Asymptotic Behavior of Stochastic Partly Dissipative Lattice Systems in Weighted Spaces
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 ℤ [1]. Continuing studies have been made on various types of SLDS’s with multiplicative or additive noise, see [2–7].
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].
For deterministic partly dissipative lattice systems without noise, the existence of the global attractor has been studied in [9–13]. For stochastic lattice system (1.2) with additive noises, when q = 1, ηi,±1(ω) ≡ 1, ηi,0(ω)≡−2 for all i ∈ ℤ, 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 : ℤ → (0, M0] such that . If ∑i∈ℤρ(i) < ∞, then contains any infinite sequences whose components are just bounded and l2 ⊂ l∞. 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 (Ω, ℱ, ℙ) be a probability space and {θt : Ω → Ω, t ∈ ℝ} be a family of measure-preserving transformations such that (t, Ω) ↦ θtΩ is (ℬ(ℝ) × ℱ, ℱ)-measurable, θ0 = IdΩ and θt+s = θtθs for all s, t ∈ ℝ. The space (Ω, ℱ, ℙ, (θt) t∈ℝ) is called a metric dynamical system. In the following, “property (P) holds for a.e. ω ∈ Ω with respect to (θt) t∈ℝ" means that there is with and such that (P) holds for all .
- (i)
A stochastic process {S(t, ω)} t≥0,ω∈Ω is said to be a continuous RDS over (Ω, ℱ, ℙ, (θt) t∈ℝ) with state space H, if S : ℝ+ × Ω × H → H is (ℬ(ℝ+) × ℱ × ℬ(H), ℬ(H))-measurable, and for each ω ∈ Ω, the mapping S(t, ω) : H → H, u ↦ S(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 u ∈ H and s, t ≥ 0.
- (ii)
A set-valued mapping ω ↦ D(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 u ∈ H.
- (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 u0 ∈ H and a random variable r(ω) > 0 such that D(ω)⊂{u ∈ H : ∥u − u0∥H ≤ r(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, θ−tω)D(θ−tω) ⊂ B(ω) for all t ≥ TD(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 u∈Einf v∈F∥u−v∥ρ 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)) ∈ ℕ such that
Theorem 2.2 (see [8].)Let {S(t, ω)} t≥0,ω∈Ω be a continuous RDS over (Ω, ℱ, ℙ, (θt) t∈ℝ) 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, θ−tω)D(θ−tω) ⊂ B(ω) for all t ≥ TD(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)) ∈ ℕ 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).
- (P0)
0 < ρ(i) ≤ M0 and ρ(i) ≤ c · ρ(i ± 1), for all i ∈ ℤ for some positive constants M0 and c.
(e.g., ρ(x) = 1/(1 + ϵ2x2) q, q > 1/2 [16, 17] and ρ(x) = e−ϵ|x|, x ∈ ℤ where ϵ > 0).
3.1. Mathematical Setting
Define Ω1 = {ω ∈ C(ℝ, ℝ) : ω(0) = 0} = C0(ℝ, ℝ), and denote by ℱ1 the Borel σ-algebra on Ω1 generated by the compact open topology (see [2, 15]) and ℙ1 the corresponding Wiener measure on ℱ1. Defining (θt) t∈ℝ on Ω1 via θtω(·) = ω(·+t) − ω(t) for t ∈ ℝ, then (Ω1, ℱ1, ℙ1, (θt) t∈ℝ) is a metric dynamical system.
Lemma 3.1 (see [2], [15].)There exists a θt-invariant set of Ω1 of full ℙ1 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 ℱ1. Therefore we can change our metric dynamical system with respect to , still denoted by the symbols (Ω1, ℱ1, ℙ1, (θt) t∈ℝ).
- (H1)
g = (gi) i∈ℤ, .
- (H2)
Let
()η(θtω) (<∞) belongs to with respect to t ∈ ℝ for each ω ∈ Ω1.()and η(ω) is tempered, that is, there exists a θt-invariant set Ω10 ∈ ℱ1 of full ℙ1 measure such that for ω ∈ Ω10,()In the following, we will consider and still write as Ω1. - (H3)
, where .
