Search

This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first prove the strong convergence of the solutions of a control equation with respect to the weak topology of controls, and then show the convergence in distribution of the solutions of the stochastic equation when the noise intensity approaches zero. We finally establish the large deviations of the stochastic equation by the weak convergence method. The main difficulty of the paper is caused by the non-compactness of Sobolev embeddings on unbounded domains, and the idea of uniform tail-ends estimates is employed to circumvent the obstacle in order to obtain the tightness of distribution laws of the stochastic equation and the precompactness of the control equation. [ABSTRACT FROM AUTHOR]

This paper deals with the asymptotic compactness of the solutions of the two-dimensional Navier-Stokes equations defined in unbounded channel-like domains. In order to overcome the non-compactness of Sobolev embeddings in unbounded domains, we establish the uniform tail-ends estimates of solutions by showing all the solutions are uniformly small outside a sufficiently large bounded domain for all large time and bounded initial data, which implies the asymptotic compactness and hence the existence of global attractors in the natural energy space. The uniform tail-ends estimates are derived by the scalar stream function of the Navier-Stokes equations which is distinct from the reaction-diffusion equation due to the divergence free condition. [ABSTRACT FROM AUTHOR]

This paper is concerned with uniform large deviation principles of fractional stochastic reaction-diffusion equations driven by additive noise defined on unbounded domains where the solution operator is non-compact and hence the result of [32] does not apply. The nonlinear drift is assumed to be locally Lipschitz continnous instead of being globally Lipschitz continuous. We first prove a large deviation principle for a fractional linear stochastic equation by the weak convergence method, and then show a uniform large deviation principle for the fractional nonlinear equation by a uniform contraction principle, despite the Sobolev embeddings are non-compact in unbounded domains. The result of the paper regrading the uniform large deviations can be applied to investigate the exit time and exit place of the solutions of the stochastic reaction-diffusion equations from a given domain in the phase space. [ABSTRACT FROM AUTHOR]

In this paper, we first prove a uniform contraction principle for verifying the uniform large deviation principles of locally Hölder continuous maps in Banach spaces. We then show the local Hölder continuity of the solutions of a class of fractional parabolic equations with polynomial drift of any order defined on ℝ n . We finally establish the large deviation principle of the fractional stochastic equations uniformly with respect to bounded initial data, despite the solution operators are not compact due to the non-compactness of Sobolev embeddings on unbounded domains. [ABSTRACT FROM AUTHOR]

This paper is concerned with the long term dynamics of the supercritical stochastic wave equation driven by multiplicative noise on unbounded domains. By introducing an appropriate variable, we convert the stochastic equation into a pathwise deterministic wave equation and prove the existence and uniqueness of solutions by the uniform Strichartz estimates. Then we prove the existence and uniqueness of pullback random attractors of the non-autonomous random dynamical system associated with the stochastic equation. The pullback asymptotic compactness of solutions is established by the idea of uniform tail-ends estimates as well as the decomposition method of the solution operator in order to overcome the non-compactness of Sobolev embeddings on unbounded domains. [ABSTRACT FROM AUTHOR]

This paper is concerned with periodic measures of fractional stochastic reaction-diffusion equations with variable time delay defined on unbounded domains. We first prove the existence of periodic measures of the Markov process associated with the equation by showing the weak compactness of distribution laws of a family of solutions based on the uniform estimates and the equicontinuity of solutions in probability. We then establish the regularity of periodic measures and prove the tightness of the set of all periodic measures of the equation for small noise intensity. As a result, any sequence of periodic measures possesses at least one limit point, and we further prove every such limit must be a periodic measure of the corresponding limiting system. Finally, under further assumptions on the nonlinear terms, we establish the uniqueness and the exponential mixing property of periodic measures in the sense of Wasserstein metric. All the results of the paper are also valid for invariant measures of the corresponding autonomous version of the stochastic equation with constant time delay. The idea of uniform tail estimates of solutions in probability is employed to overcome the difficulty introduced by the non-compactness of Sobolev embeddings on unbounded domains. [ABSTRACT FROM AUTHOR]

This article is concerned with the well-posedness as well as long-term dynamics of a wide class of non-autonomous, non-local, fractional, stochastic FitzHugh-Nagumo systems driven by nonlinear noise defined on the entire spaceℝRN. The well-posedness is proved for the systems with polynomial drift terms of arbitrary order as well as locally Lipschitz nonlinear diffusion terms by utilizing the pathwise and mean square uniform estimates. The mean random dynamical system generated by the solution operators is proved to possess a unique weak pullback mean random attractor in a Bochner space. The existence of invariant measures is also established for the autonomous systems with globally Lipschitz continuous diffusion terms. The idea of uniform tail-estimates of the solutions in the appropriate spaces is employed to derive the tightness of a family of probability distributions of the solutions in order to overcome the non-compactness of the standard Sobolev embeddings on ℝN as well as the lack of smoothing effect on one component of the solutions. The results of this paper are new even when the fractional Laplacian is replaced by the standard Laplacian. [ABSTRACT FROM AUTHOR]

