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arXiv 1801.05201math.DSmath.PRnlin.PS
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SPDE分岔的标度律和警兆

Scaling Laws and Warning Signs for Bifurcations of SPDEs

Christian Kuehn, Francesco Romano

摘要:

临界转变(或临界点)是在许多动力系统中观察到的剧烈的突然变化。大量的临界跃迁与系统相关联,它们缓慢地向歧点漂移。在随机常微分方程(SODEs)的背景下,有一些关于变点前方差增长和自相关的结果,这些结果可以作为应用中可能的警告信号。一个类似的理论最近已经发展在最简单的设置也为随机偏微分方程(SPDE)的自伴算子的漂移项。这种设置导致真实的离散谱和协方差算子通过一定的标度律的增长。在本文中,我们进一步发展了这一理论。我们涵盖了复本征值、简并本征值以及连续谱的情形。这为SPDE分叉的警告信号的大多数实际应用提供了相当全面的理论。

英文摘要:

Critical transitions (or tipping points) are drastic sudden changes observed in many dynamical systems. Large classes of critical transitions are associated to systems, which drift slowly towards a bifurcation point. In the context of stochastic ordinary differential equations (SODEs), there are results on growth of variance and autocorrelation before a transition, which can be used as possible warning signs in applications. A similar theory has recently been developed in the simplest setting also for stochastic partial differential equations (SPDEs) for self-adjoint operators in the drift term. This setting leads to real discrete spectrum and growth of the covariance operator via a certain scaling law. In this paper, we develop this theory substantially further. We cover the cases of complex eigenvalues, degenerate eigenvalues as well as continuous spectrum. This provides a fairly comprehensive theory for most practical applications of warning signs for SPDE bifurcations.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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