Volume 2011, Issue 1 628459
Research Article
Open Access

Asymptotic Behavior of Stochastic Partly Dissipative Lattice Systems in Weighted Spaces

Xiaoying Han

Corresponding Author

Xiaoying Han

Department of Mathematics and Statistics, Auburn University, Auburn, AL 36849, USA auburn.edu

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First published: 20 December 2011
Academic Editor: I. Chueshov

Abstract

We study stochastic partly dissipative lattice systems with random coupled coefficients and multiplicative/additive white noise in a weighted space of infinite sequences. We first show that these stochastic partly dissipative lattice differential equations generate a random dynamical system. We then establish the existence of a tempered random bounded absorbing set and a global compact random attractor for the associated random dynamical system.

1. Introduction

Stochastic lattice differential equations (SLDE’s) arise naturally in a wide variety of applications where the spatial structure has a discrete character and random spatiotemporal forcing, called noise, is taken into account. These random perturbations are not only introduced to compensate for the defects in some deterministic models, but are also rather intrinsic phenomena. SLDE’s may also arise as spatial discretization of stochastic partial differential equations (SPDE’s); however, this need not to be the case, and many of the most interesting models are those which are far away from any SPDE’s.

The long term behavior of SLDE’s is usually studied via global random attractors. For SLDE’s on regular spaces of infinite sequences, Bates et al. initiated the study on existence of a global random attractor for a certain type of first-order SLDE’s with additive white noise on 1D lattice [1]. Continuing studies have been made on various types of SLDS’s with multiplicative or additive noise, see [27].

Note that regular spaces of infinite sequences may exclude many important and interesting solutions whose components are just bounded, considering that a weighted space of infinite sequences can make the study of stochastic LDE’s more intensive. More importantly, all existing works on SLDE’s consider either a noncoupled additive noise or a multiplicative white noise term at each individual node whereas in a realistic system randomness appears at each node as well as the coupling mode between two nodes. Han et al. initiated the asymptotic study of such SLDE’s in a weighted space of infinite sequences, with not only additive/multiplicative noise but also coefficients which are randomly coupled [8].

In this work, following the idea of [8], we will investigate the existence of a global random attractor for the following stochastic partly dissipative lattice systems with random coupled coefficients and multiplicative/additive white noise in weighted spaces:
()
()
where ui, hi, gi, ai, bi  fiC1(, ); (i), λ, α, σ, μ > 0 are positive constants; A is the coupling operator, ηi,−q(ω), …,   ηi,0(ω),    … , ηi,+q(ω), i, q, are random variables, and w(t), {wi(t) : i} are two-sided Brownian motions on proper probability spaces.

For deterministic partly dissipative lattice systems without noise, the existence of the global attractor has been studied in [913]. For stochastic lattice system (1.2) with additive noises, when q = 1, ηi,±1(ω) ≡ 1, ηi,0(ω)≡−2 for all i, Huang [4] and Wang et al. [14] proved the existence of a global random attractor for the associated RDS in the regular phase space l2 × l2. In this work we will consider the existence of a compact global random attractor in the weighted space , which attracts random tempered bounded sets in pullback sense, for stochastic lattice systems (1.1) and (1.2). Here we choose a positive weight function ρ : → (0, M0] such that . If ∑iρ(i) < , then contains any infinite sequences whose components are just bounded and l2l. Note that when ρ(i) ≡ 1, our results recover the results obtained in [4, 14] while is reduced to the standard l2. Moreover, the required conditions in this work for the existence of a random attractor for system (1.2)-(1.1) in weighted space are weaker than those in l2 × l2.

The rest of this paper is organized as follows. In Section 2, we present some preliminary results for global random attractors of continuous random dynamical systems in weighted spaces of infinite sequences. We then discuss the existence of random attractors for stochastic lattice systems (1.1) and (1.2) in Sections 3 and 4, respectively.

2. Preliminaries

In this section, we present some concepts related to random dynamical systems (RDSs) and random attractors [1, 8, 15] on weighted space of infinite sequences.

