arXiv subjects

B. Schmalfuss

Publications and source records attributed to B. Schmalfuss.

4 recordsLinked to original sources

arXiv2019

Setvalued dynamical systems for stochastic evolution equations driven by fractional noise

We consider Hilbert-valued evolution equations driven by Hölder paths with Hölder index greater than 1/2, which includes the case of fractional noises with Hurst parameters in (1/2,1). The assumptions of the drift term will not be enough to ensure the uniqueness of solutions. Nevertheless, adopting a multivalued setting, we will prove that the set of all solutions corresponding to the same initial condition generates a (multivalued) nonautonomous dynamical system $Φ$. Finally, to prove that $Φ$ is measurable (and hence a (multivalued) random dynamical system), we need to construct a new metric dynamical system that models the noise with the property that the set space is separable

math.DS↗

arXiv2013

Random attractors for stochastic evolution equations driven by fractional Brownian motion

The main goal of this article is to prove the existence of a random attractor for a stochastic evolution equation driven by a fractional Brownian motion with $H\in (1/2,1)$. We would like to emphasize that we do not use the usual cohomology method, consisting of transforming the stochastic equation into a random one, but we deal directly with the stochastic equation. In particular, in order to get adequate a priori estimates of the solution needed for the existence of an absorbing ball, we will introduce stopping times to control the size of the noise. In a first part of this article we shall obtain the existence of a pullback attractor for the non-autonomous dynamical system generated by the pathwise mild solution of an nonlinear infinite-dimensional evolution equation with non--trivial Hölder continuous driving function. In a second part, we shall consider the random setup: stochastic equations having as driving process a fractional Brownian motion with $H\in (1/2,1)$. Under a smallness condition for that noise we will show the existence and uniqueness of a random attractor for the stochastic evolution equation.

math.AP↗

arXiv2013

Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than 1/2 and random dynamical systems

This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven by a Hölder continuous function with Hölder exponent in $(1/2,1)$, and with nontrivial multiplicative noise. As a particular situation, we shall consider the case where the equation is driven by a fractional Brownian motion $B^H$ with Hurst parameter $H>1/2$. In contrast to the article by Maslowski and Nualart, we present here an existence and uniqueness result in the space of Hölder continuous functions with values in a Hilbert space $V$. If the initial condition is in the latter space this forces us to consider solutions in a different space, which is a generalization of the Hölder continuous functions. That space of functions is appropriate to introduce a non-autonomous dynamical system generated by the corresponding solution to the equation. In fact, when choosing $B^H$ as the driving process, we shall prove that the dynamical system will turn out to be a random dynamical system, defined over the ergodic metric dynamical system generated by the infinite dimensional fractional Brownian motion

math.DS↗

arXiv2004

Stochastic Dynamics of a Coupled Atmosphere--Ocean Model

The investigation of the coupled atmosphere-ocean system is not only scientifically challenging but also practically important. We consider a coupled atmosphere-ocean model, which involves hydrodynamics, thermodynamics, and random atmospheric dynamics due to short time influences at the air-sea interface. We reformulate this model as a random dynamical system. First, we have shown that the asymptotic dynamics of the coupled atmosphere-ocean model is described by a random climatic attractor. Second, we have estimated the atmospheric temperature evolution under oceanic feedback, in terms of the freshwater flux, heat flux and the external fluctuation at the air-sea interface, as well as the earth's longwave radiation coefficient and the shortwave solar radiation profile. Third, we have demonstrated that this system has finite degree of freedom by presenting a finite set of determining functionals in probability. Finally, we have proved that the coupled atmosphere-ocean model is ergodic under suitable conditions for physical parameters and randomness, and thus for any observable of the coupled atmosphere-ocean flows, its time average approximates the statistical ensemble average, as long as the time interval is sufficiently long.

math.DS↗