\documentclass[reqno]{amsart}
\usepackage{hyperref}

\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2015 (2015), No. 282, pp. 1--22.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.txstate.edu}
\thanks{\copyright 2015 Texas State University.}
\vspace{9mm}}

\begin{document}
\title[\hfilneg EJDE-2015/282\hfil
Stochastic nonclassical diffusion equation]
{Dynamics of stochastic nonclassical diffusion equations on unbounded domains}

\author[W. Zhao, S. Song \hfil EJDE-2015/282\hfilneg]
{Wenqiang Zhao, Shuzhi Song}

\address{Wenqiang Zhao \newline
School of Mathematics and Statistics,
Chongqing Technology and Business University,
Chongqing 400067, China}
\email{gshzhao@sina.com}

\address{Shuzhi Song \newline
School of Mathematics and Statistics,
Chongqing Technology and Business University,
Chongqing 400067, China}
\email{13718903@qq.com}

\thanks{Submitted April 27, 2015. Published November 10, 2015.}
\subjclass[2010]{60H15, 35B40, 35B41}
\keywords{Stochastic nonclassical diffusion equation; random attractor;  
\hfill\break\indent asymptotic compactness; weak continuity; upper semi-continuity}

\begin{abstract}
 This article concerns the dynamics of stochastic nonclassical diffusion
 equation on $\mathbb{R}^N$ perturbed by a $\epsilon$-random term, where
 $\epsilon\in(0,1]$ is the intension of noise.
 By using an energy approach, we prove the asymptotic compactness of the
 associated  random dynamical system, and then the existence of random
 attractors in $H^1(\mathbb{R}^N)$. Finally, we show the upper semi-continuity
 of  random attractors at $\epsilon=0$ in the sense of Hausdorff semi-metric
 in $H^1(\mathbb{R}^N)$, which implies that the obtained family of random
 attractors indexed by $\epsilon$ converge to a deterministic attractor
 as $\epsilon$ vanishes.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{remark}[theorem]{Remark}
\newtheorem{definition}[theorem]{Definition}
\allowdisplaybreaks


\section{Introduction}

In this article, we consider  the dynamics of solutions to the
following stochastic nonclassical diffusion equation driven by  an
additive noise  with intension $\epsilon$:
\begin{equation} \label{eq11}
\begin{gathered}
u_t-\Delta u_t-\Delta u+ u+f(x,u)=
\text{g}(x)+\epsilon h\dot{W},\quad x\in\mathbb{R}^N,\\
u(x,\tau)=u_0(x), \quad  x\in\mathbb{R}^N,
\end{gathered}
\end{equation}
where the initial data $u_0\in H^1(\mathbb{R}^N)$;
$\epsilon\in (0,1]$; $u=u(x,t)$ is  a real valued function of
$x\in \mathbb{R}^N$ and $t>\tau$;
 $\dot{W}(t)$ is  the generalized time derivative of an infinite dimensional
Wiener process $W(t)$ defined on a probability space
$(\Omega,\mathcal{F},\mathbb{P})$,
 where
 $\Omega=\{\omega\in C(\mathbb{R},\mathbb{R}): \omega(0)=0\}$,
 $\mathcal{F}$ is the
 $\sigma$-algebra of Borel sets induced by the compact-open topology of
$\Omega$, $\mathbb{P}$ is the corresponding
 Wiener measure on $\mathcal{F}$ for which the canonical Wiener process $W(t)$
satisfies that both $W(t)_{t\geq0}$ and $W(t)_{t\leq0}$ are usual one dimensional
Brownian motions. We may identify
 $W(t)$ with $\omega(t)$, that is, $ W(t)=W(t,\omega)=\omega(t)$ for all
$t\in \mathbb{R}$.

To study  system \eqref{eq11}, we  assume that $g\in L^2(\mathbb{R}^N)$  and
$f(x,u)=f_1(x,u)+a(x)f_2(u)$ such that
\begin{equation}\label{cond1}
a(.)\in L^1(\mathbb{R}^N)\cap L^\infty(\mathbb{R}^N),
\end{equation}
and for every fixed $x\in\mathbb{R}^N$, $f_1(x,\cdot)\in C(\mathbb{R},\mathbb{R})$
satisfying
\begin{gather}\label{cond2}
f_1(x, s)s\geq \alpha_1|s|^p-\psi_1(x), \quad
\psi_1\in L^1(\mathbb{R}^N)\cap L^\infty(\mathbb{R}^N),\\
\label{cond3}
|f_1(x,s)|\leq \beta_1|s|^{p-1}+\psi_2(x),\quad
 \psi_2\in L^2(\mathbb{R}^N)\cap L^q(\mathbb{R}^N),\\
\label{cond4}
(f_1(x,s)-f_1(x,r))(s-r)\geq-l(s-r)^2,
\end{gather}
and $f_2(\cdot)\in C(\mathbb{R},\mathbb{R})$ satisfying
\begin{gather}\label{cond5}
 f_2(s)s\geq \alpha_2|s|^p-\gamma, \\
\label{cond6}
 |f_2(s)|\leq \beta_2|s|^{p-1}+\delta, \\
\label{cond7}
(f_2(s)-f_2(r))(s-r)\geq-l(s-r)^2,
\end{gather}
where $\alpha_i,\beta_i(i=1,2)$, $\gamma, \delta$ and $l$ are  positive constants.
The function $h$ in \eqref{eq11} satisfies
\begin{equation}\label{cond8}
 h\in H^1(\mathbb{R}^N).
\end{equation}


