Year: 2024
Type: article
Abstract: We estimate the finite-time Lyapunov exponents for a stochastic partial differential equation driven by a fractional Brownian motion (fbm) with Hurst index $$H\in (0,1)$$ 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.
Source: Journal of Nonlinear Science
Authors: Alexandra Blessing Neamţu, Dirk Blömker
Institutions: University of Konstanz, University of Augsburg
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid
Estimated APC paid: $3,090
Funder: Universität Konstanz
OpenAlex ID: W4405620654