doi: 10.3934/dcdsb.2021142

Center manifolds for ill-posed stochastic evolution equations

School of Mathematics, South China University of Technology, Guangzhou 510640, China

* Corresponding author: Caibin Zeng

Received  December 2020 Revised  March 2021 Published  May 2021

The aim of this paper is to develop a center manifold theory for a class of stochastic partial differential equations with a non-dense domain through the Lyapunov-Perron method. We construct a novel variation of constants formula by the resolvent operator to formulate the integrated solutions. Moreover, we impose an additional condition involving a non-decreasing map to deduce the required estimate since Young's convolution inequality is not applicable. As an application, we present a stochastic parabolic equation to illustrate the obtained results.

Citation: Zonghao Li, Caibin Zeng. Center manifolds for ill-posed stochastic evolution equations. Discrete & Continuous Dynamical Systems - B, doi: 10.3934/dcdsb.2021142
References:
[1]

W. Arendt, Resolvent positive operators, Proc. London Math. Soc., 54 (1987), 321-349.  doi: 10.1112/plms/s3-54.2.321.  Google Scholar

[2]

W. Arendt, Vector valued Laplace transforms and Cauchy problems, Israel J. Math., 59 (1987), 327-352.  doi: 10.1007/BF02774144.  Google Scholar

[3]

L. Arnold, Random Dynamical Systems, Springer, 1998. doi: 10.1007/978-3-662-12878-7.  Google Scholar

[4]

P. Boxler, How to construct stochastic center manifolds on the level of vector fields, in Lyapunov Exponents (eds. L. Arnold, H. Crauel and J.-P. Eckmann), Springer, 1486 (1991), 141–158. doi: 10.1007/BFb0086664.  Google Scholar

[5]

T. CaraballoJ. DuanK. Lu and B. Schmalfuß, Invariant manifolds for random and stochastic partial differential equations, Adv. Nonlinear Stud., 10 (2010), 23-52.  doi: 10.1515/ans-2010-0102.  Google Scholar

[6]

T. CaraballoJ. A. Langa and J. A. Robinson, A stochastic pitchfork bifurcation in a reaction-diffusion equation, R. Soc. Lond. Proc. Ser. A, 457 (2001), 2041-2061.  doi: 10.1098/rspa.2001.0819.  Google Scholar

[7]

C. Castaing and M. Valadier, Convex Analysis and Measurable Multifunctions, Springer, 1977.  Google Scholar

[8]

X. ChenA. J. Roberts and J. Duan, Centre manifolds for stochastic evolution equations, J. Difference Equ. Appl., 21 (2015), 606-632.  doi: 10.1080/10236198.2015.1045889.  Google Scholar

[9]

G. Da Prato and E. Sinestrari, Differential operators with non-dense domain, Ann. Scuola Norm-Sci., 14 (1987), 285-344.   Google Scholar

[10]

J. DuanK. Lu and B. Schmalfuß, Invariant manifolds for stochastic partial differential equations, Ann. Probab., 31 (2003), 2109-2135.  doi: 10.1214/aop/1068646380.  Google Scholar

[11]

J. DuanK. Lu and B. Schmalfuß, Smooth stable and unstable manifolds for stochastic evolutionary equations, J. Dynam. Differential Equations, 16 (2004), 949-972.  doi: 10.1007/s10884-004-7830-z.  Google Scholar

[12]

T. Gallay, A center-stable manifold theorem for differential equations in Banach spaces, Comm. Math. Phys., 152 (1993), 249-268.  doi: 10.1007/BF02098299.  Google Scholar

[13]

K. Lu and B. Schmalfuß, Invariant manifolds for stochastic wave equation, J. Differential Equations, 236 (2007), 460-492.  doi: 10.1016/j.jde.2006.09.024.  Google Scholar

[14]

P. Magal and S. Ruan, On integrated semigroups and age-structured models in ${\mathcal{L}}^p$ space, Differential Integral Equations, 20 (2007), 197-239.   Google Scholar

[15]

P. Magal and S. Ruan, On semilinear Cauchy problems with non-dense domain, Adv. Difference Equations, 14 (2009), 1041-1084.   Google Scholar

[16]

