Invariant manifolds for stochastic partial differential equations

Jinqiao Duan, Kening Lu, Bjoern Schmalfuss

Published 2004-09-24Version 1

Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for stochastic ordinary differential equations is relatively mature. In this paper, we present a unified theory of invariant manifolds for infinite dimensional {\em random} dynamical systems generated by {\em stochastic} partial differential equations. We first introduce a random graph transform and a fixed point theorem for non-autonomous systems. Then we show the existence of generalized fixed points which give the desired invariant manifolds.