Time averaging for nonautonomous/random linear parabolic equations

DOI10.3934/DCDSB.2008.9.661zbMATH Open1170.35047arXiv1708.06533OpenAlexW2314284361MaRDI QIDQ934166FDOQ934166

Authors: Janusz Mierczyński, Wenxian Shen 

Publication date: 29 July 2008

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Abstract: Linear nonautonomous/random parabolic partial differential equations are considered under the Dirichlet, Neumann or Robin boundary conditions, where both the zero order coefficients in the equation and the coefficients in the boundary conditions are allowed to depend on time. The theory of the principal spectrum/principal Lyapunov exponents is shown to apply to those equations. In the nonautonomous case, the main result states that the principal eigenvalue of any time-averaged equation is not larger than the supremum of the principal spectrum and that there is a time-averaged equation whose principal eigenvalue is not larger than the infimum of the principal spectrum. In the random case, the main result states that the principal eigenvalue of the time-averaged equation is not larger than the principal Lyapunov exponent.

Full work available at URL: https://arxiv.org/abs/1708.06533

Recommendations

• Estimates for the principal spectrum point for certain time-dependent parabolic operators
• Exponential separation and principal Lyapunov exponent/spectrum for random/nonautonomous parabolic equations
• Exponential separation and principal Floquet bundles for linear parabolic equations on general bounded domains: Nondivergence case
• On time averaging for nonlinear abstract parabolic equations with random coefficients
• Principal eigenvalues, spectral gaps and exponential separation between positive and sign-changing solutions of parabolic equations

zbMATH Keywords

Lyapunov exponentprincipal spectrum

Mathematics Subject Classification ID

Estimates of eigenvalues in context of PDEs (35P15) Initial-boundary value problems for second-order parabolic equations (35K20) PDEs with randomness, stochastic partial differential equations (35R60) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

Cited In (12)

• Principal Lyapunov exponents and principal Floquet spaces of positive random dynamical systems. I: General theory
• Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
• The principal spectrum for linear nonautonomous parabolic PDEs of second order: Space-independent case
• Time-averaging and permanence in nonautonomous competitive systems of PDEs via Vance-Coddington estimates
• Exponential separation and principal Lyapunov exponent/spectrum for random/nonautonomous parabolic equations
• Persistence in forward nonautonomous competitive systems of parabolic equations
• SELF-AVERAGING IN TIME REVERSAL FOR THE PARABOLIC WAVE EQUATION
• \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps
• Estimates for the principal spectrum point for certain time-dependent parabolic operators
• An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
• Lyapunov exponents and invariant manifolds for random dynamical systems in a Banach space
• Time averaging for nonlinear parabolic operators

This page was built for publication: Time averaging for nonautonomous/random linear parabolic equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q934166)