Random attractor of stochastic Brusselator system with multiplicative noise (Q256238)

The authors prove via the exponential transformation of the Ornstein-Uhlenbeck process and some challenging estimates the existence of a random attractor for the following stochastic Brusselator system with multiplicative noise, \[ du=(d_1\triangle u +a-(b+1)u+u^2v)dt+\rho u\circ dW(t), \eqno{(1.1)} \] \[ dv=(d_2\triangle v +b-u^2v)dt+\rho v\circ dW(t), \eqno{(1.2)} \] for \((t,x)\in \mathbb{R}\times \Gamma\). Here, \(\Gamma\subset \mathbb{R}^n\) \((n\leq 3)\) is a bounded domain with a locally Lipschitz continuous boundary. The homogeneous Dirichlet boundary condition is \[ u(t,x)=v(t,x)=0,\quad t>t_0, \quad x \in \partial \Gamma \eqno{(1.3)} \] and the initial condition is \[ u(t_0,x)=u_0(x),\quad v(t_0,x)=v_0(x). \eqno{(1.4)} \] All the coefficients \(d_1, d_2, a, b\) and \(\rho\) are arbitrarily given positive constants. \(\{W(t)\}_{t\in \mathbb{R}}\) is a one-dimensional, two-sided standard Wiener process (Brownian motion) on a probability space which will be specified later. The terms \(\rho u\circ dW(t)\) and \(\rho v\circ dW(t)\) indicate that the stochastic PDEs (1.1)--(1.2) are interpreted as the corresponding stochastic integral equations in the Stratonovich sense. The fundamental results on random dynamical systems and related topics have been summarized in [\textit{L. Arnold}, Random dynamical systems. Berlin: Springer (1998; Zbl 0906.34001)]. From the article: ``When dealing with random dynamics and the existence of random attractor for stochastic partial differential equations with multiplicative noise, the stochastic PDEs are usually transformed into deterministic ones with random parameters and random initial data through the exponential transformation of Brownian motion.'' In this work, however, the authors take the approach of the exponential transformation of the Ornstein-Uhlenbeck process. This transformation does change the structure of the original equations and produces the non-autonomous terms in (2.10) and (2.11). \[ \frac{dU}{dt}= d_1\triangle U + ae^{-\rho z(\theta_t \omega)} -(b + 1)U + e^{2\rho z(\theta_t \omega)}U^2V + \rho z(\theta_t \omega)U, \eqno{(2.10)} \] \[ \frac{dV}{dt}= d_2\triangle V +bU - e^{2\rho z(\theta_t \omega)}U^2V + \rho z(\theta_t \omega)V \eqno{(2.11)} \] From the article: ``It demands more challenging and sophisticated pullback a priori estimates, other than the non-dynamical substitution of \(\omega\) by \(\theta_{-t}\omega\) as in some other publications. The result in this work shows that the approach of the Ornstein-Uhlenbeck transformation unifies the treatment of the stochastic PDEs with multiplicative noise and with additive noise in regard to pullback asymptotic dynamics, especially for the reaction-diffusion systems with some sort of weak and hidden dissipativity.'' From the abstract: ``Also the proof of pullback asymptotic compactness here is more rigorous through the bootstrap pullback estimations than a non-dynamical substitution of Brownian motion by its backward translation. It is also shown that the random attractor has the attracting regularity to be an \((L^2 \times L^2;H^1 \times H^1)\) random attractor.''