Let ρ be a positive function from to (0, M0] ⊂ +, where M0 is a finite positive constant. Define for any i, ρi = ρ(i) and
()
then is a separable Hilbert space with the inner product 〈u,vρ = ∑iρiuivi and norm for u = (ui) i, . Moreover, define
()
with inner product
()
and norm
()
then H is also a separable Hilbert space.

Let (Ω, , ) be a probability space and {θt : Ω → Ω, t} be a family of measure-preserving transformations such that (t, Ω) ↦ θtΩ is (() × , )-measurable, θ0 = IdΩ and θt+s = θtθs for all s, t. The space (Ω, , , (θt) t) is called a metric dynamical system. In the following, “property (P) holds for a.e. ω ∈ Ω with respect to (θt) t" means that there is with and such that (P) holds for all .

Recall the following definitions from existing literature.
  • (i)

    A stochastic process {S(t, ω)} t≥0,ω∈Ω is said to be a continuous RDS over (Ω, , , (θt) t) with state space H, if S : + × Ω × HH is ((+) × × (H), (H))-measurable, and for each ω ∈ Ω, the mapping S(t, ω) : HH,   uS(t, ω)u is continuous for t ≥ 0, S(0, ω)u = u and S(t + s, ω) = S(t, θsω)S(s, ω) for all uH and s, t ≥ 0.

  • (ii)

    A set-valued mapping ωD(ω) ⊂ H (may be written as D(ω) for short) is said to be a random set if the mapping ω ↦ distH(u, D(ω)) is measurable for any uH.

  • (iii)

    A random set D(ω) is called a closed (compact) random set if D(ω) is closed (compact) for each ω ∈ Ω.

  • (iv)

    A random set D(ω) is said to be bounded if there exist u0H and a random variable r(ω) > 0 such that D(ω)⊂{uH : ∥uu0Hr(ω)} for all ω ∈ Ω.

  • (v)

    A random bounded set D(ω) is said to be tempered if for a.e. ω ∈ Ω,

    ()
    Denote by 𝒟(H) the set of all tempered random sets of H.

  • (vi)

    A random set B(ω) is said to be a random absorbing set in 𝒟(H) if for any D(ω) ∈ 𝒟(H) and a.e. ω ∈ Ω, there exists TD(ω) such that S(t, θtω)D(θtω) ⊂ B(ω)  for  all  tTD(ω).

  • (vii)

    A random set A(ω) is said to be a random attracting set if for any D(ω) ∈ 𝒟(H), we have

    ()
    in which distH is the Hausdorff semidistance defined via distH(E, F) = sup uEinf vFuvρ for any .

  • (viii)

    A random compact set  A(ω) is said to be a random global   𝒟 attractor if it is a compact random attracting set and  S(t, ω)A(ω) = A(θtω) for a.e.  ω ∈ Ω and  t ≥ 0.

Definition 2.1 (see [8].){S(t, ω)} t≥0,ω∈Ω is said to be random asymptotically null in 𝒟(H), if for any D(ω) ∈ 𝒟(H), a.e. ω ∈ Ω, and any ɛ > 0, there exist T(ɛ, ω, D(ω)) > 0 and I(ɛ, ω, D(ω)) ∈ such that

()

Theorem 2.2 (see [8].)Let {S(t, ω)} t≥0,ω∈Ω be a continuous RDS over (Ω, , , (θt) t) with state space H and suppose that

  • (a)

    there exists a random bounded closed absorbing set B(ω) ∈ 𝒟(H) such that for a.e. ω ∈ Ω and any D(ω) ∈ 𝒟(H), there exists TD(ω) > 0 yielding S(t, θtω)D(θtω) ⊂ B(ω) for all tTD(ω);

  • (b)

    {S(t, ω)} t≥0,ω∈Ω is random asymptotically null on B(ω); that is, for a.e. ω ∈ Ω and for any ɛ > 0, there exist T(ɛ, ω, B(ω)) > 0 and I(ɛ, ω, B(ω)) ∈ such that

()

Then the RDS {S(t, ω)} t≥0,ω∈Ω possesses a unique global random 𝒟 attractor A(ω) given by

()

3. Stochastic Partly Dissipative Lattice Systems with Multiplicative Noise in Weighted Spaces

This section is devoted to the study of asymptotic behavior for system (1.1) in weighted space . We first transform the stochastic lattice system (1.1) to random lattice system in Section 3.1. We then show in Section 3.2 that (1.1) generates random dynamical system in H. Finally we prove in Section 3.3 the existence of a global random attractor for system (1.1).

