1.2.2. Random dynamical systems and stochastic bifurcationsAlong with mathematicians' interest in the effects of noise on dynamical systems, physicists have also paid increasing attention to noise effects in the laboratory and in models. The influence of noise on long-term dynamics often has puzzling non-local effects, and no general theory exists at the present time. In this context, L. Arnold and his "Bremen group" have introduced a highly novel and promising approach. Starting in the late 1980s, this group developed new concepts and tools that deal with very general dynamical systems coupled with stochastic processes. The rapidly growing field of random dynamical systems (RDS) provides key geometrical concepts that are clearly appropriate and useful in the context of stochastic modeling.
This geometrically-oriented approach uses ergodic and measure theory in an ingenious manner. Instead of dealing with a phase space S, it extends this notion to a probability bundle, S x probability space, where each fiber represents a realization of the noise. This external noise is parametrized by time through the so-called measure-preserving driving system. This driving system simply "glues" the fibers together so that a genuine notion of flow (cocycle) can be defined. One of the difficulties, even in the case of (deterministic) nonautonomous forcing, is that it is no longer possible to define unambiguously a time-independent forward attractor. This difficulty is overcome using the notion of pullback attractors. Pullback attraction corresponds to the idea that measurements are performed at present time t in an experiment that was started at some time s<t in the remote past, and so we can look at the "attracting invariant state" at time t. These well-defined geometrical objects can be generalized with randomness added to a system and are then called random attractors. Such a random invariant object represents the frozen statistics at time t when "enough" of the previous history is taken into account, and it evolves with time. In particular, it encodes dynamical phenomena related to synchronization and intermittency of random trajectories.
This recent theory presents several great mathematical challenges, and a more complete theory of stochastic bifurcations and normal forms is still under development. As a matter of fact, one can define two different notions of bifurcation. Firstly, there is the notion of P-bifurcation (P for phenomenological) where, roughly speaking, it corresponds to topological changes in the probability density function (PDF). Secondly, there is the notion of D-bifurcation (D for dynamical) where one considers a bifurcation in the Lyapunov spectrum associated with an invariant Markov measure. In other words, we look at a bifurcation of an invariant measure in a very similar way as we look at the stability of a fixed point in a deterministic autonomous dynamical system. D-bifurcations are indeed used to define the concept of stochastic robustness through the notion of stochastic equivalence. The two types of bifurcation may sometimes, but not always be related, and the link between the two is unclear at the present time. The theory of stochastic normal form is also considerably enriched compared to the deterministic one but is still incomplete and more difficult to establish. Needless to say, bifurcation theory might be applied to partial differential equations (PDEs) but even proving the existence of a random attractor may appear very difficult.