P. Magal and S. Ruan, Center manifolds for semilinear equations with non-dense domain and applications to Hopf bifurcation in age structured models, Mem. Amer. Math. Soc., 202 (2009), vi+71 pp. doi: 10.1090/S0065-9266-09-00568-7.  Google Scholar

[17]

P. Magal and O. Seydi, Variation of constants formula and exponential dichotomy for non-autonomous non densely defined Cauchy problems, arXiv: 1608.07079 Google Scholar

[18]

S.-E. A. Mohammed and M. K. R. Scheutzow, The stable manifold theorem for stochastic differential equations, Ann. Probab., 27 (1999), 615-652.  doi: 10.1214/aop/1022677380.  Google Scholar

[19]

A. Neamtu, Random invariant manifolds for ill-posed stochastic evolution equations, Stoch. Dyn., 20 (2020), 2050013, 31pp. doi: 10.1142/S0219493720500136.  Google Scholar

[20]

A. Pazy, Semigroups of Linear Operator and Applications to Partial Differential Equations, Springer, 1983. doi: 10.1007/978-1-4612-5561-1.  Google Scholar

[21]

J. Shen and C. Zeng, Invariant foliations for stochastic partial differential equations with non-dense domain, submitted. Google Scholar

[22]

L. Shi, Smooth convergence of random center manifolds for SPDEs in varying phase spaces, J. Differential Equations, 269 (2020), 1963-2011.  doi: 10.1016/j.jde.2020.01.028.  Google Scholar

[23]

H. R. Thieme, Semiflows generated by Lipschitz perturbations of non-densely defined operators, Differential Integral Equations, 3 (1990), 1035-1066.   Google Scholar

[24]

H. R. Thieme, "Integrated semigroups" and integrated solutions to abstract Cauchy problems, J. Math. Anal. Appl., 152 (1990), 416-447.  doi: 10.1016/0022-247X(90)90074-P.  Google Scholar

show all references

References:
[1]

W. Arendt, Resolvent positive operators, Proc. London Math. Soc., 54 (1987), 321-349.  doi: 10.1112/plms/s3-54.2.321.  Google Scholar

[2]

W. Arendt, Vector valued Laplace transforms and Cauchy problems, Israel J. Math., 59 (1987), 327-352.  doi: 10.1007/BF02774144.  Google Scholar

[3]

L. Arnold, Random Dynamical Systems, Springer, 1998. doi: 10.1007/978-3-662-12878-7.  Google Scholar

[4]

P. Boxler, How to construct stochastic center manifolds on the level of vector fields, in Lyapunov Exponents (eds. L. Arnold, H. Crauel and J.-P. Eckmann), Springer, 1486 (1991), 141–158. doi: 10.1007/BFb0086664.  Google Scholar

[5]

T. CaraballoJ. DuanK. Lu and B. Schmalfuß, Invariant manifolds for random and stochastic partial differential equations, Adv. Nonlinear Stud., 10 (2010), 23-52.  doi: 10.1515/ans-2010-0102.  Google Scholar

[6]

T. CaraballoJ. A. Langa and J. A. Robinson, A stochastic pitchfork bifurcation in a reaction-diffusion equation, R. Soc. Lond. Proc. Ser. A, 457 (2001), 2041-2061.  doi: 10.1098/rspa.2001.0819.  Google Scholar

[7]

C. Castaing and M. Valadier, Convex Analysis and Measurable Multifunctions, Springer, 1977.  Google Scholar

[8]

X. ChenA. J. Roberts and J. Duan, Centre manifolds for stochastic evolution equations, J. Difference Equ. Appl., 21 (2015), 606-632.  doi: 10.1080/10236198.2015.1045889.  Google Scholar

[9]

G. Da Prato and E. Sinestrari, Differential operators with non-dense domain, Ann. Scuola Norm-Sci., 14 (1987), 285-344.   Google Scholar

[10]

J. DuanK. Lu and B. Schmalfuß, Invariant manifolds for stochastic partial differential equations, Ann. Probab., 31 (2003), 2109-2135.  doi: 10.1214/aop/1068646380.  Google Scholar

[11]

J. DuanK. Lu and B. Schmalfuß, Smooth stable and unstable manifolds for stochastic evolutionary equations, J. Dynam. Differential Equations, 16 (2004), 949-972.  doi: 10.1007/s10884-004-7830-z.  Google Scholar