Throughout the rest of this paper, a positive weight function ρ : + is chosen to satisfy
  • (P0)

    0 < ρ(i) ≤ M0 and ρ(i) ≤ c · ρ(i ± 1),   for  all  i for some positive constants M0 and c.

(e.g., ρ(x) = 1/(1 + ϵ2x2) q,   q > 1/2 [16, 17] and ρ(x) = eϵ|x|,   x where ϵ > 0).

3.1. Mathematical Setting

Define Ω1 = {ωC(, ) : ω(0) = 0} = C0(, ), and denote by 1 the Borel σ-algebra on Ω1 generated by the compact open topology (see [2, 15]) and 1 the corresponding Wiener measure on 1. Defining (θt) t on Ω1 via θtω(·) = ω(·+t) − ω(t) for t, then (Ω1, 1, 1, (θt) t) is a metric dynamical system.

Consider the stochastic lattice system (1.1) with random coupled coefficients and multiplicative white noise:
()
where u = (ui) i, v = (vi) i; f(u) = (fi(ui)) i with fiC1(, ) (i), g = (gi) i,   h = (hi) i; λ,   α,   σ, μ are positive constants; ηi,−q(ω), …,   ηi,0(ω), …,   ηi,+q(ω)  (q) are random variables on the probability space (Ω1, 1, 1); A(·) is a linear operator on defined by
()
w(t) is a Brownian motion (Wiener process) on the probability space (Ω1, 1, 1); ∘ denotes the Stratonovich sense of the stochastic term.
For convenience, we first transform (3.1) into a random differential equation without white noise. Let
()
then δ(θtω) is an Ornstein-Uhlenbeck process on (Ω1, 1, 1, (θt) t) that solves the following Ornstein-Uhlenbeck equation (see [2, 15] for details)
()
where w(t)(ω) = w(t, ω) = ω(t) for ω ∈ Ω1, t, and possesses the following properties.

Lemma 3.1 (see [2], [15].)There exists a θt-invariant set of Ω1 of  full 1 measure such that for , one has

  • (i)

    the random variable |δ(ω)| is tempered;

  • (ii)

    the mapping  δ(θtω)

    ()
    is a stationary solution of Ornstein-Uhlenbeck equation (3.4) with continuous trajectories;

  • (iii)

    ()

The mapping of θ on possesses same properties as the original one if we choose the trace σ-algebra with respect to to be denoted also by 1. Therefore we can change our metric dynamical system with respect to , still denoted by the symbols (Ω1, 1, 1, (θt) t).

Let
()
where (u(t, ω), v(t, ω)) is a solution of (3.1), then (u(t, ω), v(t, ω))↦(x(t, ω), y(t, ω)) is a homomorphism in H. System (3.1) can then be transformed to the following random system with random coefficients but without white noise:
()
Letting z = (x, y), (3.8) are equivalent to
()
where
()
We now make the following standing assumptions on fi, gi, hi, and ηi,j,     (j = −q, …, q)  i and study in the following subsections asymptotic behavior of system (3.9).
  • (H1)

    g = (gi) i, .

  • (H2)

    Let

    ()
    η(θtω)  (<)  belongs to   with respect to t  for each ω ∈ Ω1.
    ()
    and η(ω)  is tempered, that is, there exists a θt-invariant set Ω101 of full 1  measure such that for ω ∈ Ω10,
    ()
    In the following, we will consider and still write as Ω1.

  • (H3)

    , where .

  • (H4)

    There exists a function RC(+, +) such that

()
  • (H5)

    fiC1(, ), fi(0) = 0, , , and there exists a constant a ≥ 0 such that , for  all  s, i.

3.2. Random Dynamical System Generated by Random Lattice System

In this subsection, we show that the random lattice system (3.9) generates a random dynamical system on H.

