Exponentially Stable Stationary Solutions for Stochastic Evolution Equations and Their Perturbation

We consider the exponential stability of stochastic evolution equations with Lipschitz continuous non-linearities when zero is not a solution for these equations. We prove the existence of a non-trivial stationary solution which is exponentially stable, where the stationary solution is generated by...

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Detalles Bibliográficos
Autores: Caraballo Garrido, Tomás, Kloeden, Peter E., Schmalfuss, Björn
Tipo de recurso: artículo
Fecha de publicación:2004
País:España
Institución:Universidad de Sevilla (US)
Repositorio:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/23668
Acceso en línea:http://hdl.handle.net/11441/23668
https://doi.org/10.1007%2Fs00245-004-0802-1
Access Level:acceso abierto
Palabra clave:Random dynamical systems
stationary solutions
exponential stability
stabilization
Descripción
Sumario:We consider the exponential stability of stochastic evolution equations with Lipschitz continuous non-linearities when zero is not a solution for these equations. We prove the existence of a non-trivial stationary solution which is exponentially stable, where the stationary solution is generated by the composition of a random variable and the Wiener shift. We also construct stationary solutions with the stronger property of attracting bounded sets uniformly. The existence of these stationary solutions follows from the theory of random dynamical systems and their attractors. In addition, we prove some perturbation results and formulate conditions for the existence of stationary solutions for semi-linear stochastic partial differential equations with Lipschitz continuous non-linearities.