Special Session 81: Stochastic Modeling in Biological, Physical and Social Sciences: Theory and Applications

Transitions in stochastic non-equilibrium systems: Efficient reduction and analysis

Honghu Liu
Virginia Tech
USA
Co-Author(s):    Mickael D. Chekroun, James C. McWilliams, Shouhong Wang
Abstract:
A central challenge in physics is to describe non-equilibrium systems driven by randomness, such as a randomly growing interface, or fluids subject to random fluctuations that account e.g. for local stresses and heat fluxes in the fluid which are not related to the velocity and temperature gradients. For deterministic systems with infinitely many degrees of freedom, normal form and center manifold theory have shown a prodigious efficiency to often completely characterize how the onset of linear instability translates into the emergence of nonlinear patterns, associated with genuine physical regimes. However, in presence of random fluctuations, the underlying reduction principle to the center manifold is seriously challenged due to large excursions caused by the noise, and the approach needs to be revisited. In this talk, we present an alternative framework to cope with these difficulties by exploiting the approximation theory of stochastic invariant manifolds, on the one hand, and energy estimates measuring the defect of parameterization of the high-modes, on the other. To operate for fluid problems subject to stochastic stirring forces, these error estimates are derived under assumptions regarding dissipation effects brought by the high-modes in order to suitably counterbalance the loss of regularity due to the nonlinear terms. As a result, the approach enables us to predict, from reduced equations of the stochastic fluid problem, the occurrence in large probability of a stochastic analogue to the pitchfork bifurcation, as long as the noise`s intensity and the eigenvalue`s magnitude of the mildly unstable mode scale accordingly. Application to a stochastic Rayleigh-B\`enard model will also be presented.