Variational Solutions and Random Dynamical Systems to SPDEs Perturbed by Fractional Gaussian Noise

نویسندگان

  • Caibin Zeng
  • Qigui Yang
  • Junfei Cao
چکیده

This paper deals with the following type of stochastic partial differential equations (SPDEs) perturbed by an infinite dimensional fractional Brownian motion with a suitable volatility coefficient Φ: dX(t) = A(X(t))dt+Φ(t)dB (H) (t), where A is a nonlinear operator satisfying some monotonicity conditions. Using the variational approach, we prove the existence and uniqueness of variational solutions to such system. Moreover, we prove that this variational solution generates a random dynamical system. The main results are applied to a general type of nonlinear SPDEs and the stochastic generalized p-Laplacian equation.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Note on variational solutions to SPDE perturbed by Gaussian noise in a general class

This note deals with existence and uniqueness of (variational) solutions to the following type of stochastic partial differential equations on a Hilbert space H dX(t) = A(t,X(t))dt + B(t,X(t))dW (t) + h(t) dG(t) where A and B are random nonlinear operators satisfying monotonicity conditions and G is an infinite dimensional Gaussian process adapted to the same filtration as the cylindrical Wiene...

متن کامل

Finite Element Approximation of Stochastic Partial Differential Equations driven by Poisson Random Measures of Jump Type

where f : R×O → R and g : R×R → R are global Lipschitz continuous functions and η is a space time Poisson random measure of impulsive type (see, e.g., Saint Loubert Bié [SLB98] or Peszat and Zabczyk [PZ07]). Non-Gaussian random processes play an increasing rôle in modeling stochastic dynamical systems. Typical examples of non-Gaussian stochastic processes are Lévy processes and processes arisin...

متن کامل

Solutions structure of integrable families of Riccati equations and their applications to the perturbed nonlinear fractional Schrodinger equation

Some preliminaries about the integrable families of Riccati equations and solutions structure of these equations in several cases are presented in this paper, then by using of definitions for fractional derivative we apply the new extended of tanh method to the perturbed nonlinear fractional Schrodinger equation with the kerr law nonlinearity. Finally by using of this method and solutions of Ri...

متن کامل

Existence of three solutions for a class of fractional boundary value systems

In this paper, under appropriate oscillating behaviours of the nonlinear term, we prove some multiplicity results for a class of nonlinear fractional equations. These problems have a variational structure and we find three solutions for them by exploiting an abstract result for smooth functionals defined on a reflexive Banach space. To make the nonlinear methods work, some careful analysis of t...

متن کامل

Mild Solutions for a Class of Fractional SPDEs and Their Sample Paths

In this article we introduce and analyze a notion of mild solution for a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset D ⊂ R and driven by an infinite-dimensional fractional noise. The noise is derived from an L2(D)valued fractional Wiener process W whose covariance operator satisfies appropriate restrictions; moreover, the Hurst pa...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره 2014  شماره 

صفحات  -

تاریخ انتشار 2014