<p>For a stochastic porous media lattice system driven by infinitely dimensional nonlinear noise, we investigate its invariant measures and mean dynamics on the enlarged optimized <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(l^p\)</EquationSource> </InlineEquation>-space for <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(p&gt;2\)</EquationSource> </InlineEquation> rather than the usual <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(l^2\)</EquationSource> </InlineEquation>-space in the literature, where the former space contains the latter. We prove existence and uniqueness of enlarged solutions as well as enlarged mean weak attractors. We then show existence of an enlarged invariant measure. We finally establish upper semicontinuity of the set of all enlarged invariant measures in noise density. It is the first time to deduce invariant measures for stochastic lattice models when the underlying space is a Banach space rather than a Hilbert space, while Itô’s formula for the higher power function is applied to prove the asymptotic tail property of enlarged solutions and asymptotic tightness of enlarged distributions. </p>

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Enlarged Invariant Measures for Stochastic Porous Media Lattice Systems with Infinitely Dimensional Nonlinear Noise

  • Yangrong Li,
  • Fengling Wang,
  • Tomás Caraballo

摘要

For a stochastic porous media lattice system driven by infinitely dimensional nonlinear noise, we investigate its invariant measures and mean dynamics on the enlarged optimized \(l^p\) -space for \(p>2\) rather than the usual \(l^2\) -space in the literature, where the former space contains the latter. We prove existence and uniqueness of enlarged solutions as well as enlarged mean weak attractors. We then show existence of an enlarged invariant measure. We finally establish upper semicontinuity of the set of all enlarged invariant measures in noise density. It is the first time to deduce invariant measures for stochastic lattice models when the underlying space is a Banach space rather than a Hilbert space, while Itô’s formula for the higher power function is applied to prove the asymptotic tail property of enlarged solutions and asymptotic tightness of enlarged distributions.