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May  2015, 20(3): 875-887. doi: 10.3934/dcdsb.2015.20.875

The mean-square dichotomy spectrum and a bifurcation to a mean-square attractor

Thai Son Doan 1, , Martin Rasmussen 1, and  Peter E. Kloeden 2,

1. 

Department of Mathematics, Imperial College London, 180 Queen's Gate, London SW7 2AZ, United Kingdom, United Kingdom
2. 

School of Mathematics and Statistics, Huazhong University of Science & Technology, Wuhan 430074, China

Received  November 2013 Revised  April 2014 Published  January 2015

The dichotomy spectrum is introduced for linear mean-square random dynamical systems, and it is shown that for finite-dimensional mean-field stochastic differential equations, the dichotomy spectrum consists of finitely many compact intervals. It is then demonstrated that a change in the sign of the dichotomy spectrum is associated with a bifurcation from a trivial to a non-trivial mean-square random attractor.
Keywords: mean-square random dynamical system, bifurcation., mean-square random attractor, Dichotomy spectrum.
Mathematics Subject Classification: Primary: 37H15, 37H20, 60H10; Secondary: 37H10, 60H3.
Citation: Thai Son Doan, Martin Rasmussen, Peter E. Kloeden. The mean-square dichotomy spectrum and a bifurcation to a mean-square attractor. Discrete & Continuous Dynamical Systems - B, 2015, 20 (3) : 875-887. doi: 10.3934/dcdsb.2015.20.875
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show all references

References:
[1]

L. Arnold, Random Dynamical Systems, Springer, Berlin, Heidelberg, New York, 1998. Google Scholar

[2]

A. M. Ateiwi, About bounded solutions of linear stochastic Ito systems, Miskolc Math. Notes, 3 (2002), 3-12.  Google Scholar

[3]

M. Callaway, T. S. Doan, J. S. W. Lamb and M. Rasmussen, The dichotomy spectrum for random dynamical systems and pitchfork bifurcations with bounded noise,, submitted., ().   Google Scholar

[4]

N. D. Cong and S. Siegmund, Dichotomy spectrum of nonautonomous linear stochastic differential equations, Stochastics and Dynamics, 2 (2002), 175-201. doi: 10.1142/S0219493702000364.  Google Scholar

[5]

R. Khasminskii, Stochastic Stability of Differential Equations, Second edition, Stochastic Modelling and Applied Probability, 66, Springer, Heidelberg, 2012. doi: 10.1007/978-3-642-23280-0.  Google Scholar

[6]

P. E. Kloeden and T. Lorenz, Stochastic differential equations with nonlocal sample dependence, Stochastic Analysis and Applications, 28 (2010), 937-945. doi: 10.1080/07362994.2010.515194.  Google Scholar

[7]

P. E. Kloeden and T. Lorenz, Mean-square random dynamical systems, Journal of Differential Equations, 253 (2012), 1422-1438. doi: 10.1016/j.jde.2012.05.016.  Google Scholar

[8]

P. E. Kloeden and E. Platen, Numerical Solution of Stochastic Differential Equations, Applications of Mathematics, 23, Springer, Berlin, 1992. doi: 10.1007/978-3-662-12616-5.  Google Scholar

[9]

P. E. Kloeden and M. Rasmussen, Nonautonomous Dynamical Systems, Mathematical Surveys and Monographs, 176, American Mathematical Society, Providence, RI, 2011. doi: 10.1090/surv/176.  Google Scholar

[10]

P. E. Kloeden and P. Marín-Rubio, Negatively invariant sets and entire trajectories of set-valued dynamical systems, Set-Valued and Variational Analysis, 19 (2011), 43-57. doi: 10.1007/s11228-009-0123-2.  Google Scholar

[11]

R. J. Sacker and G. R. Sell, A spectral theory for linear differential systems, Journal of Differential Equations, 27 (1978), 320-358. doi: 10.1016/0022-0396(78)90057-8.  Google Scholar

[12]

D. Stoica, Uniform exponential dichotomy of stochastic cocycles, Stochastic Processes and their Applications, 120 (2010), 1920-1928. doi: 10.1016/j.spa.2010.05.016.  Google Scholar

[13]

G. Wang and Y. Cao, Dynamical spectrum in random dynamical systems, Journal of Dynamics and Differential Equations, 26 (2014), 1-20. doi: 10.1007/s10884-013-9340-3.  Google Scholar

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