Definition 3.2. We call z : [0, T) → H a solution of the following random differential equation

()
where ω ∈ Ω0, if zC([0, T), H) satisfies
()

Theorem 3.3. Let T > 0 and (P0), (H1), (H2), (H4), and (H5) hold. Then for any ω ∈ Ω1 and any initial data z0 = (x(0), y(0)) ∈ H, (3.9) admits a unique solution z(·; ω, z0) = (x(·; ω, z0), y(·; ω, z0)) ∈ C([0, T), H) with z(0; ω, z0) = z0.

Proof. (1) Denote E = l2 × l2, we first show that if z0E and (h, g) ∈ E, then (3.9) admits a unique solution z(t; ω, z0, h, g) ∈ E on [0, T) with z(0; ω, z0, g, h) = z0. Given zE, ω ∈ Ω1, and (h, g) ∈ E, note that F(z, ω) is continuous in z and measurable in ω from E × Ω1 to E.

By (3.2) and (H2),

()
By (H4),
()
and therefore
()
For any z(1) = (x(1), y(1)), z(2) = (x(2), y(2)) ∈ E, and for some ϑ ∈ (0,1)
()
Also
()
It then follows that
()
For any compact set DE with sup zDz∥≤r, defining random variable ζD(ω) ≥ 0 via
()
we have
()
and for any z,   z(1),   z(2)D,
()
According to [15, 19, 20], problem (3.9) possesses a unique local solution z(·; ω, z0, g, h) ∈ C([0, Tmax ), E) (0 < Tmax T) satisfying the integral equation
()

We will next show that Tmax  = T. Since the set C0() of continuous random process in t is dense in the set L1() (see [18, 21]), for each ω ∈ Ω1, there exists a sequence of continuous random process in t such that

()

Consider the random differential equation with initial data z0E:

()
where
()
Follow the same procedure as above, (3.28) has a unique solution , that is,
()
and by the continuity of Am(s, ω) in s, there holds
()
Note that
()
multiplying (3.31) by and sum over i results in
()
Applying Gronwall’s inequality to (3.33) we obtain that
()
where κ(t) ∈ C([0, T), ) is independent of m, which implies that the interval of existence of z(m)(t) is [0, T), and z(m)(·; ω, z0, g, h) ∈ C1([0, T), E).

By (3.34),

()
Since for some K(T, ω) > 0 and t ∈ [0, T), then for any t,   τ ∈ [0, T), m,
()
By the Arzela-Acoli Theorem, there exists a convergent subsequence of such that
()
and is continuous on t ∈ [0, T). Moreover, for t ∈ [0, T). By (3.27), (3.35), assumption (H2), and the Lebesgue Dominated Convergence Theorem we have
()
Thus replacing m by mk in (3.31) and letting k give
()
By the uniquness of the solutions of (3.9), we have for t ∈ [0, Tmax ). By (3.34), for t ∈ [0, Tmax ), which implies that the solution z(t) of (3.9) exists globally on t ∈ [0, T).

(2) Next we prove that for any z0H and (h, g) ∈ H, (3.9) has a solution z(t; ω, z0, h, g) on [0, T) with z(0; ω, z0, h, g) = z0. Let z1,0,   z2,0E and h1 = (h1,i) i, h2 = (h2,i) i, g1 = (g1,i) i,g2 = (g2,i) il2. Let be two solutions of (3.28) with initial data z1,0,   z2,0 and h, g replaced by h1, h2, g1, g2, respectively. Set . Take inner product 〈·, ·〉 H of (d/dt)d(m) with d(m) and evaluate each term as follows. By (P0), (H1), (H2), and (H4),

()
It then follows that
()
For T > 0, applying Gronwall’s inequality to (3.41) on [0, T] implies that
()
for some constant CT depending on T, and thus
()
where is a constant depending on T. Denote by , where with the norm ∥·∥ρ. By (3.43), there exists a mapping such that Φ(m)(z0, g, h) = z(m)(t; ω, z0, g, h), where z(m)(t; ω, z0, g, h) is the solution of (3.28) on [0, T) with z(m)(0; ω, z0, g, h) = z0. Since is dense in , the mapping Φ(m) can be extended uniquely to a continuous mapping .

