In mathematics, the attractor of a random dynamical system may be loosely thought of as a set to which the system evolves after a long enough time. The basic idea is the same as for a deterministic dynamical system, but requires careful treatment because random dynamical systems are necessarily non-autonomous. This requires one to consider the notion of a pullback attractor or attractor in the pullback sense.
Consider a random dynamical system
\varphi
(X,d)
(\Omega,l{F},P)
\vartheta:R x \Omega\to\Omega
A naïve definition of an attractor
l{A}
x0\inX
\varphi(t,\omega)x0\tol{A}
t\to+infty
a\inX
l{A}
x0\inX
tn\to+infty
d\left(\varphi(tn,\omega)x0,a\right)\to0
n\toinfty
This is not too far from a working definition. However, we have not yet considered the effect of the noise
\omega
t
t\to+infty
t
t
\limt\varphi(t,\vartheta-t\omega)
So, for example, in the pullback sense, the omega-limit set for a (possibly random) set
B(\omega)\subseteqX
\OmegaB(\omega):=\left\{x\inX\left|\existstn\to+infty,\existsbn\in
B(\vartheta | |
-tn |
\omega)s.t.\varphi(tn,
\vartheta | |
-tn |
\omega)bn\toxasn\toinfty\right.\right\}.
Equivalently, this may be written as
\OmegaB(\omega)=capt\overline{cups\varphi(s,\vartheta-s\omega)B(\vartheta-s\omega)}.
Importantly, in the case of a deterministic dynamical system (one without noise), the pullback limit coincides with the deterministic forward limit, so it is meaningful to compare deterministic and random omega-limit sets, attractors, and so forth.
Several examples of pullback attractors of non-autonomous dynamical systems are presented analytically and numerically.[1]
The pullback attractor (or random global attractor)
l{A}(\omega)
P
l{A}(\omega)
l{A}(\omega)\subseteqX
\omega\mapstodist(x,l{A}(\omega))
(l{F},l{B}(X))
x\inX
l{A}(\omega)
\varphi(t,\omega)(l{A}(\omega))=l{A}(\varthetat\omega)
l{A}(\omega)
B\subseteqX
\limtdist\left(\varphi(t,\vartheta-t\omega)(B),l{A}(\omega)\right)=0
There is a slight abuse of notation in the above: the first use of "dist" refers to the Hausdorff semi-distance from a point to a set,
dist(x,A):=infad(x,a),
whereas the second use of "dist" refers to the Hausdorff semi-distance between two sets,
dist(B,A):=\supbinfad(b,a).
As noted in the previous section, in the absence of noise, this definition of attractor coincides with the deterministic definition of the attractor as the minimal compact invariant set that attracts all bounded deterministic sets.
K
l{A}(\omega)=\overline{cupB\OmegaB(\omega)},
where the union is taken over all bounded sets
B\subseteqX
Crauel (1999) proved that if the base flow
\vartheta
D\subseteqX
P\left(l{A}( ⋅ )\subseteqD\right)>0,
then
l{A}(\omega)=\OmegaD(\omega)
P