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由分数高斯噪声扰动的随机偏微分方程的变分解和随机动力系统

Variational solutions and random dynamical systems to SPDEs perturbed by fractional Gaussian noise.

作者信息

Zeng Caibin, Yang Qigui, Cao Junfei

机构信息

School of Sciences, South China University of Technology, Guangzhou 510640, China ; School of Automation Science and Engineering, South China University of Technology, Guangzhou 510640, China.

School of Sciences, South China University of Technology, Guangzhou 510640, China.

出版信息

ScientificWorldJournal. 2014 Jan 15;2014:601327. doi: 10.1155/2014/601327. eCollection 2014.

Abstract

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.

摘要

本文研究如下一类由具有适当波动率系数Φ的无穷维分数布朗运动扰动的随机偏微分方程(SPDEs):dX(t) = A(X(t))dt + Φ(t)dB^(H)(t),其中A是满足某些单调性条件的非线性算子。利用变分方法,我们证明了此类系统变分解的存在性和唯一性。此外,我们证明了该变分解生成一个随机动力系统。主要结果应用于一类一般的非线性随机偏微分方程和随机广义p - 拉普拉斯方程。

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