- (H4)
There exists a function R ∈ C(ℝ+, ℝ+) such that
- (H5)
fi ∈ C1(ℝ, ℝ), fi(0) = 0, , , and there exists a constant a ≥ 0 such that , for all s ∈ ℝ, i ∈ ℤ.
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
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 z0 ∈ E 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 z ∈ E, 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),
We will next show that Tmax = T. Since the set C0(ℝ) of continuous random process in t is dense in the set L1(ℝ) (see [18, 21]), for each ω ∈ Ω1, there exists a sequence of continuous random process in t ∈ ℝ such that
Consider the random differential equation with initial data z0 ∈ E:
By (3.34),
(2) Next we prove that for any z0 ∈ H 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, z2,0 ∈ E and h1 = (h1,i) i∈ℤ, h2 = (h2,i) i∈ℤ, g1 = (g1,i) i∈ℤ,g2 = (g2,i) i∈ℤ ∈ l2. 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),
For given z0 ∈ H and (g, h) ∈ H, for T > 0. There exist sequences , such that
Multiply equation (3.31) by and sum over i ∈ ℤ, we obtain
Theorem 3.4. Assume that (P0), (H1), (H2), (H4), and (H5) hold. Then (3.9) generates a continuous RDS over (Ω1, ℱ1, ℙ1, (θt) t∈ℝ) with state space H:
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 z0 ∈ E 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 × E → E,(t; ω, z0, h, g) ↦ z(t; ω, z0, h, g) is (ℬ([0, ∞) × ℱ1 × ℬ(E) × ℬ(E), ℬ(E))-measurable.
For z0 ∈ H and (h, g) ∈ H, the solution z(t; ω, z0, h, g)∈H for t ∈ [0, ∞). For any given N > 0, define TN : H → E, (u, v) = ((ui), (vi)) i∈ℤ → TN(u, v) = ((TN(u, v)) i) i∈ℤ by
Remark 3.5. If (h, g) ∈ E, system (3.1) defines a continuous RDS {φ(t)} t≥0 over (Ω1, ℱ1, ℙ1, (θt) t∈ℝ) 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, θ−tω)D(θ−tω)⊂B1ρ(ω) for all t ≥ TD(ω). In particular, there exists T1ρ(ω) > 0 such that φ(t, θ−tω)B1ρ(θ−tω) ⊂ B1ρ(ω) for all t ≥ T1ρ(ω).
Proof. (1) For initial condition z0 ∈ E 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) = e−δ(ω)z0 ∈ E, where ω ∈ Ω1, then z(m)(t, ω) ∈ E for all t ≥ 0. Let ϵ1 > 0 be such that
(2) For any z0 ∈ H and (h, g) ∈ H, let {z0n} ⊂ E and {(hn, gn)} ⊂ E be sequences such that
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) = e−δ(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(θ−tω),
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) ∈ ℕ such that when t ≥ T(ɛ, ω, B1ρ), the solution φ(t, ω)(u0, v0) = ((ui, vi)(t; ω, u0, v0))i∈ℤ ∈ H of (3.1) with (u0, v0) ∈ B1ρ(θ−tω) satisfies
Let z0n = Tnz0, (hn, gn) = Tn(h, g), where Tn is as in (3.52). Then z0n ∈ E, (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 ∈ ℤ, we obtain
Note that , then by (H2), η(ω) is tempered and it follows that there exists a such that
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
Lemma 4.1 (see [1].)There exists a θt-invariant set of Ω2 of full ℙ 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, ℱ2, ℙ2),
- (H6)
fi ∈ C1(ℝ, ℝ) satisfy
()where μ, di, df are positive constants, p ∈ ℕ, and d = (di) i∈ℤ ∈ l2.
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, ℱ2, ℙ2, (θt) t∈ℝ) with state space H:
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 D ∈ 𝒟(H) and each ω ∈ Ω2, there exists yielding , . In particular, there exists T2ρ(ω) > 0 such that , for all t ≥ T2ρ(ω);
- (b)
the RDS generated by equations (4.2) possesses a unique global random 𝒟 attractor given by