Publikation: Finite-Time Lyapunov Exponents for SPDEs with Fractional Noise
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2025
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Blömker, Dirk
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Journal of Nonlinear Science. Springer. 2025, 35(1), 26. ISSN 0938-8974. eISSN 1432-1467. Verfügbar unter: doi: 10.1007/s00332-024-10123-6
Zusammenfassung
We estimate the finite-time Lyapunov exponents for a stochastic partial differential equation driven by a fractional Brownian motion (fbm) with Hurst index H ∈ (0, 1) 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.
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Fachgebiet (DDC)
510 Mathematik
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Fractional Brownian motion, Finite-time Lyapunov exponents, Amplitude equations, Bifurcations for SPDEs
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BLESSING-NEAMTU, Alexandra, Dirk BLÖMKER, 2025. Finite-Time Lyapunov Exponents for SPDEs with Fractional Noise. In: Journal of Nonlinear Science. Springer. 2025, 35(1), 26. ISSN 0938-8974. eISSN 1432-1467. Verfügbar unter: doi: 10.1007/s00332-024-10123-6BibTex
@article{BlessingNeamtu2025-02Finit-71952, title={Finite-Time Lyapunov Exponents for SPDEs with Fractional Noise}, year={2025}, doi={10.1007/s00332-024-10123-6}, number={1}, volume={35}, issn={0938-8974}, journal={Journal of Nonlinear Science}, author={Blessing-Neamtu, Alexandra and Blömker, Dirk}, note={Article Number: 26} }
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