10 papers
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…
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…
Renormalization destroys a finite time bifurcation in the equation
Alexandra Blessing, Nicolas Perkowski, Chara Zhu
We study the singular equation at a pitchfork bifurcation of the underlying deterministic dynamics. To this aim, we linearize the SPDE along its stationary solution and sho…
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…
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…
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…
Pathwise mild solutions for superlinear stochastic evolution equations and their attractors
Alexandra Blessing, Tim Seitz, Stefanie Sonner +1
We investigate stochastic parabolic evolution equations with time-dependent random generators and locally Lipschitz continuous drift terms. Using pathwise mild solutions, we constr…
Detecting random bifurcations via rigorous enclosures of large deviations rate functions
Alexandra Blessing, Alex Blumenthal, Maxime Breden +1
The main goal of this work is to provide a description of transitions from uniform to non-uniform snychronization in diffusions based on large deviation estimates for finite time L…
Quantitative instability for stochastic scalar reaction-diffusion equations
Alexandra Blessing, Tommaso Rosati
This work studies the instability of stochastic scalar reaction diffusion equations, driven by a multiplicative noise that is white in time and smooth in space, near to zero, which…
Concentration estimates for SPDEs driven by fractional Brownian motion
Nils Berglund, Alexandra Blessing
The main goal of this work is to provide sample-path estimates for the solution of slowly time-dependent SPDEs perturbed by a cylindrical fractional Brownian motion. Our strategy i…