Unstable invariant manifolds for stochastic PDEs driven by a fractional Brownian motion

被引:44
作者
Garrido-Atienza, Maria J. [2 ]
Lu, Kening [3 ]
Schmalfuss, Bjoern [1 ]
机构
[1] Fak EIM, Inst Math, D-33098 Paderborn, Germany
[2] Univ Seville, Dpto Ecuac Diferenciales & Anal Numer, E-41080 Seville, Spain
[3] Brigham Young Univ, Provo, UT 84602 USA
基金
美国国家科学基金会;
关键词
Stochastic PDEs; Fractional Brownian motion; Random dynamical systems; Invariant manifolds; DIFFERENTIAL-EQUATIONS DRIVEN; EVOLUTION-EQUATIONS; STATIONARY SOLUTIONS; THEOREM;
D O I
10.1016/j.jde.2009.11.006
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this paper, we consider a class of stochastic partial differential equations (SPDEs) driven by a fractional Brownian motion (fBm) with the Hurst parameter bigger than 1/2. The existence of local random unstable manifolds is shown if the linear parts of these SPDEs are hyperbolic. For this purpose we introduce a modified Lyapunov-Perron transform, which contains stochastic integrals. By the singularities inside these integrals we obtain a special Lyapunov-Perron's approach by treating a segment of the solution over time interval [0,1] as a starting point and setting up an infinite series equation involving these segments as time evolves. Using this approach, we establish the existence of local random unstable manifolds in a tempered neighborhood of an equilibrium. (C) 2009 Elsevier Inc. All rights reserved.
引用
收藏
页码:1637 / 1667
页数:31
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