Finite-time Lyapunov exponents for SPDEs with fractional noise
Probability
2023-09-22 v1 Dynamical Systems
Abstract
We estimate the finite-time Lyapunov exponents for a stochastic partial differential equation driven by a fractional Brownian motion (fbm) with Hurst index close to a bifurcation of pitchfork type. We characterize regions depending on the distance from bifurcation, the Hurst parameter of the fbm and the noise strength where finite-time Lyapunov exponents are positive and thus indicate a change of stability. The results on finite-time Lyapunov exponents are novel also for SDEs perturbed by fractional noise.
Keywords
Cite
@article{arxiv.2309.12189,
title = {Finite-time Lyapunov exponents for SPDEs with fractional noise},
author = {Alexandra Blessing and Dirk Blömker},
journal= {arXiv preprint arXiv:2309.12189},
year = {2023}
}
Comments
arXiv admin note: substantial text overlap with arXiv:2301.06504