This paper is concerned with the convergence of invariant measures in the Wasserstein sense for fractional stochastic reaction–diffusion equations defined on unbounded domains as the noise intensity approaches zero. Based on uniform estimates of solutions, we prove the family of invariant measures of the stochastic equations converges to the invariant measure of the corresponding deterministic equations in terms of the Wasserstein metric. We also provide the rate of such convergence. [ABSTRACT FROM AUTHOR]

This paper is devoted to the study of long term behavior of the two-dimensional random Navier-Stokes equations driven by colored noise defined in bounded and unbounded domains. We prove the existence and uniqueness of pullback random attractors for the equations with Lipschitz diffusion terms. In the case of additive noise, we show the upper semi-continuity of these attractors when the correlation time of the colored noise approaches zero. When the equations are defined on unbounded domains, we establish the pullback asymptotic compactness of the solutions by Ball's idea of energy equations in order to overcome the difficulty introduced by the noncompactness of Sobolev embeddings. [ABSTRACT FROM AUTHOR]

This paper is concerned with the asymptotic behavior of the solutions of the fractional reaction-diffusion equations with polynomial drift terms of arbitrary order driven by locally Lipschitz nonlinear diffusion terms defined on R n. We first prove the well-posedness of the equation based on pathwise uniform estimates as well as uniform estimates on average. We then define a mean random dynamical system via the solution operators and prove the existence and uniqueness of weak pullback mean random attractors. We finally establish the existence of invariant measures when the diffusion terms are globally Lipschitz continuous. The uniform estimates on the tails of solutions are employed to prove the tightness of a family of probability distributions of solutions in order to overcome the non-compactness of usual Sobolev embeddings on unbounded domains. [ABSTRACT FROM AUTHOR]

We investigate the pathwise asymptotic behavior of the FitzHugh–Nagumo systems defined on unbounded domains driven by nonlinear colored noise. We prove the existence and uniqueness of tempered pullback random attractors of the systems with polynomial diffusion terms. The pullback asymptotic compactness of solutions is obtained by the uniform estimates on the tails of solutions outside a bounded domain. We also examine the limiting behavior of the FitzHugh–Nagumo systems driven by linear colored noise as the correlation time of the colored noise approaches zero. In this respect, we prove that the solutions and the pullback random attractors of the systems driven by linear colored noise converge to that of the corresponding stochastic systems driven by linear white noise. [ABSTRACT FROM AUTHOR]

We prove the existence and uniqueness of tempered random attractors for stochastic Reaction-Diffusion equations on unbounded domains with multiplicative noise and deterministic non-autonomous forcing. We establish the periodicity of the tempered attractors when the stochastic equations are forced by periodic functions. We further prove the upper semicontinuity of these attractors when the intensity of stochastic perturbations approaches zero. [ABSTRACT FROM AUTHOR]

Abstract: We study pullback attractors of non-autonomous non-compact dynamical systems generated by differential equations with non-autonomous deterministic as well as stochastic forcing terms. We first introduce the concepts of pullback attractors and asymptotic compactness for such systems. We then prove a sufficient and necessary condition for existence of pullback attractors. We also introduce the concept of complete orbits for this sort of systems and use these special solutions to characterize the structures of pullback attractors. For random systems containing periodic deterministic forcing terms, we show the pullback attractors are also periodic under certain conditions. As an application of the abstract theory, we prove the existence of a unique pullback attractor for Reaction–Diffusion equations on with both deterministic and random external terms. Since Sobolev embeddings are not compact on unbounded domains, the uniform estimates on the tails of solutions are employed to establish the asymptotic compactness of solutions. [Copyright &y& Elsevier]

This paper is concerned with the asymptotic behavior of solutions of the non-autonomous reaction-diffusion equations driven by nonlinear colored noise defined on unbounded domains. The nonlinear drift and diffusion terms are assumed to be continuous but not necessarily Lipschitz continuous which leads to the non-uniqueness of solutions. We prove the existence and uniqueness of pullback random attractors for the multi-valued non-autonomous cocycles generated by the solution operators. The measurability of the random attractors is established by the method based on the weak upper semicontinuity of the solutions. The asymptotic compactness of the solutions is derived by Ball's idea of energy equations in order to overcome the non-compactness of Sobolev embeddings on unbounded domains. [ABSTRACT FROM AUTHOR]