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arXiv · 1801.05201

Scaling Laws and Warning Signs for Bifurcations of SPDEs

Christian Kuehn·Francesco Romano
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Abstract

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

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Christian Kuehn, Francesco Romano. 2018-01-16. Scaling Laws and Warning Signs for Bifurcations of SPDEs. https://doi.org/10.1017/s0956792518000438

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