Scaling laws and warning signs for bifurcations of SPDEs

Kühn, Christian und Romano, Francesco (2019): Scaling laws and warning signs for bifurcations of SPDEs. In: European Journal of Applied Mathematics, Vol. 30, No. 5: pp. 853-868

Abstract

Critical transitions (or tipping points) are drastic sudden changes observed in many dynamical systems. Large classes of critical transitions are associated with systems, which drift slowly towards a bifurcation point. In the context of stochastic ordinary differential equations, 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 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.

• Item Type: Journal article
• Faculties: Mathematics, Computer Science and Statistics > Mathematics
• Subjects: 500 Science > 510 Mathematics
• ISSN: 0956-7925
• Language: English