October  2014, 34(10): 3945-3968. doi: 10.3934/dcds.2014.34.3945

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

1. 

University of Wyoming, Department of Mathematics, Dept. 3036, 1000 East University Avenue, Laramie, WY 82071, United States

2. 

Dpto. Ecuaciones Diferenciales y Análisis Numérico, Universidad de Sevilla, Apdo. de Correos 1160, 41080-Sevilla, Spain

3. 

Institut für Stochastik, Friedrich Schiller Universität Jena, Ernst Abbe Platz 2, 07737 Jena

Received  February 2013 Revised  May 2013 Published  April 2014

In this paper we study the long--time dynamics of mild solutions to retarded stochastic evolution systems driven by a Hilbert-valued Brownian motion. For this purpose, we begin by showing 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 at first, only a local mild solution can be obtained, since in order to apply the Banach fixed point theorem it is crucial to have the Hölder norm of the noisy path to be sufficiently small. Subsequently, 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 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, has an associated random attractor.
Citation: Hakima Bessaih, María J. Garrido–Atienza, Björn Schmalfuss. Pathwise solutions and attractors for retarded SPDEs with time smooth diffusion coefficients. Discrete & Continuous Dynamical Systems - A, 2014, 34 (10) : 3945-3968. doi: 10.3934/dcds.2014.34.3945
References:
[1]

L. Arnold, Random Dynamical Systems,, Springer Monographs in Mathematics, (1998). Google Scholar

[2]

P. R. Beesack, Gronwall Inequalities,, Carleton Mathematical Lecture Notes, (1975). Google Scholar

[3]

A. Bensoussan and J. Frehse, Local solutions for stochastic Navier Stokes equations,, Mathematical Modelling and Numerical Analysis (Modélisation Mathématique et Analyse Numérique) 34 (2000), 34 (2000), 241. doi: 10.1051/m2an:2000140. Google Scholar

[4]

T. Caraballo, M. J. Garrido-Atienza and J. Real, Existence and uniqueness of solutions for delay stochastic evolution equations,, Stochastic Anal. Appl., 20 (2002), 1225. doi: 10.1081/SAP-120015831. Google Scholar

[5]

T. Caraballo, M. J. Garrido-Atienza and B. Schmalfuss, Existence of exponentially attracting stationary solutions for delay evolution equations,, Disc. Contin. Dyn. Syst., 18 (2007), 271. doi: 10.3934/dcds.2007.18.271. Google Scholar

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T. Caraballo, M. J. Garrido-Atienza, B. Schmalfuß and J. Valero, Non-autonomous and random attractors for delay random semilinear equations without uniqueness,, Disc. Contin. Dyn. Syst. Ser. A, 21 (2008), 415. doi: 10.3934/dcds.2008.21.415. Google Scholar

[7]

T. Caraballo, M. J. Garrido-Atienza, B. Schmalfuß and J. Valero, Asymptotic behavior of a stochastic semilinear dissipative functional equation without uniqueness of solutions,, Disc. Contin. Dyn. Syst. Ser. B, 14 (2010), 439. doi: 10.3934/dcdsb.2010.14.439. Google Scholar

[8]

T. Caraballo, P. Kloeden and B. Schmalfuß, Exponentially stable stationary solutions for stochastic evolution equations and their perturbation,, Appl. Math. Optimization, 50 (2004), 183. doi: 10.1007/s00245-004-0802-1. Google Scholar

[9]

T. Caraballo, K. Liu and A. Truman, Stochastic functional partial differential equations: existence, uniqueness and asymptotic decay property,, R. Soc. Lond. Proc. Ser. A Math. Phys. Eng. Sci., 456 (2000), 1775. doi: 10.1098/rspa.2000.0586. Google Scholar

[10]

T. Caraballo, J. Real and I. D. Chueshov, Pullback attractors for stochastic heat equations in materials with memory,, Discrete Contin. Dyn. Syst. Ser. B, 9 (2008), 525. doi: 10.3934/dcdsb.2008.9.525. Google Scholar

[11]

D. Cheban and B. Schmalfuß, Invariant manifolds, global attractors, almost automorphic and almost periodic solutions of non-autonomous differential equations,, J. Math. Anal. Appl., 340 (2008), 374. doi: 10.1016/j.jmaa.2007.08.046. Google Scholar

[12]

Y. Chen, H. Gao, M. J. Garrido-Atienza and B. Schmalfuß, Pathwise solutions of SPDEs and random dynamical systems,, to appear in Discrete Contin. Dyn. Syst. Ser. A.., (). doi: 10.3934/dcds.2014.34.79. Google Scholar