For given z0H and (g, h) ∈ H, for T > 0. There exist sequences , such that

()
Let be the solution of (3.28), then it satisfies the integral equation
()
By the continuity of , we have for t ∈ [0, T),
()
Thus for each i,
()
Moreover, is bounded in n. Let n, then we have
()
and satisfies the differential equation (3.31).

Multiply equation (3.31) by and sum over i, we obtain

()
Similar to the process (3.35)–(3.39) in part (1), we obtain the existence of a unique solution z(t; ω, z0, g, h) ∈ H of (3.9) with initial data z0H, which is the limit function of a subsequence of {z(m)(t; ω, z0, g, h)} in H for t ∈ [0, T). In the latter part of this paper, we may write z(t; ω, z0, h, g) as z(t; ω, z0) for simplicity.

Theorem 3.4. Assume that (P0), (H1), (H2), (H4), and (H5) hold. Then (3.9) generates a continuous RDS over (Ω1, 1, 1, (θt) t) with state space H:

()
Moreover,
()
defines a continuous RDS over (Ω1, 1, 1, (θt) t) associated with (3.1).

Proof. By Theorem 3.3, the solution z(t; ω, z0) of (3.9) with z(0; ω, z0) = z0 exists globally on [0, ). It is then left to show that z(t; ω, z0) = z(t; ω, z0, h, g) is measurable in (t, ω, z0).

In fact, for z0E and (h, g) ∈ E, the solution of (3.9) z(t; ω, z0, h, g) ∈ E for t ∈ [0, ). In this case, function F(z, t, ω, h, g) = F(z, t, ω) is continuous in z,h, g and measurable in t, ω, which implies that z : [0, ) × Ω1 × E × EE,(t; ω, z0, h, g) ↦ z(t; ω, z0, h, g) is (([0, ) × 1 × (E) × (E), (E))-measurable.

For z0H and (h, g) ∈ H, the solution z(t; ω, z0, h, g)∈H for t ∈ [0, ). For any given N > 0, define TN : HE, (u, v) = ((ui), (vi)) iTN(u, v) = ((TN(u, v)) i) i by

()
and write
()
Then TN is continuous and for any z0H, (h, g) ∈ H, and
()
Thus z : [0, ) × Ω1 × E × EH is (([0, )) × 0 × (E) × (E), (H))-measurable. Observe also that (Id, Id, TN, TN):[0, ) × Ω1 × H × H → [0, ) × Ω0 × E × E is (([0, )) × 0 × (H) × (H), ([0, )) × 0 × (E) × (E))-measurable. Hence zN = z∘(Id, Id, TN, TN):[0, ) × Ω1 × H × HH is (([0, )) × 0 × (H) × (H), (H))-measurable. It then follows from (3.54) that z : [0, ) × Ω1 × H × HH is (([0, )) × 1 × (H) × (H), (H))-measurable. Therefore, fix (h, g) ∈ H we have that z(t; ω, z0) = z(t; ω, z0, h, g) is measurable in (t, ω, z0). The other statements then follow directly.

Remark 3.5. If (h, g) ∈ E, system (3.1) defines a continuous RDS {φ(t)} t≥0 over (Ω1, 1, 1, (θt) t) in both state spaces E and H.

3.3. Existence of Tempered Random Bounded Absorbing Sets and Global Random Attractors in Weighted Space

In this subsection, we study the existence of a tempered random bounded absorbing set and a global random attractor for the random dynamical system generated by (3.1) in weighted space H.

Theorem 3.6. Assume that (P0), (H1)–(H5) hold, then there exists a closed tempered random bounded absorbing set B1ρ(ω) ∈   𝒟(H) of such that for any D(ω) ∈ 𝒟(H) and each ω ∈ Ω1, there exists TD(ω) > 0 yielding φ(t, θtω)D(θtω)⊂B1ρ(ω) for all tTD(ω). In particular, there exists T1ρ(ω) > 0 such that φ(t, θtω)B1ρ(θtω) ⊂ B1ρ(ω) for all  tT1ρ(ω).