[12]

T. Gallay, A center-stable manifold theorem for differential equations in Banach spaces, Comm. Math. Phys., 152 (1993), 249-268.  doi: 10.1007/BF02098299.  Google Scholar

[13]

K. Lu and B. Schmalfuß, Invariant manifolds for stochastic wave equation, J. Differential Equations, 236 (2007), 460-492.  doi: 10.1016/j.jde.2006.09.024.  Google Scholar

[14]

P. Magal and S. Ruan, On integrated semigroups and age-structured models in ${\mathcal{L}}^p$ space, Differential Integral Equations, 20 (2007), 197-239.   Google Scholar

[15]

P. Magal and S. Ruan, On semilinear Cauchy problems with non-dense domain, Adv. Difference Equations, 14 (2009), 1041-1084.   Google Scholar

[16]

P. Magal and S. Ruan, Center manifolds for semilinear equations with non-dense domain and applications to Hopf bifurcation in age structured models, Mem. Amer. Math. Soc., 202 (2009), vi+71 pp. doi: 10.1090/S0065-9266-09-00568-7.  Google Scholar

[17]

P. Magal and O. Seydi, Variation of constants formula and exponential dichotomy for non-autonomous non densely defined Cauchy problems, arXiv: 1608.07079 Google Scholar

[18]

S.-E. A. Mohammed and M. K. R. Scheutzow, The stable manifold theorem for stochastic differential equations, Ann. Probab., 27 (1999), 615-652.  doi: 10.1214/aop/1022677380.  Google Scholar

[19]

A. Neamtu, Random invariant manifolds for ill-posed stochastic evolution equations, Stoch. Dyn., 20 (2020), 2050013, 31pp. doi: 10.1142/S0219493720500136.  Google Scholar

[20]

A. Pazy, Semigroups of Linear Operator and Applications to Partial Differential Equations, Springer, 1983. doi: 10.1007/978-1-4612-5561-1.  Google Scholar

[21]

J. Shen and C. Zeng, Invariant foliations for stochastic partial differential equations with non-dense domain, submitted. Google Scholar

[22]

L. Shi, Smooth convergence of random center manifolds for SPDEs in varying phase spaces, J. Differential Equations, 269 (2020), 1963-2011.  doi: 10.1016/j.jde.2020.01.028.  Google Scholar

[23]

H. R. Thieme, Semiflows generated by Lipschitz perturbations of non-densely defined operators, Differential Integral Equations, 3 (1990), 1035-1066.   Google Scholar

[24]

H. R. Thieme, "Integrated semigroups" and integrated solutions to abstract Cauchy problems, J. Math. Anal. Appl., 152 (1990), 416-447.  doi: 10.1016/0022-247X(90)90074-P.  Google Scholar

[1]

Adina Luminiţa Sasu, Bogdan Sasu. Discrete admissibility and exponential trichotomy of dynamical systems. Discrete & Continuous Dynamical Systems, 2014, 34 (7) : 2929-2962. doi: 10.3934/dcds.2014.34.2929

[2]

Adina Luminiţa Sasu, Bogdan Sasu. Exponential trichotomy and $(r, p)$-admissibility for discrete dynamical systems. Discrete & Continuous Dynamical Systems - B, 2017, 22 (8) : 3199-3220. doi: 10.3934/dcdsb.2017170

[3]

Robert Hesse, Alexandra Neamţu. Global solutions and random dynamical systems for rough evolution equations. Discrete & Continuous Dynamical Systems - B, 2020, 25 (7) : 2723-2748. doi: 10.3934/dcdsb.2020029

[4]

Yanfeng Guo, Jinqiao Duan, Donglong Li. Approximation of random invariant manifolds for a stochastic Swift-Hohenberg equation. Discrete & Continuous Dynamical Systems - S, 2016, 9 (6) : 1701-1715. doi: 10.3934/dcdss.2016071

[5]

Tomás Caraballo, Stefanie Sonner. Random pullback exponential attractors: General existence results for random dynamical systems in Banach spaces. Discrete & Continuous Dynamical Systems, 2017, 37 (12) : 6383-6403. doi: 10.3934/dcds.2017277

[6]