[13]

Y. Chen, H. Gao, M. J. Garrido-Atienza and B. Schmalfuß, Random attractors for SPDEs driven by an fBm,, submitted., (). Google Scholar

[14]

I. Chueshov, Monotone Random Systems Theory and Applications,, Lecture Notes in Mathematics, (1779). doi: 10.1007/b83277. Google Scholar

[15]

G. Da Prato and J. Zabczyk, Stochastic Equations in Infinite Dimensions,, University Press, (1992). doi: 10.1017/CBO9780511666223. Google Scholar

[16]

J. A. Dieudonné, Foundations of Modern Analysis,, New York, (1964). Google Scholar

[17]

J. Duan, K. Lu and B. Schmalfuß, Invariant manifolds for stochastic partial differential equations,, Ann. Prob., 31 (2003), 2109. doi: 10.1214/aop/1068646380. Google Scholar

[18]

J. Duan, K. Lu and B. Schmalfuß, Smooth stable and unstable manifolds for stochastic evolutionary equations,, J. Dynam. Differential Equations, 16 (2004), 949. doi: 10.1007/s10884-004-7830-z. Google Scholar

[19]

F. Flandoli and H. Lisei, Stationary conjugation of flows for parabolic SPDEs with multiplicative noise and some applications,, Stochastic Anal. Appl., 22 (2004), 1385. doi: 10.1081/SAP-200029481. Google Scholar

[20]

F. Flandoli and B. Schmalfuß, Random attractors for the 3D stochastic Navier-Stokes equation with multiplicative white noise,, Stochast. Rep., 59 (1996), 21. doi: 10.1080/17442509608834083. Google Scholar

[21]

M. J. Garrido-Atienza and J. Real, Existence and uniqueness of solutions for delay stochastic evolution equations of second order in time,, Stoch. Dyn., 3 (2003), 141. doi: 10.1142/S0219493703000723. Google Scholar

[22]

J. K. Hale and S. M. Verduyn Lunel, Introduction to Functional Differential Equations,, Springer-Verlag, (1995). doi: 10.1007/978-1-4612-4342-7. Google Scholar

[23]

P. Imkeller and B. Schmalfuß, The conjugacy of stochastic and random differential equations and the existence of global attractors,, J. Dynam. Differential Equations, 13 (2001), 215. doi: 10.1023/A:1016673307045. Google Scholar

[24]

Y. Kuang, Delay Differential Equations with Applications in Population Dynamics,, Academic Press, (1993). Google Scholar

[25]

H. Kunita, Stochastic Flows and Stochastic Differential Equations,, University Press, (1990). Google Scholar

[26]

K. Liu, Personal Communication,, (2013)., (2013). Google Scholar

[27]

X. Mao, Stability of Stochastic Differential Equations with Respect to Semimartingales,, Pitman Research Notes in Mathematics Series, (1991). Google Scholar

[28]

X. Mao, Stochastic Differential Equations and Applications,, Second edition. Horwood Publishing Limited, (2008). Google Scholar

[29]

W. Mather, M. R. Bennett, J. Hasty and L. S. Tsimring, Delay-induced degrade- and-fire oscillations in small genetics circuits,, Phys. Rev. Lett., 102 (2009), 1. doi: 10.1103/PhysRevLett.102.068105. Google Scholar

[30]

S.-E. A. Mohammed, Stochastic Functional Differential Equations,, Research Notes in Mathematics, (1984). Google Scholar

[31]

S.-E. A. Mohammed and M. K. R. Scheutzow, The stable manifold theorem for non-linear stochastic systems with memory. I. Existence of the semiflow,, Journal of Functional Analysis, 205 (2003), 271. doi: 10.1016/j.jfa.2002.04.001. Google Scholar

[32]

J. D. Murray, Mathematical Biology,, Springer, (1993). doi: 10.1007/b98869. Google Scholar

[33]

J. Real, Stochastic partial differential equations with delays,, Stochastics, 8 (): 1982. doi: 10.1080/17442508208833230. Google Scholar

[34]

B. Schmalfuß, Backward cocycles and attractors of stochastic differential equations,, in Int. Seminar on Applied Mathematics Nonlinear Dynamics: Attractor Approximation and Global Behaviour (eds. V. Reitmann, (1992), 185. Google Scholar

[35]

