Finite-Time Lyapunov Exponents for SPDEs with Fractional Noise

Abstract We estimate the finite-time Lyapunov exponents for a stochastic partial differential equation driven by a fractional Brownian motion (fbm) with Hurst index $$H\in (0,1)$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:mi>H</mml:mi> <mml:mo>∈</mml:mo> <mml:mo>(</mml:mo> <mml:mn>0</mml:mn> <mml:mo>,</mml:mo> <mml:mn>1</mml:mn> <mml:mo>)</mml:mo> </mml:mrow> </mml:math> 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.