critical transitions using a distribution moment approximation for the Fokker-Planck equation
• Travelling waves in monostable and bistable stochastic partial differential equations
• Prediction and control of buckling: the inverse bifurcation problems for von Karman equations
• Scaling laws and warning signs for bifurcations of SPDEs
• Stability of Traveling Waves for Reaction-Diffusion Equations with Multiplicative Noise
• Warning signs for boundary noise and their application to an ocean Boussinesq model
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• Stability of traveling waves for systems of reaction-diffusion equations with multiplicative noise
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• Patterned vegetation, tipping points, and the rate of climate change

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