Proof. (1) For initial condition z0E and (h, g) ∈ E, let z(m)(t, ω) = z(m)(t; ω, z0(ω), h, g) be a solution of (3.28) with z0(ω) = eδ(ω)z0E, where ω ∈ Ω1, then z(m)(t, ω) ∈ E for all t ≥ 0. Let ϵ1 > 0 be such that

()
By (H4) and (H5), we have
()
()
Applying Gronwall’s inequality to (3.57), we obtain that for t > 0,
()

(2) For any z0H and (h, g) ∈ H, let {z0n} ⊂ E and {(hn, gn)} ⊂ E be sequences such that

()
Then z(m)(t; ω, z0n, hn, gn) → z(m)(t; ω, z0, h, g) as n in H, and (3.58) holds for z0H. Therefore,
()
where
()
For any β > 0, since
()
then r1ρ(ω) is tempered.

Let z(t, ω) = ψ(t, ω)z0(ω) = z(t; ω, z0(ω), h, g) be a solution of equation (3.9) with z0(ω) = eδ(ω)(u0, v0) ∈ H, where ω ∈ Ω1 and (h, g) ∈ H, then z(t, ω) ∈ H, and there exists a subsequence converging to z(t, ω) as mk for all t ≥ 0. Inequality (3.60) still holds after replacing z(m)(t, ω) by z(t, ω) since the right hand of (3.60) is independent of m. Thus for (u0, v0) ∈ D(θtω),

()
Let . By properties of η(θ±tω) and D𝒟(H), we have
()
and hence
()
Denote by , it follows that
()
is a tempered closed random absorbing set for .

Theorem 3.7. Assume that (P0), (H1)–(H5) hold, then the RDS generated by (3.1) possesses a unique global random 𝒟 attractor given by

()

Proof. According to Theorem 2.2, it remains to prove the asymptotically nullness of ; that is, for any ɛ > 0, there exists T(ɛ, ω, B1ρ) > T1ρ(ω) and I(ɛ, ω) ∈ such that when tT(ɛ, ω, B1ρ), the solution φ(t, ω)(u0, v0) = ((ui, vi)(t; ω, u0, v0))iH of (3.1) with (u0, v0) ∈ B1ρ(θtω) satisfies

()
Choose a smooth increasing function ξC1(+, [0,1]) such that
()
Let (u, v)(t; ω, u0, v0, h, g) = ((ui, vi)(t; ω, u0, v0, h, g)) i be a solution of (3.1), then
()
is a solution of (3.9) with z0(ω) = eδ(ω)(u0, v0) ∈ H.

Let z0n = Tnz0, (hn, gn) = Tn(h, g), where Tn is as in (3.52). Then z0nE, (hn, gn) ∈ E and z(t; ω, z0n, hn, gn) → z(t; ω, z0, h, g) in H. For any n ≥ 1, let z(m)(t) = z(m)(t; ω, z0n(ω), hn, gn) be the solution of (3.28), where z(m)(0) = z0n(ω). By Theorem 3.4, z(m)(·) ∈ C([0, ), E)∩C1((0, ), E). Let M be a suitable large integer (will be specified later); multiply (3.31) by and sum over i, we obtain

()
Applying Gronwall’s inequality to (3.71) from to t gives
()
Therefore for (u0, v0) ∈ B1ρ(θtω)∩H,
()
We next estimate terms (i), (ii), (iii) on the right-hand side of (3.73). By (3.61),
()
which implies that for all ɛ > 0, there exists T1(ɛ, ω, B1ρ) ≥ T1ρ such that for tT1(ɛ, ω, B1ρ),
()
By and
()
there exists I1(ɛ, ω) ∈ such that for M > I1(ɛ, ω),
()

Note that , then by (H2), η(ω) is tempered and it follows that there exists a such that

()
Therefore
()
For tT1ρ, by (H2) and (3.6), there exists such that
()
Let , and t > T2 + T1ρ, write
()
of which
()
Equation (3.79) together with (3.82) implies that there exist T3(ɛ, ω, B1ρ) ≥ T2 and I2(ɛ, ω) ∈ such that for M > I2(ɛ, ω), tT3(ɛ, ω, B1ρ),
()
In summary, let
()
Then for t > T(ɛ, ω, B1ρ) and MI(ɛ, ω), we have
()
Since as mk, by (3.85),
()
Letting n in (3.86), we obtain
()
That is, is asymptotically null on B1ρ(ω), which completes the proof.

