Seminar
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| Location: | SLMath: Eisenbud Auditorium, Online/Virtual |
Keywords and Mathematics Subject Classification (MSC)
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Bifurcations and Lyapunov exponents for SPDEs with fractional noise
We estimate finite-time Lyapunov exponents for a stochastic partial differential equation driven by a fractional Brownian motion (fbm) with Hurst index $H\in(0,1)$ 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 Lyapunov exponents are novel also for SDEs perturbed by fractional noise. Moreover, we discuss properties of finite-time Lyapunov exponents, in particular large deviations type results. This talk is based on joint works with D. Blömker, A. Blumenthal, M. Breden, M. Engel and M. Ghani Varzaneh.
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