The nonclassical diffusion equation is an important mathematical model which
depicts such physical phenomena  as
non-Newtonian flows, solid mechanics, and heat conduction, where the viscidity,
the elasticity and the pressure of medium are taken into
account, see e.g.\cite{Aifan1,Aifan2,Kutt}.
In the deterministic case; that is, $\epsilon=0$ in \eqref{eq11},
the dynamics of  nonclassical diffusion equation on bounded domains have been
extensively studied by several authors in \cite{Cun1, Sun1, Sun2, Wangs}.
The same model with fading memory is considered in \cite{Wangx,Wangy}.
By means of the  omega-limit-compactness argument,  \cite{Hu}
obtained the pullback attractors for the nonclassical diffusion equations
with variable delay on any bounded domain, where the nonlinearity is at
most two orders growth.

As far as the unbounded case for the system \eqref{eq11} is concerned,
most recently, by the tail estimate technique and
some omega-limit-compactness argument, \cite{Ma} proved the existence of
global attractors in the entire space $H^1(\mathbb{R}^N)$, where
the nonlinearity satisfies a similar growth
as \eqref{cond1}-\eqref{cond7} but possesses certain
differentiability assumptions. By a similar technique,  Zhang et al \cite{Zhangf}
obtained the pullback attractors for the non-autonomous case in $H^1(\mathbb{R}^N)$,
where the growth order of the nonlinearity is assumed to be controlled by the
space dimension $N$, such that  the Sobolev  embedding $H^1\hookrightarrow L^{2p-2}$
is continuous. However, it is regretted that some terms in the proof of
\cite[Lemma 3.4]{Zhangf} are lost, besides the inequality (3.45) in
that paper is not correct. Some similar errors can also be found
in \cite{Ma}. Recently, Anh \emph{et al}. \cite{Cun3} established the existence
of pullback attractor in the space $H^1(\mathbb{R}^N) \cap L^p(\mathbb{R}^N)$,
where the nonlinearity satisfies
an arbitrary polynomial growth,  but some additional assumptions on the primitive
 function of the nonlinearity are required. To the best of our knowledge,
the dynamics of  system
\eqref{eq11} involving random white noises has not been attacked by predecessors,
 even for the bounded case.

The analysis of the dynamics of stochastic partial differential equations (SPDEs)
is one  important topic in modern mathematical and physical fields.
 The notion of random attractor, developed in \cite{Hcr1,Hcr2,Hcr3,Fla1,Bsc},
is a suitable tool to attack this problem.
The existences of random attractors for some concrete SPDEs  have been
extensively studied by many authors, see \cite{Cara1,Hcr1,Yan1,Yan2} and
references cited  there.  These have been involved  in different spaces
with different approaches, such as $L^2$ space \cite{Cara1,Hcr1,Zhao4} by
the compact embedding, $L^\varpi(\varpi>2)$ space
\cite{Yan1,Yan2,Yin,Zhao3} by asymptotic a priori estimate, $H_0^1$ space
\cite{Zhao1,Zhao2} by omega-limit-compactness argument.
We may also find a large volume of literature
on this topic for other SPDEs on bounded or unbounded domains.

However, it is  a very interesting and challenging  work to consider the
existence of random attractors for the SPDEs defined on unbounded domains.
This is because the asymptotic compactness of solutions cannot be obtained
by a standard priori estimate technique as the bounded case. For the
 deterministic equations,  this difficulty can be overcome by Ball' energy
equation approach \cite{Ball1,Ball2}, a tail estimate method \cite{Wang5,Zhang}
and using other Banach spaces, such  as the weighted space \cite{Mari,Zelik} and etc.

 Recently,  Bates and his coworkers
\cite{Bate} generalized the tail estimates method to the random
case, where the asymptotic compactness  in $L^2(\mathbb{R}^N)$ for
solutions of stochastic reaction-diffusion equations with additive
noises is successfully proved. For the applications of this related
method we may refer to \cite{Wang0, Wang1,Wang2, Wang4} and
references therein. It is also worth pointing out that most
recently, by using energy  equation approach,  Brze\'{z}niak
et al \cite{Brz} obtained the asymptotic compactness of solution
of stochastic 2D-Navier-Stokes equations on some unbounded domains,
then the existence of random attractor for this equation is
established.



In this article, the first purpose is to prove the existence of random
attractor $\mathcal{A}_\epsilon$ of the initial problem \eqref{eq11} defined
on $\mathbb{R}^N$.
 There are some problems encountered. On the one hand, it is worth noticing
that for this equation, because of the term $\Delta u_t$, if the initial value
$u_0$ belongs to $H^1(\mathbb{R}^N)$, then the solution is always in
$H^1(\mathbb{R}^N)$ and has no higher regularity, which is similar to the hyperbolic
case. On the other hand, the scheme in \cite{Cun3}, which  heavily relied on
the assumption
on the primitive function of the nonlinearity, can not be generalized to the
random cases.  This is because the Wiener process $W(t)$ is only continuous
but not differentiable in time $t$ and thus it is difficult to obtain
 the estimate of the time derivative $u_t$ in randomly perturbed
 case. Thirdly, although the articles \cite{Ma,Zhangf} considered  the same
equations as \eqref{eq11}, on account of the errors mentioned above
 we do not know whether or not the method developed there is applicable.

