Multiscale analysis for SPDEs with quadratic nonlinearities
File(s)0611537v1.pdf (255.26 KB)
Working paper
Author(s)
Pavliotis, G
Blomker, D
Hairer, M
Type
Working Paper
Abstract
In this article we derive rigorously amplitude equations for stochastic PDEs with quadratic nonlinearities, under the assumption that the noise acts only on the stable modes and for an appropriate scaling between the distance from bifurcation and the strength of the noise. We show that, due to the presence of two distinct timescales in our system, the noise (which acts only on the fast modes) gets transmitted to the slow modes and, as a result, the amplitude equation contains both additive and multiplicative noise.
As an application we study the case of the one dimensional Burgers equation forced by additive noise in the orthogonal subspace to its dominant modes. The theory developed in the present article thus allows to explain theoretically some recent numerical observations from [Rob03].
As an application we study the case of the one dimensional Burgers equation forced by additive noise in the orthogonal subspace to its dominant modes. The theory developed in the present article thus allows to explain theoretically some recent numerical observations from [Rob03].
Date Issued
2006-11-17
Citation
NONLINEARITY, 2006, (20), pp.1721-1744
Publisher
arXiv
Start Page
1721
End Page
1744
Journal / Book Title
NONLINEARITY
Issue
20
Copyright Statement
© 2006 The Author(s).
Identifier
https://arxiv.org/abs/math/0611537v1
Subjects
math.PR
math.AP
60H15; 60H10
Publication Status
Published