An integrable bound for rough stochastic partial differential equations with applications to invariant manifolds and stability
Probability
2023-10-31 v2
Abstract
We study semilinear rough stochastic partial differential equations as introduced in [Gerasimovi{\v{c}}s, Hairer; EJP 2019]. We provide -integrable a priori bounds for the solution and its linearization in case the equation is driven by a suitable Gaussian process. Using the Multiplicative Ergodic Theorem for Banach spaces, we can deduce the existence of a Lyapunov spectrum for the linearized equation around stationary points. The existence of local stable, unstable, and center manifolds around stationary points is also provided. In the case where all Lyapunov exponents are negative, local exponential stability can be deduced. We illustrate our findings with several examples.
Keywords
Cite
@article{arxiv.2307.01679,
title = {An integrable bound for rough stochastic partial differential equations with applications to invariant manifolds and stability},
author = {Mazyar Ghani Varzaneh and Sebastian Riedel},
journal= {arXiv preprint arXiv:2307.01679},
year = {2023}
}