English

Invariant manifolds for stochastic partial differential equations

Dynamical Systems 2007-05-23 v1 Analysis of PDEs

Abstract

Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for stochastic ordinary differential equations is relatively mature. In this paper, we present a unified theory of invariant manifolds for infinite dimensional {\em random} dynamical systems generated by {\em stochastic} partial differential equations. We first introduce a random graph transform and a fixed point theorem for non-autonomous systems. Then we show the existence of generalized fixed points which give the desired invariant manifolds.

Keywords

Cite

@article{arxiv.math/0409485,
  title  = {Invariant manifolds for stochastic partial differential equations},
  author = {Jinqiao Duan and Kening Lu and Bjoern Schmalfuss},
  journal= {arXiv preprint arXiv:math/0409485},
  year   = {2007}
}