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arXiv · 2303.04102

Lyapunov exponents and invariant manifolds for stochastic linear partial functional differential equations

Wenjie Hu·Tomás Caraballo
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Abstract

The main purpose of this work is to characterize the almost sure local structure stability of solutions to a class of linear stochastic partial functional differential equations (SPFDEs) by investigating the Lyapunov exponents and invariant manifolds near the stationary point. It is firstly proved that the trajectory field of the stochastic delayed stochastic partial functional differential equation admits an almost sure continuous version which is compact for $t>τ$ by a delicate construction based on the random semiflow generated by the diffusion term. Then it is proved that the version generates a random dynamical system(RDS) by the Wong-Zakai approximation of the stochastic partial differential equation constructed by the diffusion term. Subsequently, it is shown that the constructed linear cocycle admits fixed (at most) countable set of Lyapunov exponents and the associate Oseledets random filtration of the Banach space is obtained by adopting the infinite-dimensional multiplicative ergodic theorem in Banach spaces established by Lian and Lu [\textit{Mem Amer Math Soc, 2010, 206: 967}]. As a by product, the stable-manifolds theorem for the linear SPFDE in the hyperbolic case is also established.

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Wenjie Hu, Tomás Caraballo. 2023-10-19. Lyapunov exponents and invariant manifolds for stochastic linear partial functional differential equations. https://arxiv.org/abs/2303.04102

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