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Asymptotic Distributions for Power Variations of the Solutions to Linearized Kuramoto-Sivashinsky SPDEs in One-to-Three Dimensions

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We study the realized power variations for the fourth order linearized Kuramoto–Sivashinsky (LKS) SPDEs and their gradient, driven by the space–time white noise in one-to-three dimensional spaces, in time, have… Click to show full abstract

We study the realized power variations for the fourth order linearized Kuramoto–Sivashinsky (LKS) SPDEs and their gradient, driven by the space–time white noise in one-to-three dimensional spaces, in time, have infinite quadratic variation and dimension-dependent Gaussian asymptotic distributions. This class was introduced-with Brownian-time-type kernel formulations by Allouba in a series of articles starting in 2006. He proved the existence, uniqueness, and sharp spatio-temporal Hölder regularity for the above class of equations in d=1,2,3. We use the relationship between LKS-SPDEs and the Houdré–Villaa bifractional Brownian motion (BBM), yielding temporal central limit theorems for LKS-SPDEs and their gradient. We use the underlying explicit kernels and spectral/harmonic analysis to prove our results. On one hand, this work builds on the recent works on the delicate analysis of variations of general Gaussian processes and stochastic heat equation driven by the space–time white noise. On the other hand, it builds on and complements Allouba’s earlier works on the LKS-SPDEs and their gradient.

Keywords: linearized kuramoto; kuramoto sivashinsky; lks spdes; one three; power variations; asymptotic distributions

Journal Title: Symmetry
Year Published: 2021

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