4. Stochastic Partly Dissipative Lattice Systems with Additive White Noise in Weighted Spaces

This section is devoted to the study of asymptotic behavior for system (1.2) in weighted space . The structure and the idea of proofs are similar to that of Section 3, and we will present our major results without elaborting the details of proofs in this section.

4.1. Mathematical Setting

Define Ω2 = {ωC(, l2) : ω(0) = 0}, and denote by 2 the Borel σ-algebra on Ω2 generated by the compact open topology [1] and 2 is the corresponding Wiener measure on 2, then (Ω2, 2, 2, (θt) t) is a metric dynamical system. Let the infinite sequence ei (i) denote the element having 1 at position i and 0 for all other components. Write
()
where {wi(t) : i} are independent two-sided Brownian motions on probability space (Ω2, 2, 2); then W1(t, ω) and W2(t, ω) are Wiener processes with values in l2 defined on the probability space (Ω2, 2, 2).
Consider stochastic lattice system (1.2) with random coupled coefficients and additive independent white noises:
()
where ui, vi,   hi, gi, ai, bi; u = (ui) i, v = (vi) i, f(u) = (fi(ui)) i, g = (gi) i, h = (hi) i, a = (ai) il2, b = (bi) il2, fiC1(, ) (i); λ,   α,   σ,   μ are positive constants; ηi,−q(ω),…, ηi,0(ω),…,ηi,+q(ω), i, q are random variables; A is defined as in (3.2).
To transform (4.2) into a random equation without white noise, let
()
Then δ1(θtω), δ2(θtω) are both Ornstein-Uhlenbeck processes on (Ω2, 2, 2) and solve the following Ornstein-Uhlenbeck equations (see [1]), respectively,
()

Lemma 4.1 (see [1].)There exists a θt-invariant set of Ω2 of full measure such that for ,

  • (i)

    lim t→±ω(t)∥/t = 0;

  • (ii)

    the random variables ∥δj(ω)∥ are tempered and the mappings

    ()
    are stationary solutions of Ornstein-Uhlenbeck equations (4.4) in l2 with continuous trajectories;

  • (iii)

    ()

In the following, we consider the completion of the probability space , still denoted by (Ω2, 2, 2),

Let
()
then system (4.2) becomes the following random system with random coefficients but without white noise:
()
In addition, we make the following assumptions on functions fi, i:
  • (H6)

    fiC1(, ) satisfy

    ()
    where μ, di, df are positive constants, p, and d = (di) il2.

4.2. Random Dynamical System Generated by Random Lattice System

Denote by , we have the following.

Theorem 4.2. Let T > 0 and assume that (P0), (H1), (H2), (H4), and (H6) hold. Then for every ω ∈ Ω2 and any initial data , problem (4.8) admits a unique solution with .

Proof. Similar to the proof of Theorem 3.3.

Theorem 4.3. Assume that (P0), (H1), (H2), (H4), and (H6) hold. Then system (4.8) generates a continuous RDS over (Ω2, 2, 2, (θt) t) with state space H:

()
Moreover,
()
where (u0, v0) ∈ H,t ≥ 0,   ω ∈ Ω2, defines a continuous RDS over (Ω2, 2, 2, (θt) t) associated with (4.2).

Proof. It follows immediately from similar arguments to the proof of Theorem 3.4.

4.3. Existence of Tempered Bounded Random Absorbing Set and Random Attractor in Weighted Space

In this subsection, we study the existence of a tempered random bounded absorbing set and a global random attractor for the random dynamical system generated by (4.2) in weighted space H.

Theorem 4.4. Assume that (P0), (H1)–(H4), and (H6) hold. Then

  • (a)

    there exists a closed tempered bounded random absorbing set B2ρ(ω) ∈   𝒟(H) of RDS such that for any D𝒟(H) and each ω ∈ Ω2, there exists yielding , . In particular, there exists T2ρ(ω) > 0 such that , for  all  tT2ρ(ω);

  • (b)

    the RDS generated by equations (4.2) possesses a unique global random 𝒟 attractor given by

()

Proof. Similar to the proofs of Theorems 3.6 and 3.7.

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