The impact of multiplicative noise in SPDEs close to bifurcation via amplitude equations
Hongbo Fu, Dirk Bl\"omker

TL;DR
This paper rigorously derives amplitude equations to approximate the dynamics of SPDEs with multiplicative noise near bifurcation points, simplifying complex infinite-dimensional systems to effective lower-dimensional models.
Contribution
It introduces a rigorous method to derive amplitude equations for SPDEs with multiplicative noise near bifurcation, extending previous approaches to more general noise types.
Findings
Amplitude equations effectively approximate SPDE dynamics near bifurcation.
The method applies to a stochastic Ginzburg-Landau equation as an example.
The approach captures the influence of multiplicative noise on bifurcation behavior.
Abstract
This article deals with the approximation of a stochastic partial differential equation (SPDE) via amplitude equations. We consider an SPDE with a cubic nonlinearity perturbed by a general multiplicative noise that preserves the constant trivial solution and we study the dynamics around it for the deterministic equation being close to a bifurcation. Based on the separation of time-scales close to a change of stability, we rigorously derive an amplitude equation describing the dynamics of the bifurcating pattern. This allows us to approximate the original infinite dimensional dynamics by a simpler effective dynamics associated with the solution of the amplitude equation. To illustrate the abstract result we apply it to a simple one-dimensional stochastic Ginzburg-Landau equation.
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Taxonomy
TopicsNonlinear Dynamics and Pattern Formation · Stochastic processes and financial applications · Complex Systems and Time Series Analysis
