Special Session 29: Stochastic Dynamical Systems

Amplitude Equations for SPDEs
Hongjun Gao
Southeast University
Peoples Rep of China
Co-Author(s):    
Abstract:
In this talk, we consider a class of stochastic partial differential equations (SPDEs) subject to a small deterministic perturbation that measures the distance to the change of stability, as well as a small random perturbation. Using multi-scale analysis, we derive amplitude equations for such SPDEs and then employ them to construct approximate solutions. We focus on the cases where the noise is given by standard Brownian motion or fractional Brownian motion.