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Finite-Time Lyapunov Exponents for SPDEs with Fractional Noise

  • Alexandra Blessing Neamţu,
  • Dirk Blömker

摘要

We estimate the finite-time Lyapunov exponents for a stochastic partial differential equation driven by a fractional Brownian motion (fbm) with Hurst index \(H\in (0,1)\) H ( 0 , 1 ) close to a bifurcation of pitchfork type. We characterize regions depending on the distance from bifurcation, the Hurst parameter of the fbm and the noise strength where finite-time Lyapunov exponents are positive and thus indicate a change of stability. The results on finite-time Lyapunov exponents are novel also for SDEs perturbed by fractional noise.