To overcome these  obstacles, in this article we turn to the energy equation
approach. We first prove that the weak solution of the transformed nonclassical
diffusion equation is weakly continuous in $H^1(\mathbb{R}^N)$.
Then the existence of a random bounded absorbing set is sufficient to show that the
random dynamical system related to equations \eqref{eq11} is asymptotically
compact in $H^1(\mathbb{R}^N)$. Furthermore, this asymptotic compactness
is uniform in $\epsilon\in (0,1]$, see Lemma \ref{lem5.2}.
Some technical problems about this method in random cases are surmounted.
Then the existence of random attractor in $H^1(\mathbb{R}^N)$ is proved,
see Theorem \ref{thm5.3}.

The second goal of this article is to  attack the upper semi-continuity of
the random attractors $\mathcal{A}_\epsilon$
 at $\epsilon=0$ in the topology of $H^1(\mathbb{R}^N)$. Note that in the case
$\epsilon=0$, the system \eqref{eq11} is a deterministic equation and admits a
global attractor $\mathcal{A}_0$ in $H^1(\mathbb{R}^N)$.
It is therefore of great interest to understand both the
 dynamics of the stochastic equations itself and the influence of the small
white noises  as
$\epsilon$ varies in $(0,1]$, in particular, as $\epsilon\searrow0$.
The result on this aspect is Theorem \ref{thm6.2}.

The framework of this article is as follows.
In section 2, we present some associated theory  and notions on random dynamical
systems (RDSs). In section 3, we show the
existence and uniqueness of weak solution for the transformed equation with
random coefficients.
In section 4, we prove that the weak solutions is weakly continuous in
$H^1(\mathbb{R}^N)$.
In section 5, the asymptotic compactness is proved by using energy equation
approach and then we establish the existence of random attractors
for system \eqref{eq11} in $H^1(\mathbb{R}^N)$. In the final section,
we study the convergence of the random attractors $\mathcal{A}_\epsilon$
as $\epsilon\searrow0$.

In this article, we will use some usual notations. Denote by $(\cdot,\cdot)$
the inner product in $L^2$ and by $\|.\|_p$ the norm in $L^p$,
$1\leq p\leq\infty$. In particular, if $p=2$, we omit the subscript
$\|\cdot\|_2=\|\cdot\|$. $H^1$ is the usual Sobolev space with norm
$\|\cdot\|_{H^1}$ and $H^{-1}$ its dual space with norm $\|\cdot\|_{H^{-1}}$.
$L^p(\mathbb{R}^N, a)$ is the space with norm
$\|\cdot\|_{a,p}=(\int_{\mathbb{R}^N}a(x)|\cdot|^pdx)^{1/p}$.
$L^p(\tau,T;X)$ is the space of $L^p$ functions from $(\tau,T)$ to
$X$  with norm
$\|\cdot\|_{L^p(\tau,T;X)}=(\int_{\tau}^T\|\cdot\|^p_{X}dt)^{1/p}$.



\section{Preliminaries on random dynamical systems}

In this section, we recall some basic concepts and  results related to
existence and upper semi-continuity of random attractors of the RDSs.
For a comprehensive exposition on this topic,  there are a large volume
of literature, see \cite{Arn,Ches,Hcr1,Hcr2,Hcr3,Fla1, Kloe, Wang3, Cara2}.

The basic notion in random dynamical systems is a metric
dynamical system (MDS)
$\vartheta\equiv(\Omega,\mathcal{F},\mathbb{P},\{\vartheta_t\}_{t\in
\mathbb{R}})$, which is  a probability space
$(\Omega,\mathcal{F},\mathbb{P})$ with a group $\vartheta_t,t\in
\mathbb{R}$, of measure preserving transformations of
$(\Omega,\mathcal{F},\mathbb{P})$.

A MDS $\vartheta$ is said to be ergodic under $\mathbb{P}$ if for
any $\vartheta$-invariant set $F\in \mathcal{F}$, we have either
$\mathbb{P}(F)=0$ or $\mathbb{P}(F)=1$, where the
$\vartheta$-invariant set is in the sense that
$\mathbb{P}(\vartheta_tF)=\mathbb{P}(F)$ for $F\in \mathcal{F}$ and
all $t\in \mathbb{R}$.

