Finite-time Lyapunov exponents for SPDEs with fractional noise
- We estimate the finite-time Lyapunov exponents for a stochastic partial differential equation driven by a fractional Brownian motion (fbm) with Hurst index H∈(0,1)close to a bifurcation of pitchfork type. We characterize regions depending on the distance from bifurcation, the Hurst parameter of the fbm and the noise strength where finite-time Lyapunov exponents are positive and thus indicate a change of stability. The results on finite-time Lyapunov exponents are novel also for SDEs perturbed by fractional noise.
