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Global well-posedness and long-term behavior of discrete reaction-diffusion equations driven by superlinear noise

Renhai Wang, Bixiang Wang

2020Stochastic Analysis and Applications24 citationsDOI

Abstract

The global well-posedness as well as long-term behavior in terms of mean random attractors and invariant measures are investigated for a class of stochastic discrete reaction-diffusion equations defined on Zk with a family of superlinear noise. The existence and uniqueness of weak pullback mean random attractors for the mean random dynamical system associated with the non-autonomous equations are established in L2(Ω,ℓ2). The existence of invariant measures for the autonomous equations is established in ℓ2 by Krylov-Bogolyubov’s method. The idea of uniform estimates on the tails of solutions is employed to establish the tightness of a family of distribution laws of the solutions. It seems that this is the first time to study the random attractors and invariant measures of stochastic equations with superlinear noise.

Topics & Concepts

MathematicsAttractorUniquenessInvariant (physics)Mathematical analysisInvariant measureTerm (time)Random dynamical systemDynamical systems theoryReaction–diffusion systemApplied mathematicsErgodic theoryLinear systemMathematical physicsLinear dynamical systemPhysicsQuantum mechanicsStability and Controllability of Differential EquationsStochastic processes and financial applicationsAdvanced Mathematical Modeling in Engineering