The effect of noise on the Chafee-Infante equation: A nonlinear case study
HTML articles powered by AMS MathViewer
- by Tomás Caraballo, Hans Crauel, José A. Langa and James C. Robinson
- Proc. Amer. Math. Soc. 135 (2007), 373-382
- DOI: https://doi.org/10.1090/S0002-9939-06-08593-5
- Published electronically: August 1, 2006
- PDF | Request permission
Abstract:
We investigate the effect of perturbing the Chafee-Infante scalar reaction diffusion equation, $u_t-\Delta u=\beta u-u^3$, by noise. While a single multiplicative Itô noise of sufficient intensity will stabilise the origin, its Stratonovich counterpart leaves the dimension of the attractor essentially unchanged. We then show that a collection of multiplicative Stratonovich terms can make the origin exponentially stable, while an additive noise of sufficient richness reduces the random attractor to a single point.References
- H. Allouba and J. A. Langa, Semimartingale attractors for Allen-Cahn SPDEs driven by space-time white noise. I. Existence and finite dimensional asymptotic behavior, Stoch. Dyn. 4 (2004), no. 2, 223–244. MR 2069690, DOI 10.1142/S0219493704001024
- Ludwig Arnold, Random dynamical systems, Springer Monographs in Mathematics, Springer-Verlag, Berlin, 1998. MR 1723992, DOI 10.1007/978-3-662-12878-7
- Ludwig Arnold and Igor Chueshov, Order-preserving random dynamical systems: equilibria, attractors, applications, Dynam. Stability Systems 13 (1998), no. 3, 265–280. MR 1645467, DOI 10.1080/02681119808806264
- L. Arnold, H. Crauel, and V. Wihstutz, Stabilization of linear systems by noise, SIAM J. Control Optim. 21 (1983), no. 3, 451–461. MR 696907, DOI 10.1137/0321027
- A. V. Babin and M. I. Vishik, Attractors of evolution equations, Studies in Mathematics and its Applications, vol. 25, North-Holland Publishing Co., Amsterdam, 1992. Translated and revised from the 1989 Russian original by Babin. MR 1156492, DOI 10.1016/S0168-2024(08)70270-4
- Yu. Bakhtin and J. C. Mattingly, Stationary solutions of stochastic differential equations with memory and stochastic partial differential equations, Preprint 2003.
- Tomás Caraballo, José A. Langa, and James C. Robinson, Stability and random attractors for a reaction-diffusion equation with multiplicative noise, Discrete Contin. Dynam. Systems 6 (2000), no. 4, 875–892. MR 1788258, DOI 10.3934/dcds.2000.6.875
- Tomás Caraballo, José A. Langa, and James C. Robinson, A stochastic pitchfork bifurcation in a reaction-diffusion equation, R. Soc. Lond. Proc. Ser. A Math. Phys. Eng. Sci. 457 (2001), no. 2013, 2041–2061. MR 1857922, DOI 10.1098/rspa.2001.0819
- Tomás Caraballo, Kai Liu, and Xuerong Mao, On stabilization of partial differential equations by noise, Nagoya Math. J. 161 (2001), 155–170. MR 1820216, DOI 10.1017/S0027763000022169
- Tomás Caraballo and James C. Robinson, Stabilisation of linear PDEs by Stratonovich noise, Systems Control Lett. 53 (2004), no. 1, 41–50. MR 2077187, DOI 10.1016/j.sysconle.2004.02.020
- Igor Chueshov and Michael Scheutzow, On the structure of attractors and invariant measures for a class of monotone random systems, Dyn. Syst. 19 (2004), no. 2, 127–144. MR 2060422, DOI 10.1080/1468936042000207792
- I. D. Chueshov and P.-A. Vuillermot, Non-random invariant sets for some systems of parabolic stochastic partial differential equations, Stochastic Anal. Appl. 22 (2004), no. 6, 1421–1486. MR 2095066, DOI 10.1081/SAP-200029487
- Hans Crauel, White noise eliminates instability, Arch. Math. (Basel) 75 (2000), no. 6, 472–480. MR 1799434, DOI 10.1007/s000130050532
- Hans Crauel, Random probability measures on Polish spaces, Stochastics Monographs, vol. 11, Taylor & Francis, London, 2002. MR 1993844, DOI 10.1201/b12601
- Hans Crauel and Franco Flandoli, Additive noise destroys a pitchfork bifurcation, J. Dynam. Differential Equations 10 (1998), no. 2, 259–274. MR 1623013, DOI 10.1023/A:1022665916629
- Hans Crauel and Franco Flandoli, Hausdorff dimension of invariant sets for random dynamical systems, J. Dynam. Differential Equations 10 (1998), no. 3, 449–474. MR 1646622, DOI 10.1023/A:1022605313961
- Giuseppe Da Prato and Arnaud Debussche, Construction of stochastic inertial manifolds using backward integration, Stochastics Stochastics Rep. 59 (1996), no. 3-4, 305–324. MR 1427743, DOI 10.1080/17442509608834094
