Criteria for strong and weak random attractors

The theory of random attractors has different notions of attraction, amongst them pullback attraction and weak attraction. We investigate necessary and sufficient conditions for the existence of pullback attractors as well as of weak attractors

Invariant measures for monotone SPDE's with multiplicative noise term

We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of the solution to show existence of an invariant measure. As an application we discuss stochastic reaction diffusion equations.Comment: 10 page

Lack of strong completeness for stochastic flows

It is well known that a stochastic differential equation (SDE) on a Euclidean space driven by a Brownian motion with Lipschitz coefficients generates a stochastic flow of homeomorphisms. When the coefficients are only locally Lipschitz, then a maximal continuous flow still exists but explosion in finite time may occur. If, in addition, the coefficients grow at most linearly, then this flow has the property that for each fixed initial condition x, the solution exists for all times almost surely. If the exceptional set of measure zero can be chosen independently of x, then the maximal flow is called strongly complete. The question, whether an SDE with locally Lipschitz continuous coefficients satisfying a linear growth condition is strongly complete was open for many years. In this paper, we construct a two-dimensional SDE with coefficients which are even bounded (and smooth) and which is not strongly complete thus answering the question in the negative

On the random dynamics of Volterra quadratic operators

Dieser Beitrag ist mit Zustimmung des Rechteinhabers aufgrund einer (DFG geförderten) Allianz- bzw. Nationallizenz frei zugänglich.This publication is with permission of the rights owner freely accessible due to an Alliance licence and a national licence (funded by the DFG, German Research Foundation) respectively.We consider random dynamical systems generated by a special class of Volterra quadratic stochastic operators on the simplex Sm-1. We prove that in contrast to the deterministic set-up the trajectories of the random dynamical system almost surely converge to one of the vertices of the simplex Sm-1, implying the survival of only one species. We also show that the minimal random point attractor of the system equals the set of all vertices. The convergence proof relies on a martingale-type limit theorem, which we prove in the appendix.DFG, GSC 14, Berlin Mathematical Schoo

Uniform shrinking and expansion under isotropic Brownian flows

We study some finite time transport properties of isotropic Brownian flows. Under a certain nondegeneracy condition on the potential spectral measure, we prove that uniform shrinking or expansion of balls under the flow over some bounded time interval can happen with positive probability. We also provide a control theorem for isotropic Brownian flows with drift. Finally, we apply the above results to show that under the nondegeneracy condition the length of a rectifiable curve evolving in an isotropic Brownian flow with strictly negative top Lyapunov exponent converges to zero as $t\to \infty$ with positive probability

Ergodic properties of a model for turbulent dispersion of inertial particles

We study a simple stochastic differential equation that models the dispersion of close heavy particles moving in a turbulent flow. In one and two dimensions, the model is closely related to the one-dimensional stationary Schroedinger equation in a random delta-correlated potential. The ergodic properties of the dispersion process are investigated by proving that its generator is hypoelliptic and using control theory