B. Schmalfuß, Attractors for the nonautonomous dynamical systems,, in Int. Conf. Differential Equations, (1999), 684. Google Scholar

[36]

G. R. Sell and Y. You, Dynamics of Evolutionary Equations,, Applied Mathematical Sciences, (2002). Google Scholar

[37]

T. Taniguchi, K. Liu and A. Truman, Existence, uniqueness and asymptotic behavior of mild solutions to stochastic functional differential equations in Hilbert spaces,, Journal of Differential Equations, 181 (2002), 72. doi: 10.1006/jdeq.2001.4073. Google Scholar

[38]

K. Yoshida, Functional Analysis,, Sixth edition, (1980). Google Scholar

show all references

References:
[1]

L. Arnold, Random Dynamical Systems,, Springer Monographs in Mathematics, (1998). Google Scholar

[2]

P. R. Beesack, Gronwall Inequalities,, Carleton Mathematical Lecture Notes, (1975). Google Scholar

[3]

A. Bensoussan and J. Frehse, Local solutions for stochastic Navier Stokes equations,, Mathematical Modelling and Numerical Analysis (Modélisation Mathématique et Analyse Numérique) 34 (2000), 34 (2000), 241. doi: 10.1051/m2an:2000140. Google Scholar

[4]

T. Caraballo, M. J. Garrido-Atienza and J. Real, Existence and uniqueness of solutions for delay stochastic evolution equations,, Stochastic Anal. Appl., 20 (2002), 1225. doi: 10.1081/SAP-120015831. Google Scholar

[5]

T. Caraballo, M. J. Garrido-Atienza and B. Schmalfuss, Existence of exponentially attracting stationary solutions for delay evolution equations,, Disc. Contin. Dyn. Syst., 18 (2007), 271. doi: 10.3934/dcds.2007.18.271. Google Scholar

[6]

T. Caraballo, M. J. Garrido-Atienza, B. Schmalfuß and J. Valero, Non-autonomous and random attractors for delay random semilinear equations without uniqueness,, Disc. Contin. Dyn. Syst. Ser. A, 21 (2008), 415. doi: 10.3934/dcds.2008.21.415. Google Scholar

[7]

T. Caraballo, M. J. Garrido-Atienza, B. Schmalfuß and J. Valero, Asymptotic behavior of a stochastic semilinear dissipative functional equation without uniqueness of solutions,, Disc. Contin. Dyn. Syst. Ser. B, 14 (2010), 439. doi: 10.3934/dcdsb.2010.14.439. Google Scholar

[8]

T. Caraballo, P. Kloeden and B. Schmalfuß, Exponentially stable stationary solutions for stochastic evolution equations and their perturbation,, Appl. Math. Optimization, 50 (2004), 183. doi: 10.1007/s00245-004-0802-1. Google Scholar

[9]

T. Caraballo, K. Liu and A. Truman, Stochastic functional partial differential equations: existence, uniqueness and asymptotic decay property,, R. Soc. Lond. Proc. Ser. A Math. Phys. Eng. Sci., 456 (2000), 1775. doi: 10.1098/rspa.2000.0586. Google Scholar

[10]

T. Caraballo, J. Real and I. D. Chueshov, Pullback attractors for stochastic heat equations in materials with memory,, Discrete Contin. Dyn. Syst. Ser. B, 9 (2008), 525. doi: 10.3934/dcdsb.2008.9.525. Google Scholar

[11]

D. Cheban and B. Schmalfuß, Invariant manifolds, global attractors, almost automorphic and almost periodic solutions of non-autonomous differential equations,, J. Math. Anal. Appl., 340 (2008), 374. doi: 10.1016/j.jmaa.2007.08.046. Google Scholar

[12]

Y. Chen, H. Gao, M. J. Garrido-Atienza and B. Schmalfuß, Pathwise solutions of SPDEs and random dynamical systems,, to appear in Discrete Contin. Dyn. Syst. Ser. A.., (). doi: 10.3934/dcds.2014.34.79. Google Scholar

[13]

Y. Chen, H. Gao, M. J. Garrido-Atienza and B. Schmalfuß, Random attractors for SPDEs driven by an fBm,, submitted., (). Google Scholar

[14]

I. Chueshov, Monotone Random Systems Theory and Applications,, Lecture Notes in Mathematics, (1779). doi: 10.1007/b83277. Google Scholar

[15]

G. Da Prato and J. Zabczyk, Stochastic Equations in Infinite Dimensions,, University Press, (1992). doi: 10.1017/CBO9780511666223. Google Scholar