Let $X$ be a separable Banach space with norm $\|.\|_X$ and Borel
sigma-algebra ${\mathcal{B}}(X)$; i.e., the smallest
$\sigma$-algebra on $X$ which contains all open subsets.
Let $\mathbb{R}^+=\{x\in\mathbb{R};  x\geq0\}$ and $2^X$ be the collection of
all subsets of $X$.


\begin{definition} \label{def2.1} \rm
  A RDS on  $X$ over a MDS $\vartheta$ is a
family of $(\mathcal{B}(\mathbb{R}^+)\times
\mathcal{F}\times\mathcal{B}(X)), X)$-measurable mappings
$$
\varphi: \mathbb{R}^+\times\Omega\times X\to X,\quad
 (t,\omega,x)\mapsto\varphi(t,\omega)x
$$
such that for $\mathbb{P}$-a.e.$\omega\in\Omega$, the mappings
$\varphi(t,\omega)$  satisfy the cocycle property:
$$
\varphi(0,\omega)=id, \quad
\varphi(t+s,\omega)=\varphi(t,\vartheta_s\omega)\circ\varphi(s,\omega)
$$
for all $s,t\in \mathbb{R}^+$. A RDS over a MDS $\vartheta$ is briefly
denoted by $(\varphi,\vartheta)$.
\end{definition}

A RDS $\varphi$ is said to be continuous if the mappings
$\varphi(t,\omega):x\mapsto\varphi(t, \omega) x$ are continuous in $X$ for all
$t\in \mathbb{R^+}$ and $\omega\in\Omega$, that is, norm-to-norm continuity.

For the nonempty sets $A,B\in 2^X$, we define the Hausdorff semi-metric by
$$
 d(A,B)=\sup_{x\in A} \inf_{y\in B}
\|x-y\|_X.
$$
In particular, $d(x,B)=d(\{x\}, B)$. Note that $d(A,B)=0$ if and only
if $A\subseteq B$.

Let  $\mathcal{D}\subseteq 2^X$ be given.
$\mathcal{D}$ is called  a sets universe if  $\mathcal{D}$ satisfies the
inclusion closed properties:
if $D\in \mathcal{D}$ and
$\hat{D}\subseteq D$, then $\hat{D}\in \mathcal{D}$.

 \begin{definition} \label{def2.2} \rm
 (i) A random  set $D=\{D(\omega); \omega\in\Omega\}$ is a family of
nonempty  subsets of $X$ indexed by $\omega$ such that for every
$x\in X$, the mapping $\omega\mapsto d(x,D(\omega))$ is
$(\mathcal{F}, {\mathcal{B}}(\mathbb{R}))$-measurable.

(ii) A random variable $r(\omega)$ is tempered with respect to $\vartheta$ if
 $$
 \lim_{|t|\to\infty}e^{-\lambda|t|}r(\vartheta_t\omega)=0,\quad\text{for }
\mathbb{P}\text{-a.e.}\ \omega\in\Omega\ \text{and any}\ \lambda>0.
 $$
\end{definition}

In the following, we give related concepts, where for convenience of our
 discussions in the sequel, the time variable is  stated in the negative direction.


 \begin{definition} \label{def2.3} \rm
 Let $\mathcal{D}$ be a universe of  sets. A set
$K=\{K(\omega); \omega\in \Omega\}\in\mathcal{D}$ is said to be
$\mathcal{D}$-pullback absorbing   for RDS $(\varphi, \vartheta)$ in $X$ if for
$\mathbb{P}$-a.e.$\omega\in\Omega$ and every $D\in \mathcal{D}$,
there exists an absorbing time $T=T(D,\omega)
<0$ such that for all $\tau\leq T$,
$$
\varphi(-\tau,\vartheta_{\tau}\omega)D(\vartheta_{\tau}\omega) \subset K(\omega),
$$
where
$\varphi(-\tau,\vartheta_{\tau}\omega)D(\vartheta_{\tau}\omega)=\cup_{x\in
D(\vartheta_{\tau}\omega)}\{\varphi(-\tau,\vartheta_{\tau}\omega)x\}$.
\end{definition}

Note that $K$  in Definition \ref{def2.3} is merely a subset of
$X$ (possessing the absorbing property), on which the random property in
the sense of Definition \ref{def2.2}(i) has not been imposed there.
We also should point out that for a continuous RDS, the existence of
a compact random absorbing set ensures completely the existence
of a random attractor, see \cite{Hcr1,Hcr2,Cara1}. However, for our problem,
we need the following generalized
 version of existence criterion, see \cite{Bate, Kloe} and etc.
For the random attractors of non-autonomous RDSs, we see \cite{Wang0} and
 the references therein.

 \begin{definition} \label{def2.4} \rm
Let $\mathcal{D}$ be a universe of  sets. The RDS $(\varphi,\vartheta)$
is said to be $\mathcal{D}$-pullback asymptotically compact in $X$  if for
$\mathbb{P}$-a.e.$\omega\in\Omega$ and every
$D\in \mathcal{D}$, the sequence $\{\varphi(-\tau_n,
\vartheta_{-\tau_n}\omega, x_n) \}_{n=1}^\infty$ has a convergent
subsequence in $X$ whenever $\tau_n\to -\infty$ and
$x_n\in D(\vartheta_{\tau_n}\omega)$.
\end{definition}


