Random attractors for singular stochastic evolution equations

DOI10.1016/J.JDE.2013.04.023zbMATH Open1338.37120arXiv1111.0205OpenAlexW1966958285MaRDI QIDQ2636655FDOQ2636655

Benjamn Gess

Publication date: 30 January 2014

Published in: Journal of Differential Equations (Search for Journal in Brave)

Abstract: The existence of random attractors for singular stochastic partial differential equations (SPDE) perturbed by general additive noise is proven. The drift is assumed only to satisfy the standard assumptions of the variational approach to SPDE with compact embeddings in the Gelfand triple and singular coercivity. For ergodic, monotone, contractive random dynamical systems it is proven that the attractor consists of a single random point. In case of real, linear multiplicative noise finite time extinction is obtained. Applications include stochastic generalized fast diffusion equations and stochastic generalized singular p-Laplace equations perturbed by Levy noise with jump measure having finite first and second moments.

Full work available at URL: https://arxiv.org/abs/1111.0205

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zbMATH Keywords

stochastic partial differential equationsrandom attractorrandom dynamical systemstochastic fast diffusion equationstochastic \(p\)-Laplace equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Attractors and their dimensions, Lyapunov exponents for infinite-dimensional dissipative dynamical systems (37L30) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

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