Publications (13)
Synchronization by noise for stochastic differential equations driven by fractional Brownian motion
Alexandra Blessing, Mazyar Ghani Varzaneh
We investigate synchronization by noise for stochastic differential equations (SDEs) driven by a fractional Brownian motion (fbm) with Hurst index . Provided that the SD…
Impact of spinning on the early-warning signs in non-Markovian stochastic systems
Paolo Bernuzzi, Alexandra Blessing, Dennis Rudik
We construct early-warning signals for impending critical transitions in non-Markovian systems. We analyze stochastic forcings such as fractional Brownian motion, fractional Ornste…
Taylor-like approximations of center manifolds for rough differential equations
Alexandra Blessing, Dennis Rudik
The dynamics of rough differential equations (RDEs) has recently received a lot of interest. For example, the existence of local random center manifolds for RDEs has been establish…
On the approximation of finite-time Lyapunov exponents for the stochastic Burgers equation
Alexandra Blessing, Dirk Blömker
We analyze stochastic partial differential equations (SPDEs) with quadratic nonlinearities close to a change of stability. To this aim we compute finite-time Lyapunov exponents (FT…
Global well-posedness of 2D Navier-Stokes with Dirichlet boundary fractional noise
Antonio Agresti, Alexandra Blessing, Eliseo Luongo
In this paper, we prove the global well-posedness and interior regularity for the 2D Navier-Stokes equations driven by a fractional noise acting as an inhomogeneous Dirichlet-type…
An integrable bound for semilinear rough partial differential equations with unbounded diffusion coefficients
Alexandra Blessing, Mazyar Ghani Varzaneh
This work develops moment bounds for the controlled rough path norm of the solution of semilinear rough partial differential equations.~The novel aspects are two-fold: first we con…