\begin{theorem} \label{thm2.5}
Let $\mathcal{D}$ be a universe of  sets,
and  $(\varphi,\vartheta)$  a continuous RDS on $X$. Suppose that
there exists  a closed and $\mathcal{D}$-pullback  random bounded absorbing
set $K=\{{K}(\omega); \omega\in \Omega\}$ for $(\varphi,\vartheta)$ in $X$
and $(\varphi,\vartheta)$ is $\mathcal{D}$-pullback asymptotically
compact in $X$. Then the omega-limit set of $K$,
$\mathcal{A}=\{\mathcal{A}(\omega); \omega\in \Omega\}$ defined by
$$
\mathcal{A}(\omega)=\cap_{s\leq0}\overline{\cup_{\tau\leq
s}\varphi (-\tau,\vartheta_{\tau}\omega)K(\vartheta_{\tau}\omega)}\subset K(\omega),
\quad \omega\in \Omega,
$$
is a $\mathcal{D}$-random attractor for $(\varphi,\vartheta)$ in
$X$, in the sense that  $\mathcal{A}\in \mathcal{D}$,  and further
for $\mathbb{P}$-a.e. $\omega\in\Omega$, there hold:
\begin{itemize}
\item[(i)] $\mathcal{A}(\omega)$ is  compact random set in $X$;

\item[(ii)]  the invariance property
$$
\varphi (-\tau,\omega)\mathcal{A}(\omega)=\mathcal{A}(\vartheta_{-\tau}\omega)
$$
is satisfied for all $\tau\leq0$;

\item[(iii)] in addition, the pullback convergence
$$
\lim_{\tau \to -\infty}d(\varphi(-\tau,\vartheta_{\tau}\omega,
D(\vartheta_{\tau}\omega)),K(\omega))= 0
$$
holds for every  $D\in \mathcal{D}$.
\end{itemize}
\end{theorem}


In the following, we recall some notions on the upper
semi-continuity of the RDS. Given $\epsilon>0$, let
$(\varphi_\epsilon, \vartheta)$ be an RDS generated by an SPDE
depending on the coefficient $\epsilon$, and $\varphi_0$ the
 corresponding  deterministic dynamical system, i.e. $\varphi_0$ is
independent of the random parameter $\omega$.
 Then we  reformulate the result on the upper semi-continuity of random attractors
in $X$, which can be found in \cite{Cara2,Wang0,Wang3}.

\begin{theorem} \label{thm2.6}
 Suppose that $(\varphi_\epsilon, \vartheta)$ has a random attractor
$\mathcal{A}_\epsilon=\{\mathcal{A}_\epsilon(\omega);\omega\in\Omega\}$ and
$\varphi_0$ has a global attractor $\mathcal{A}_0$ in $X$, respectively. Assume that
  for all $\tau\leq t\leq 0$ and $ \mathbb{P}$-a.e. $\omega\in\Omega$, there hold
\begin{itemize}
\item[(i)] for every $\epsilon_{n}\to0^+ $,  and $x_{n}, x\in X$  with
$x_{n}\to x$,   we have
\[
 \lim_{n\to\infty}\varphi_{\epsilon_{n}}(t-\tau,\vartheta_\tau\omega)x_{n}
=\varphi_0(t, \tau)x;
\]

\item[(ii)]  $(\varphi_\epsilon, \vartheta)$  admits  a random absorbing set
$ E_{\epsilon }=\{  E _{ \epsilon }(\omega); \omega\in\Omega \}\in \mathcal{D}$
 such that for some deterministic positive constant  $M$
\[
 \lim\sup_{\epsilon\to0^+}\|E_{ \epsilon }\|_X \leq M,
\]
where $\|E_{ \epsilon }\|_X =\sup_{x\in E_{\epsilon }}\|x\|_X$;

\item[(iii)]  there exists  $\epsilon_{0}>0$  such that
\begin{equation}
 \cup_{0<\epsilon\leq\epsilon_{0}}\{\mathcal{A}_{\epsilon}\}\
 \text{ is precompact in } X.
\end{equation}
\end{itemize}
Then for $ \mathbb{P}$-a.e. $\omega\in\Omega$, we have
${d}(\mathcal{A}_{\epsilon }(\omega), \mathcal{A}_{0})\to 0$, as
$\epsilon \searrow 0$.
\end{theorem}

\section{Existence and uniqueness of weak solutions}

To model the white noise in the equations \eqref{eq11}, based on the probability
space $(\Omega,\mathcal{F},\mathbb{P})$ defined in the introduction, we need to
define a time shift on $\Omega$ by
\begin{equation} \label{3.1}
\vartheta_t\omega(s)=\omega(s+t)-\omega(t), \quad \omega\in \Omega,\
t,\ s\in \mathbb{R}.
\end{equation}
This shift $\vartheta$ is a group on $\Omega$ which leaves the Wiener measure
$\mathbb{P}$ invariant. Specifically, $\mathbb{P}$ is ergodic
with respect to $\vartheta$. Then
$\vartheta=\{\Omega,\mathcal{F},\mathbb{P}, (\vartheta_t)_{t\in \mathbb{R}}\}$
forms  an ergodic MDS,  see \cite{Ches}.

