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preprint

Multiscale Analysis for SPDEs with Quadratic Nonlinearities

Blömker, D.
•
Pavliotis, G. A.
•
Hairer, Martin  
November 17, 2006

In this article we derive rigorously amplitude equations for stochastic PDEs with quadratic nonlinearities, under the assumption that the noise acts only on the stable modes and for an appropriate scaling between the distance from bifurcation and the strength of the noise. We show that, due to the presence of two distinct timescales in our system, the noise (which acts only on the fast modes) gets transmitted to the slow modes and, as a result, the amplitude equation contains both additive and multiplicative noise. As an application we study the case of the one dimensional Burgers equation forced by additive noise in the orthogonal subspace to its dominant modes. The theory developed in the present article thus allows to explain theoretically some recent numerical observations from [Rob03].

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Type
preprint
DOI
10.48550/arXiv.math/0611537
ArXiv ID

math/0611537v1

Author(s)
Blömker, D.
Pavliotis, G. A.
Hairer, Martin  
Date Issued

2006-11-17

Publisher

arXiv

Subjects

Probability

•

Analysis of PDEs

Written at

OTHER

EPFL units
PROPDE  
Available on Infoscience
September 20, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/241334
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