[16]

J. A. Dieudonné, Foundations of Modern Analysis,, New York, (1964). Google Scholar

[17]

J. Duan, K. Lu and B. Schmalfuß, Invariant manifolds for stochastic partial differential equations,, Ann. Prob., 31 (2003), 2109. doi: 10.1214/aop/1068646380. Google Scholar

[18]

J. Duan, K. Lu and B. Schmalfuß, Smooth stable and unstable manifolds for stochastic evolutionary equations,, J. Dynam. Differential Equations, 16 (2004), 949. doi: 10.1007/s10884-004-7830-z. Google Scholar

[19]

F. Flandoli and H. Lisei, Stationary conjugation of flows for parabolic SPDEs with multiplicative noise and some applications,, Stochastic Anal. Appl., 22 (2004), 1385. doi: 10.1081/SAP-200029481. Google Scholar

[20]

F. Flandoli and B. Schmalfuß, Random attractors for the 3D stochastic Navier-Stokes equation with multiplicative white noise,, Stochast. Rep., 59 (1996), 21. doi: 10.1080/17442509608834083. Google Scholar

[21]

M. J. Garrido-Atienza and J. Real, Existence and uniqueness of solutions for delay stochastic evolution equations of second order in time,, Stoch. Dyn., 3 (2003), 141. doi: 10.1142/S0219493703000723. Google Scholar

[22]

J. K. Hale and S. M. Verduyn Lunel, Introduction to Functional Differential Equations,, Springer-Verlag, (1995). doi: 10.1007/978-1-4612-4342-7. Google Scholar

[23]

P. Imkeller and B. Schmalfuß, The conjugacy of stochastic and random differential equations and the existence of global attractors,, J. Dynam. Differential Equations, 13 (2001), 215. doi: 10.1023/A:1016673307045. Google Scholar

[24]

Y. Kuang, Delay Differential Equations with Applications in Population Dynamics,, Academic Press, (1993). Google Scholar

[25]

H. Kunita, Stochastic Flows and Stochastic Differential Equations,, University Press, (1990). Google Scholar

[26]

K. Liu, Personal Communication,, (2013)., (2013). Google Scholar

[27]

X. Mao, Stability of Stochastic Differential Equations with Respect to Semimartingales,, Pitman Research Notes in Mathematics Series, (1991). Google Scholar

[28]

X. Mao, Stochastic Differential Equations and Applications,, Second edition. Horwood Publishing Limited, (2008). Google Scholar

[29]

W. Mather, M. R. Bennett, J. Hasty and L. S. Tsimring, Delay-induced degrade- and-fire oscillations in small genetics circuits,, Phys. Rev. Lett., 102 (2009), 1. doi: 10.1103/PhysRevLett.102.068105. Google Scholar

[30]

S.-E. A. Mohammed, Stochastic Functional Differential Equations,, Research Notes in Mathematics, (1984). Google Scholar

[31]

S.-E. A. Mohammed and M. K. R. Scheutzow, The stable manifold theorem for non-linear stochastic systems with memory. I. Existence of the semiflow,, Journal of Functional Analysis, 205 (2003), 271. doi: 10.1016/j.jfa.2002.04.001. Google Scholar

[32]

J. D. Murray, Mathematical Biology,, Springer, (1993). doi: 10.1007/b98869. Google Scholar

[33]

J. Real, Stochastic partial differential equations with delays,, Stochastics, 8 (): 1982. doi: 10.1080/17442508208833230. Google Scholar

[34]

B. Schmalfuß, Backward cocycles and attractors of stochastic differential equations,, in Int. Seminar on Applied Mathematics Nonlinear Dynamics: Attractor Approximation and Global Behaviour (eds. V. Reitmann, (1992), 185. Google Scholar

[35]

B. Schmalfuß, Attractors for the nonautonomous dynamical systems,, in Int. Conf. Differential Equations, (1999), 684. Google Scholar

[36]

G. R. Sell and Y. You, Dynamics of Evolutionary Equations,, Applied Mathematical Sciences, (2002). Google Scholar

[37]

T. Taniguchi, K. Liu and A. Truman, Existence, uniqueness and asymptotic behavior of mild solutions to stochastic functional differential equations in Hilbert spaces,, Journal of Differential Equations, 181 (2002), 72. doi: 10.1006/jdeq.2001.4073. Google Scholar

[38]

K. Yoshida, Functional Analysis,, Sixth edition, (1980). Google Scholar

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