We now convert system \eqref{eq11} with a random perturbation term into a
deterministic one with a random parameter $\omega$. For this purpose, we
introduce the notation
$z(t)=z(\vartheta_t\omega)= (I-\Delta)^{-1}hy(\vartheta_t\omega)$,  where
$\Delta$ is the Laplacian  and $y(t)$  the Ornstein-Uhlenbeck(O-U) process
taking the form
$$
y(t)=y(\vartheta_t\omega)=-\int_{-\infty}^0 e^{ s}(\vartheta_t\omega)(s)ds,\quad
 t\in \mathbb{R},
$$
where $\omega(t)=W(t)$ is one dimensional Wiener process defined in the introduction.
Furthermore, $y(t)$ satisfies the stochastic differential equations
$$
dy+ydt=d\omega(t)\quad  \text{for all } t\in\mathbb{R}.
$$


\begin{remark} \label{rmk3.1} \rm
 Since $y(\omega)$ is  tempered, in view of \cite{Bate} or \cite{Arn},
there exists  a tempered variable ${r}(\omega)>0$ such that
\begin{equation} \label{3.2}
|y(\omega)|^2+|y(\omega)|^p\leq r(\omega),
\end{equation}
with
\begin{equation} \label{3.3}
{r}(\vartheta_t\omega)\leq e^{\frac{\mu}{2}|t|}r(\omega),\quad t\in\mathbb{R},
\end{equation}
where we choose $0<\mu< 2$.
 Note that since the inverse of  $I-\Delta$ is a bounded linear operator
on $H^1(\mathbb{R}^N)$, then by the H\"{o}lder inequality and
using \eqref{3.2}-\eqref{3.3} and the assumption $\eqref{cond8}$,
we can deduce that
\begin{equation} \label{3.4}
\|z(\vartheta_t\omega)\|_{H^1}^2+\|z(\vartheta_t\omega)\|_p^p
\leq \|z(\vartheta_t\omega)\|_{H^1}^2+c^p_1\|z(\vartheta_t\omega)\|_{H_1}^p
\leq c_2e^{\frac{\mu}{2}|t|} r(\omega),
\end{equation}
for $t\in\mathbb{R}$,
where $c_1>0$ is the embedding constant of $H^1\hookrightarrow L^p$ and $c_2$
a deterministic positive constant depending only on  $\|h\|_{H^1}, p, c_1$.
\end{remark}

 It is easy to show that
$$
(I-\Delta)z_tdt+ (I-\Delta)zdt=hdW(t).
$$
Let $u(t)$ satisfy  \eqref{eq11}. Using the change of
variable $v(t) =u(t)-\epsilon z(\vartheta_t\omega)$ (where $\epsilon\in(0,1]$),
$v(t)$ satisfies the equation
 (which depends on the random parameter $\omega$)
\begin{equation} \label{3.5}
v_t-\Delta v_t-\Delta v +v+f(x, v+\epsilon z(\vartheta_t\omega))=\text{g},
\end{equation}
with initial value condition
\begin{equation} \label{3.6}
v(x,\tau)=v_0
(x)=u_0(x)-\epsilon z(\vartheta_\tau\omega).
\end{equation}
In addition,  we assume
that $p\geq 2$ for $N\leq2$ and $2\leq p\leq \frac{N}{N-2}+1$ for $N\geq3$,
where the condition on growth exponent $p$
ensures that some Sobolev embeddings hold.

Concerning the existence and uniqueness of solutions of  \eqref{3.5}-\eqref{3.6},
we can prove them by using the Faedo-Galerkin method and some approximation arguments,
see a similar argument as  \cite{Franc,Babin,Cun3}.
Here, we only formulate this result and omit the  proof.
  Before giving this,  we state the definition of weak solutions.

\begin{definition} \label{def3.2} \rm
 For any $\tau\in\mathbb{R} $, a stochastic process
$v(x,t), t\in[\tau,T],x\in \mathbb{R}^N$ is called a weak solution of
\eqref{3.5} if and only if
\begin{gather*}
v\in C(\tau, T; H^1(\mathbb{R}^N))\cap L^\infty(\tau, T; H^1(\mathbb{R}^N))
 \cap L^p(\tau,T; L^p(\mathbb{R}^N)), \\
\frac{dv}{dt}\in L^2(\tau,T; H^1(\mathbb{R}^N)),\quad
v|_{t=\tau}=v_0, \text{ a.e. in } \mathbb{R}^N,
\end{gather*}
 and
\begin{equation} \label{3.7}
\begin{aligned}
&\int_\tau^T\Big((v_t, \phi)+(\nabla v_t,  \nabla\phi)
 +(\nabla v,  \nabla\phi)+(v, \phi)
+(f(x,v+\epsilon z(\vartheta_t\omega)),\phi)\Big)dt\\
&=\int_\tau^T(\text{g}, \phi)dt
\end{aligned}
\end{equation}
for all test functions $\phi\in C_0^\infty([\tau,T]\times \mathbb{R}^N)$
and $\mathbb{P}$-a.e.$\omega\in \Omega$.
\end{definition}

\begin{lemma} \label{lem3.3}
Assume that \eqref{cond1}--\eqref{cond8} hold, $g\in L^2(\mathbb{R}^N)$
and $v_0\in H^1(\mathbb{R}^N)$. Then for any $\tau\in\mathbb{R}$, $\tau<T$,
\begin{itemize}
\item[(i)]  the initial problem \eqref{3.5}-\eqref{3.6} possesses a unique
weak $v(t,\omega; \tau,v_0)$ with the initial value $v_0=v(\tau,\omega; \tau,v_0)$,
and

