Stochastic Modulation Equations on Unbounded Domains

Bianchi, Luigi A.; Blömker, Dirk

  • Proceedings of Equadiff 14, Publisher: Slovak University of Technology in Bratislava, SPEKTRUM STU Publishing(Bratislava), page 295-304

Abstract

top
We study the impact of small additive space-time white noise on nonlinear stochastic partial differential equations (SPDEs) on unbounded domains close to a bifurcation, where an infinite band of eigenvalues changes stability due to the unboundedness of the underlying domain. Thus we expect not only a slow motion in time, but also a slow spatial modulation of the dominant modes, and we rely on the approximation via modulation or amplitude equations, which acts as a replacement for the lack of random invariant manifolds on extended domains. One technical problem for establishing error estimates in the stochastic case rises from the spatially translation invariant nature of space-time white noise on unbounded domains, which implies that at any time the error is always very large somewhere far out in space. Thus we have to work in weighted spaces that allow for growth at infinity. As a first example we study the stochastic one-dimensional Swift-Hohenberg equation on the whole real line [1, 2]. In this setting, because of the weak regularity of solutions, the standard methods for deterministic modulation equations fail, and we need to develop new tools to treat the approximation. Using energy estimates we are only able to show that solutions of the Ginzburg-Landau equation are Hölder continuous in spaces with a very weak weight, which provides just enough regularity to proceed with the error estimates.

How to cite

top

Bianchi, Luigi A., and Blömker, Dirk. "Stochastic Modulation Equations on Unbounded Domains." Proceedings of Equadiff 14. Bratislava: Slovak University of Technology in Bratislava, SPEKTRUM STU Publishing, 2017. 295-304. <http://eudml.org/doc/294889>.

@inProceedings{Bianchi2017,
abstract = {We study the impact of small additive space-time white noise on nonlinear stochastic partial differential equations (SPDEs) on unbounded domains close to a bifurcation, where an infinite band of eigenvalues changes stability due to the unboundedness of the underlying domain. Thus we expect not only a slow motion in time, but also a slow spatial modulation of the dominant modes, and we rely on the approximation via modulation or amplitude equations, which acts as a replacement for the lack of random invariant manifolds on extended domains. One technical problem for establishing error estimates in the stochastic case rises from the spatially translation invariant nature of space-time white noise on unbounded domains, which implies that at any time the error is always very large somewhere far out in space. Thus we have to work in weighted spaces that allow for growth at infinity. As a first example we study the stochastic one-dimensional Swift-Hohenberg equation on the whole real line [1, 2]. In this setting, because of the weak regularity of solutions, the standard methods for deterministic modulation equations fail, and we need to develop new tools to treat the approximation. Using energy estimates we are only able to show that solutions of the Ginzburg-Landau equation are Hölder continuous in spaces with a very weak weight, which provides just enough regularity to proceed with the error estimates.},
author = {Bianchi, Luigi A., Blömker, Dirk},
booktitle = {Proceedings of Equadiff 14},
keywords = {Modulation equations, amplitude equations, convolution operator, regularity, Rayleigh-Benard, Swift-Hohenberg, Ginzburg-Landau},
location = {Bratislava},
pages = {295-304},
publisher = {Slovak University of Technology in Bratislava, SPEKTRUM STU Publishing},
title = {Stochastic Modulation Equations on Unbounded Domains},
url = {http://eudml.org/doc/294889},
year = {2017},
}

TY - CLSWK
AU - Bianchi, Luigi A.
AU - Blömker, Dirk
TI - Stochastic Modulation Equations on Unbounded Domains
T2 - Proceedings of Equadiff 14
PY - 2017
CY - Bratislava
PB - Slovak University of Technology in Bratislava, SPEKTRUM STU Publishing
SP - 295
EP - 304
AB - We study the impact of small additive space-time white noise on nonlinear stochastic partial differential equations (SPDEs) on unbounded domains close to a bifurcation, where an infinite band of eigenvalues changes stability due to the unboundedness of the underlying domain. Thus we expect not only a slow motion in time, but also a slow spatial modulation of the dominant modes, and we rely on the approximation via modulation or amplitude equations, which acts as a replacement for the lack of random invariant manifolds on extended domains. One technical problem for establishing error estimates in the stochastic case rises from the spatially translation invariant nature of space-time white noise on unbounded domains, which implies that at any time the error is always very large somewhere far out in space. Thus we have to work in weighted spaces that allow for growth at infinity. As a first example we study the stochastic one-dimensional Swift-Hohenberg equation on the whole real line [1, 2]. In this setting, because of the weak regularity of solutions, the standard methods for deterministic modulation equations fail, and we need to develop new tools to treat the approximation. Using energy estimates we are only able to show that solutions of the Ginzburg-Landau equation are Hölder continuous in spaces with a very weak weight, which provides just enough regularity to proceed with the error estimates.
KW - Modulation equations, amplitude equations, convolution operator, regularity, Rayleigh-Benard, Swift-Hohenberg, Ginzburg-Landau
UR - http://eudml.org/doc/294889
ER -