Felix X.-F. Ye, Hong Qian. Stochastic dynamics Ⅱ: Finite random dynamical systems, linear representation, and entropy production. Discrete & Continuous Dynamical Systems - B, 2019, 24 (8) : 4341-4366. doi: 10.3934/dcdsb.2019122

[7]

Wenqiang Zhao. Pullback attractors for bi-spatial continuous random dynamical systems and application to stochastic fractional power dissipative equation on an unbounded domain. Discrete & Continuous Dynamical Systems - B, 2019, 24 (7) : 3395-3438. doi: 10.3934/dcdsb.2018326

[8]

Lianfa He, Hongwen Zheng, Yujun Zhu. Shadowing in random dynamical systems. Discrete & Continuous Dynamical Systems, 2005, 12 (2) : 355-362. doi: 10.3934/dcds.2005.12.355

[9]

Philippe Marie, Jérôme Rousseau. Recurrence for random dynamical systems. Discrete & Continuous Dynamical Systems, 2011, 30 (1) : 1-16. doi: 10.3934/dcds.2011.30.1

[10]

Bixiang Wang. Stochastic bifurcation of pathwise random almost periodic and almost automorphic solutions for random dynamical systems. Discrete & Continuous Dynamical Systems, 2015, 35 (8) : 3745-3769. doi: 10.3934/dcds.2015.35.3745

[11]

Daoyi Xu, Weisong Zhou. Existence-uniqueness and exponential estimate of pathwise solutions of retarded stochastic evolution systems with time smooth diffusion coefficients. Discrete & Continuous Dynamical Systems, 2017, 37 (4) : 2161-2180. doi: 10.3934/dcds.2017093

[12]

Vladimir E. Fedorov, Natalia D. Ivanova. Identification problem for a degenerate evolution equation with overdetermination on the solution semigroup kernel. Discrete & Continuous Dynamical Systems - S, 2016, 9 (3) : 687-696. doi: 10.3934/dcdss.2016022

[13]

Xingni Tan, Fuqi Yin, Guihong Fan. Random exponential attractor for stochastic discrete long wave-short wave resonance equation with multiplicative white noise. Discrete & Continuous Dynamical Systems - B, 2020, 25 (8) : 3153-3170. doi: 10.3934/dcdsb.2020055

[14]

Justyna Jarczyk, Witold Jarczyk. Gaussian iterative algorithm and integrated automorphism equation for random means. Discrete & Continuous Dynamical Systems, 2020, 40 (12) : 6837-6844. doi: 10.3934/dcds.2020135

[15]

Zhaojuan Wang, Shengfan Zhou. Random attractor and random exponential attractor for stochastic non-autonomous damped cubic wave equation with linear multiplicative white noise. Discrete & Continuous Dynamical Systems, 2018, 38 (9) : 4767-4817. doi: 10.3934/dcds.2018210

[16]

Yujun Zhu. Preimage entropy for random dynamical systems. Discrete & Continuous Dynamical Systems, 2007, 18 (4) : 829-851. doi: 10.3934/dcds.2007.18.829

[17]

Ji Li, Kening Lu, Peter W. Bates. Invariant foliations for random dynamical systems. Discrete & Continuous Dynamical Systems, 2014, 34 (9) : 3639-3666. doi: 10.3934/dcds.2014.34.3639

[18]

Weigu Li, Kening Lu. Takens theorem for random dynamical systems. Discrete & Continuous Dynamical Systems - B, 2016, 21 (9) : 3191-3207. doi: 10.3934/dcdsb.2016093

[19]

María J. Garrido–Atienza, Kening Lu, Björn Schmalfuss. Random dynamical systems for stochastic partial differential equations driven by a fractional Brownian motion. Discrete & Continuous Dynamical Systems - B, 2010, 14 (2) : 473-493. doi: 10.3934/dcdsb.2010.14.473

[20]

Peter Brune, Björn Schmalfuss. Inertial manifolds for stochastic pde with dynamical boundary conditions. Communications on Pure & Applied Analysis, 2011, 10 (3) : 831-846. doi: 10.3934/cpaa.2011.10.831

2019 Impact Factor: 1.27

Metrics

  • PDF downloads (30)
  • HTML views (62)
  • Cited by (0)

Other articles
by authors

[Back to Top]