\item[(ii)] the mapping $v_0\mapsto v(t,\omega;\tau, v_0)$ is
 continuous  and  $\omega\mapsto v(t,\omega;\tau, v_0)$ is
$(\mathcal{F},\mathcal{B}(H^1(\mathbb{R}^N)\times\mathbb{R})$-measurable
in $H^1(\mathbb{R}^N)$ for all $t>\tau$.
\end{itemize}
\end{lemma}


\begin{remark} \label{rmk3.4} \rm
 By \eqref{3.5}, it follows that the weak solution $v$ satisfies the
 energy equation: for any $\tau\in\mathbb{R}$ with $\tau\leq t$,
\begin{equation} \label{3.8}
\begin{aligned}
\|v(t)\|_{H^1}^2
&=e^{-\mu (t-\tau)}\|v(\tau)\|_{H^1}^2-(2-\mu)
 \int_{\tau}^te^{-\mu (t-s)}\|v(s)\|^2_{H^1}ds\\
&\quad -2\int_{\tau}^te^{-\mu (t-s)}(f(x,v(s)
  +\epsilon z(\vartheta_s\omega)),v(s))ds\\
&\quad +2\int_{\tau}^te^{-\mu (t-s)}(\text{g},v(s))ds
\end{aligned}
\end{equation}
where $\mu\in(0,2)$.
\end{remark}

Note that by Lemma \ref{lem3.3} we have the measurability of solutions as
 mappings from $\mathbb{R^+}\times \Omega\times H^1(\mathbb{R}^N)$
into $H^1(\mathbb{R}^N)$. Now, we are  in the position to define a
RDS $(\varphi,\vartheta)$ corresponding to the stochastic
nonclassical diffusion equation \eqref{eq11}.  Put
\begin{equation} \label{3.9}
\varphi(t-\tau,\vartheta_\tau\omega)u_0=u(t, \omega; \tau, u_0)
=v(t, \omega; \tau, u_0-\epsilon z(\vartheta_\tau\omega))
+\epsilon z(\vartheta_t\omega),
\end{equation}
for $\omega\in \Omega$, where $u_0=u(\tau, \omega; \tau, u_0)$.
Then from Lemma \ref{lem3.3},  $(\varphi,\vartheta)$ is a continuous RDS
on $H^1(\mathbb{R}^N)$, where the MDS $\vartheta$ is defined in \eqref{3.1}.

\section{Weak-to-weak continuity of solutions in $H^1(\mathbb{R}^N)$}

Although Lemma \ref{lem3.3} implies that the weak solutions to \eqref{3.5}-\eqref{3.6}
is norm-to-norm continuous in $H^1(\mathbb{R}^N)$, it will not be helpful for us
to show the asymptotic compactness  which is indispensable to the existence
of a random attractor for  RDS $(\varphi,\vartheta)$ defined by \eqref{3.9}.
Here, we will prove the weak continuous dependence of
the solutions with respect to the initial value conditions in $H^1(\mathbb{R}^N)$.
 This result will be one crucial condition for us to prove the asymptotic
compactness of the associated RDS $(\varphi,\vartheta)$.

\begin{lemma} \label{lem4.1}
Assume that \eqref{cond1}-\eqref{cond8} are satisfied and
$g\in L^2(\mathbb{R}^N)$.  Let the sequence
$\{v^{(n)}_0\}_{n\geq1}\subset H^1(\mathbb{R}^N)$ such that
  \begin{equation} \label{4.1}
  v^{(n)}_0\rightharpoonup v_0\quad \text{weakly in } H^1(\mathbb{R}^N),
  \end{equation}
and $v^{(n)}(t)$,
 $v(t)$ the corresponding weak solutions. Then there exists a
 subsequence (we will label again $\{v^{(n)}(t)\}_{n\geq1}$) such that
\begin{equation} \label{4.2}
v^{(n)}(t)\rightharpoonup v(t)\quad \text{weakly in $H^1(\mathbb{R}^N)$ for all }
 t> \tau,
\end{equation}
Furthermore, the convergence in \eqref{4.2} is uniform in $\epsilon\in(0,1]$
and  on the time interval $[\tau, T]$.
\end{lemma}

\begin{proof}
 We first give some estimates to show that the weak solutions
  $v^{(n)}(t)$ are bounded in time $t\in[\tau, T]$ and uniformly
bounded in both $n$ and $\epsilon$ in some proper spaces.

  Note that as the weak convergent sequence is bounded.
Then  there exists a positive constant $C_1$ such that
\begin{equation} \label{4.3}
\|v^{(n)}_0\|_{H^1}^2\leq C_1\quad \text{for all } n\in \mathbb{Z}^+,
\end{equation}
 where and in the following  $C_i, i=1,\dots ,6$ are deterministic constants
independent of $\epsilon$ and $n$.


