Pathwise solutions and attractors for retarded SPDEs with time smooth diffusion coefficients

DOI10.3934/DCDS.2014.34.3945zbMATH Open1318.37029arXiv1302.2400OpenAlexW2963681679MaRDI QIDQ476460FDOQ476460

Authors: Hakima Bessaih, María J. Garrido-Atienza, Björn Schmalfuss 

Publication date: 2 December 2014

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Abstract: In this paper we study the longtime dynamics of mild solutions to retarded stochastic evolution systems driven by a Hilbert-valued Brownian motion. As a preparation for this purpose we have to show the existence and uniqueness of a cocycle solution of such an equation. We do not assume that the noise is given in additive form or that it is a very simple multiplicative noise. However, we need some smoothing property for the coefficient in front of the noise. The main idea of this paper consists of expressing the stochastic integral in terms of non-stochastic integrals and the noisy path by using an integration by parts. This latter term causes that in a first moment only a local mild solution can be obtained, since in order to apply the Banach fixed point theorem it is crucial to have the H"older norm of the noisy path to be sufficiently small. Later, by using appropriate stopping times, we shall derive the existence and uniqueness of a global mild solution. Furthermore, the asymptotic behavior is investigated by using the {it Random Dynamical Systems theory}. In particular, we shall show that the global mild solution generates a random dynamical system that, under an appropriate smallness condition for the time lag, have associated a random attractor.

Full work available at URL: https://arxiv.org/abs/1302.2400

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zbMATH Keywords

stochastic PDEspathwise solutionsrandom attractorsHilbert-valued Brownian motion

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Attractors (35B41) PDEs with randomness, stochastic partial differential equations (35R60) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

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Cited In (8)

• Random attractors of a stochastic Hopfield neural network model with delays
• Invariant measure and random attractors for stochastic differential equations with delay
• A dynamical theory for singular stochastic delay differential equations. I: Linear equations and a multiplicative ergodic theorem on fields of Banach spaces
• Random Attractors for Delay Parabolic Equations with Additive Noise and Deterministic Nonautonomous Forcing
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• Random attractors for a stochastic age-structured population model
• Retarded evolution systems driven by fractional Brownian motion with Hurst parameter \(H>1/2\)
• Existence-uniqueness and exponential estimate of pathwise solutions of retarded stochastic evolution systems with time smooth diffusion coefficients

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