- Giuseppe Da Prato, Arnaud Debussche, and Beniamin Goldys, Some properties of invariant measures of non symmetric dissipative stochastic systems, Probab. Theory Related Fields 123 (2002), no. 3, 355–380. MR 1918538, DOI 10.1007/s004400100188
- Giuseppe Da Prato and Jerzy Zabczyk, Stochastic equations in infinite dimensions, Encyclopedia of Mathematics and its Applications, vol. 44, Cambridge University Press, Cambridge, 1992. MR 1207136, DOI 10.1017/CBO9780511666223
- A. Debussche, Hausdorff dimension of a random invariant set, J. Math. Pures Appl. (9) 77 (1998), no. 10, 967–988 (English, with English and French summaries). MR 1661029, DOI 10.1016/S0021-7824(99)80001-4
- E. Weinan and Di Liu, Gibbsian dynamics and invariant measures for stochastic dissipative PDEs, J. Statist. Phys. 108 (2002), no. 5-6, 1125–1156. Dedicated to David Ruelle and Yasha Sinai on the occasion of their 65th birthdays. MR 1933448, DOI 10.1023/A:1019747716056
- J.-P. Eckmann and M. Hairer, Uniqueness of the invariant measure for a stochastic PDE driven by degenerate noise, Comm. Math. Phys. 219 (2001), no. 3, 523–565. MR 1838749, DOI 10.1007/s002200100424
- Jack K. Hale, Asymptotic behavior of dissipative systems, Mathematical Surveys and Monographs, vol. 25, American Mathematical Society, Providence, RI, 1988. MR 941371, DOI 10.1090/surv/025
- Daniel Henry, Geometric theory of semilinear parabolic equations, Lecture Notes in Mathematics, vol. 840, Springer-Verlag, Berlin-New York, 1981. MR 610244, DOI 10.1007/BFb0089647
- P. Kotelenz, Positive solutions for a class of stochastic partial differential equations, Stochastic partial differential equations and applications (Trento, 1990) Pitman Res. Notes Math. Ser., vol. 268, Longman Sci. Tech., Harlow, 1992, pp. 235–238. MR 1222700
- José A. Langa and James C. Robinson, Fractal dimension of a random invariant set, J. Math. Pures Appl. (9) 85 (2006), no. 2, 269–294 (English, with English and French summaries). MR 2199015, DOI 10.1016/j.matpur.2005.08.001
- Yuhong Li, Asymptotical behaviour of 2D stochastic Navier-Stokes equations, Ph.D. Thesis, University of Hull 2004.
- Martine Marion, Attractors for reaction-diffusion equations: existence and estimate of their dimension, Appl. Anal. 25 (1987), no. 1-2, 101–147. MR 911962, DOI 10.1080/00036818708839678
- E. Pardoux, Équations aux Dérivées Partielles Stochastiques non Linéaires Monotones, Thesis, Univ. Paris XI, 1975.
- James C. Robinson, Infinite-dimensional dynamical systems, Cambridge Texts in Applied Mathematics, Cambridge University Press, Cambridge, 2001. An introduction to dissipative parabolic PDEs and the theory of global attractors. MR 1881888, DOI 10.1007/978-94-010-0732-0
- O.M. Tearne, Collapse of attractors for ODEs under small random perturbations, Submitted.
- Roger Temam, Infinite-dimensional dynamical systems in mechanics and physics, 2nd ed., Applied Mathematical Sciences, vol. 68, Springer-Verlag, New York, 1997. MR 1441312, DOI 10.1007/978-1-4612-0645-3
Bibliographic Information
- Tomás Caraballo
- Affiliation: Departamento de Ecuaciones Diferenciales y Análisis Numérico, Universidad de Sevilla, Apdo. de Correos 1160, 41080 Sevilla, Spain
- ORCID: 0000-0003-4697-898X
- Email: caraball@us.es
- Hans Crauel
- Affiliation: Institut für Mathematik, Technische Universität Ilmenau, Weimarer Straße 25, 98693 Ilmenau, Germany
- Email: hans.crauel@tu-ilmenau.de
- José A. Langa
- Affiliation: Departamento de Ecuaciones Diferenciales y Análisis Numérico, Universidad de Sevilla, Apdo. de Correos 1160, 41080 Sevilla, Spain
- Email: langa@us.es
- James C. Robinson
- Affiliation: Mathematics Institute, University of Warwick, Coventry, CV4 7AL United Kingdom
- Email: jcr@maths.warwick.ac.uk
- Received by editor(s): August 12, 2005
- Published electronically: August 1, 2006
- Additional Notes: The first and third authors were supported by Ministerio de Ciencia y Tecnología (Spain) and FEDER (European Community), project BFM2002-03068.
The fourth author is a Royal Society University Research Fellow, and would like to thank the Society for all their support. - Communicated by: Walter Craig
- © Copyright 2006
American Mathematical Society
The copyright for this article reverts to public domain 28 years after publication. - Journal: Proc. Amer. Math. Soc. 135 (2007), 373-382
- MSC (2000): Primary 37L55, 35K57; Secondary 60H15
- DOI: https://doi.org/10.1090/S0002-9939-06-08593-5
- MathSciNet review: 2255283