Order-preserving random dynamical systems: equilibria, attractors, applications

This paper is meant as a first step towards a systematic study of order-preserving (or monotone) random dynamical systems, in particular of their long-term behavior and their attractors. A series of examples (including random I stochastic cooperative systems and random I stochastic parabolic equations) gives ample proof of the usefulness of the subject. We show that, given a sub- and super-equilibrium, there is always an equilibrium between them. Also, the random attractor of an order-preserving random dynamical system is bounded below and above by equilibria. We finally show by way of an example that omega-limit sets can contain non-trivial totally ordered subsets.

[1]  P. Hartman Ordinary Differential Equations , 1965 .

[2]  H. Weinberger,et al.  Maximum principles in differential equations , 1967 .

[3]  E. Wong,et al.  Riemann-Stieltjes approximations of stochastic integrals , 1969 .

[4]  Eugene Wong,et al.  Stochastic processes in information and dynamical systems , 1979 .

[5]  B. Rozovskii,et al.  Stochastic evolution equations , 1981 .

[6]  L. Rogers Stochastic differential equations and diffusion processes: Nobuyuki Ikeda and Shinzo Watanabe North-Holland, Amsterdam, 1981, xiv + 464 pages, Dfl.175.00 , 1982 .

[7]  A. Friedman Partial Differential Equations of Parabolic Type , 1983 .

[8]  Hiroshi Matano,et al.  Existence of nontrivial unstable sets for equilibriums of strongly order-preserving systems , 1984 .

[9]  M. Hirsch Stability and convergence in strongly monotone dynamical systems. , 1988 .

[10]  L. Arnold,et al.  Stochastic bifurcation: instructive examples in dimension one , 1992 .

[11]  L. Arnold,et al.  Evolutionary Formalism for Products of Positive Random Matrices , 1994 .

[12]  K. Twardowska An approximation theorem of wong-zakai type for nonlinear stochastic partial differential equations , 1995 .

[13]  Hal L. Smith,et al.  Monotone Dynamical Systems: An Introduction To The Theory Of Competitive And Cooperative Systems (Mathematical Surveys And Monographs) By Hal L. Smith , 1995 .

[14]  On the large-time dynamics of a class of random parabolic equations , 1996 .

[15]  L. Arnold,et al.  Fixed Points and Attractors for Random Dynamical Systems , 1996 .

[16]  B. Schmalfuß A Random Fixed Point Theorem and the Random Graph Transformation , 1998 .

[17]  I. Chueshov,et al.  On the large-time dynamics of a class of parabolic equations subjected to homogeneous white noise: Itô's case , 1998 .

[18]  I. Chueshov,et al.  Long-time behavior of solutions to a class of quasilinear parabolic equations with random coefficients , 1998 .