References

top
  1. Bianchi, L. A., Blömker., D., Modulation equation for SPDEs in unbounded domains with space–time white noise—linear theory, . Stochastic Processes and their Applications, 126(10):3171–3201, (2016). MR3542631
  2. HASH(0x2fa9550), [unknown], [2] L. A. Bianchi, D. Blömker, and G. Schneider. //Modulation equation and SPDEs on unboundeddomains. Preprint, arXiv, (2017). 
  3. Blömker, D., Hairer, M., HASH(0x2fbf640), Pavliotis., G. A., Modulation equations: Stochastic bifurcation in large domains, . Commun. Math. Physics., 258(2):479–512, (2005). MR2171705
  4. Collet, P., Eckmann., J.-P., The time dependent amplitude equation for the Swift-Hohenberg problem, . Comm. Math. Phys., 132(1):139–153, (1990). MR1069205
  5. Prato, G. Da, Zabczyk., J., Stochastic equations in infinite dimensions, , 2nd Edition, vol. 152 of Encyclopedia of of Mathematics and its Applications. Cambridge University Press, Cambridge, 2014. MR3236753
  6. Düll, W.-P., Kashani, K. S., Schneider, G., HASH(0x2fc45b0), Zimmermann., D., Attractivity of the Ginzburg Landau mode distribution for a pattern forming system with marginally stable long modes, . J. Differ. Equations, 261(1):319–339, (2016). MR3487261
  7. Hairer, M., Ryser, M. D., HASH(0x2fc4fd0), Weber., H., Triviality of the 2D stochastic Allen-Cahn equation, . Electron. J. Probab. 17, Paper No. 39, 14 p. (2012). MR2928722
  8. Hohenberg, P. C., Swift., J. B., Effects of additive noise at the onset of Rayleigh-Bénard convection, . Physical Review A, 46:4773–4785, (1992). 
  9. Hutt., A., Additive noise may change the stability of nonlinear systems, . Europhys. Lett. 84, 34003:1–4, (2008). 
  10. Hutt, A., Longtin, A., HASH(0x2fc8ee0), Schimansky-Geier., L., Additive global noise delays Turing bifurcations, . Physical Review Letters, 98, 230601, (2007). 
  11. Kirrmann, P., Schneider, G., HASH(0x2fcd418), Mielke., A., The validity of modulation equations for extended systems with cubic nonlinearities, . Proc. R. Soc. Edinb., Sect. A 122(1-2):85–91, (1992). MR1190233
  12. Klepel, K., Blömker, D., HASH(0x2fcde38), Mohammed., W. W., Amplitude equation for the generalized Swift-Hohenberg equation with noise, . Z. Angew. Math. Phys. 65(6):1107–1126, (2014). MR3279520
  13. Melbourne., I., Derivation of the time-dependent Ginzburg-Landau equation on the line, . J. Nonlinear Sci., 8(1):1–15, (1998). MR1604558
  14. Mielke, A., Schneider., G., Attractors for modulation equations on unbounded domains – existence and comparison, . Nonlinearity, 8(5):743–768, (1995). MR1355041
  15. Mohammed, W. W., Blömker, D., HASH(0x2fd3418), Klepel., K., Modulation equation for stochastic Swift–Hohenberg equation, . SIAM Journal on Mathematical Analysis, 45(1):14–30, (2013). MR3032967
  16. Oh, J., Ahlers., G., Thermal-Noise Effect on the Transition to Rayleigh-Bénard Convection, , Phys. Rev. Lett. 91, 094501 (2003). 
  17. Oh, J., Zarate, J. Ortiz de, Sengers, J., Ahlers., G., Dynamics of fluctuations in a fluid below the onset of Rayleigh-Benard convection, , Phys. Rev. E 69 , 021106, (2004). 
  18. Rehberg, I., Rasenat, S., Torre, J. M. de la, Brand., H. R., Thermally induced hydrodynamic fluctuations below the onset of electroconvection, , Physical Review Letters 67(5):596–599,(1991) 
  19. Roberts., A., Planform evolution in convection–an embedded centre manifold, . J. Austral. Math.Soc. B., 34(2), 174–198, (1992). MR1181572
  20. Schneider, G., Uecker., H., The amplitude equations for the first instability of electroconvection in nematic liquid crystals in the case of two unbounded space directions, . Nonlinearity, 20(6):1361–1386, (2007). MR2327129

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.