DYNAMICS AND LARGE DEVIATIONS FOR FRACTIONAL STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH LEVY NOISE

被引:2
|
作者
Xu, Jiaohui [1 ]
Caraballo, Tomas [2 ,3 ]
Valero, Jose [4 ]
机构
[1] Northwest Univ, Ctr Nonlinear Studies, Sch Math, Xian 710127, Peoples R China
[2] Univ Seville, Fac Matemat, Dept Ecuaciones Diferenciales & Anal Numer, C Tarfia S-N, Seville 41012, Sevilla, Spain
[3] Wenzhou Univ, Dept Math, Wenzhou 325035, Zhejiang, Peoples R China
[4] Univ Miguel Hernandez Elche, Ctr Invest Operat, Ave Univ S-N, Elche 03202, Spain
基金
中国国家自然科学基金;
关键词
Fractional Laplacian operator; Levvy noise; Brownian motion; weak mean random attractors; invariant measures; ergodicity; large deviation principle; REACTION-DIFFUSION EQUATIONS; INVARIANT-MEASURES; VARIATIONAL REPRESENTATION; STATIONARY SOLUTIONS; ASYMPTOTIC-BEHAVIOR; DRIVEN; EXISTENCE; REGULARITY; DELAY;
D O I
10.1137/22M1544440
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper is mainly concerned with a kind of fractional stochastic evolution equations driven by Levy noise in a bounded domain. We first state the well-posedness of the problem via iterative approximations and energy estimates. Then, the existence and uniqueness of weak pullback mean random attractors for the equations are established by defining a mean random dynamical system. Next, we prove the existence of invariant measures when the problem is autonomous by means of the fact that H\gamma(O) is compactly embedded in L-2(O) with gamma E (0, 1). Moreover, the uniqueness of this invariant measure is presented, which ensures the ergodicity of the problem. Finally, a large deviation principle result for solutions of stochastic PDEs perturbed by small Levy noise and Brownian motion is obtained by a variational formula for positive functionals of a Poisson random measure and Brownian motion. Additionally, the results are illustrated by the fractional stochastic Chafee-Infante equations.
引用
收藏
页码:1016 / 1067
页数:52
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