Random attractors for degenerate stochastic partial differential equations (Q1949248): Difference between revisions

Existence of random attractors is proved for a large class of stochastic partial differential equations (SPDE) with additive general Wiener noise together with real multiplicative noise. Only the standard assumptions of the variational approach for SPDE with compact embeddings in the associated Gelfand triple are made. The approach allows for noise which is rougher in space. Several applications are discussed, including stochastic porous-media equations, \(p\)-Laplace equations and reaction-diffusion equations. For \(p\)-Laplace equations, it is observed that the deterministic attractor, which is infinite-dimensional, collapses into a random point as soon as sufficiently rich (not necessarily strong) noise enters the system.