  Now, in  \eqref{3.5}, we replace $v(t)$ with $v^{(n)}(t)$, take the inner
products with $v^{(n)}(t)$ in $L^2(\mathbb{R}^N)$ and use the assumptions
\eqref{cond2}-\eqref{cond3}, \eqref{cond5}-\eqref{cond6}
and \eqref{cond8} to deduce that
\begin{equation} \label{4.4}
\begin{aligned}
&\frac{d}{dt}\|v^{(n)}(t)\|_{H^1}^2
 +\|v^{(n)}(t)\|_{H^1}^2+\alpha_1\|u^{(n)}(t)\|_p^p
 +\alpha_2 \|u^{(n)}(t)\|^p_{a,p}\\
&\leq  C_2(\|z(\vartheta_t\omega)\|_{H^1}^2+\|z(\vartheta_t\omega)\|_{H^1}^p)+C_3
\end{aligned}
\end{equation}
is valid  a.e.  $t\geq\tau$.
By integrating \eqref{4.4} from $\tau$ to $t$  and  using  \eqref{4.3},
we readily prove the following bounds, uniformly in both $n$ and
$\epsilon\in(0,1]$:
\begin{gather} \label{4.5}
 v^{(n)}(t) \quad \text{is uniformly bounded in }
 L^\infty(\tau,T; H^1(\mathbb{R}^N)), \\
\label{4.6}
 v^{(n)}(t) \quad \text{is uniformly bounded in } L^2(\tau,T; H^1(\mathbb{R}^N)), \\
 \label{4.7}
 u^{(n)}(t) \quad \text{is uniformly bounded in } L^p(\tau,T; L^p(\mathbb{R}^N)), \\
 u^{(n)}(t) \quad \text{is uniformly bounded in } L^p(\tau,T; L^p(\mathbb{R}^N,a)),
\nonumber
\end{gather}
where $u^{(n)}(t)= v^{(n)}(t)+\epsilon z(\vartheta_t\omega)$.
At the same time, by using \eqref{cond2} and \eqref{cond6},
along with \eqref{4.7}, we  deduce  that
\begin{gather} \label{4.8}
 f_1(\cdot , u^{(n)}(t)) \text{ is uniformly bounded in } L^q(\tau,T;L^q(\mathbb{R}^N)),\\
\label{4.9}
a(\cdot) f_2(u^{(n)}(t))\text{ is uniformly bounded in }
 L^q(\tau,T;L^q(\mathbb{R}^N)),
\end{gather}
where $q$ is the conjugate of $p$.
On the other hand, we have
\begin{equation} \label{4.10}
-\Delta v^{(n)}(t)\ \ \text{is uniformly bounded in}\ L^2(\tau, T; H^{-1}(\mathbb{R}^N)).
\end{equation}
Hence, from \eqref{4.6} and \eqref{4.8}-\eqref{4.10} we  infer  that
\begin{equation} \label{4.11}
\begin{aligned}
&v_t^{(n)}(t)-\Delta v_t^{(n)}(t)  \text{ is uniformly bounded in }\\
& L^2(\tau,T;H^{-1}(\mathbb{R}^N))+L^q(\tau,T;L^{q}(\mathbb{R}^N)).
\end{aligned}
\end{equation}

Furthermore, in \eqref{3.5}, replacing $v(t)$ by $v^{(n)}(t)$, then multiplying
with  $v_t^{(n)}(t)$,  we find that
\begin{equation} \label{4.12}
\|v_t^{(n)}(t)\|_{H^1}^2+\frac{d}{dt}\|v^{(n)}(t)\|_{H^1}^2
\leq C_4\|u^{(n)}(t)\|_{H^1}^{2p-2}+\|\psi_2\|^2+\|\text{g}\|^2)+C_5,
\end{equation}
where we have used the embedding $H^1\hookrightarrow L^{2p-2}$ under the
assumptions on $p$ and $N$. Then integrating \eqref{4.12} from $\tau$ to $T$,
 connection with \eqref{4.3} and \eqref{4.5}, we obtain
\begin{equation} \label{4.13}
v_t^{(n)}(t) \text{ is uniformly bounded in } L^2(\tau, T; H^{1}(\mathbb{R}^N)),
\end{equation}
and therefore along with \eqref{4.6}  it implies that
$v^{(n)}(t)\in C(\tau, T; H^{1}(\mathbb{R}^N))$, see
\cite[ Corollary 7.3]{Robin}.


Hence, by the compactness theorem (see, e.g. \cite{Tem})
we can extract a subsequence from $\{v^{(n)}(t)\}_n$
(which we will repeatedly and wickedly label $\{v^{(n)}(t)\}_n$) such that
\begin{gather} \nonumber
v^{(n)}(t)\rightharpoonup\hat{v}(t)\quad  \text{weakly* in }
 L^\infty(\tau, T; H^1(\mathbb{R}^N)), \\
\label{4.14}
v^{(n)}(t)\rightharpoonup\hat{v}(t)\quad  \text{weakly in }
 L^2(\tau, T; H^1(\mathbb{R}^N)), \\
 \label{4.15}
v^{(n)}(t)\to\hat{v}(t)\quad  \text{strongly in } L^2 (\tau, T; L^2(B_R)),
\end{gather}
where $B_R=\{x\in\mathbb{R}^N; |x|\leq R\}$ for all $R>0$.
By using a similar method as \cite{Franc}, it is not difficult to verify
that $\hat{v}(t)$ satisfies \eqref{3.5}-\eqref{3.6} in the sense of
Definition 3.2. The uniqueness of solutions implies that $\hat{v}(t)=v(t)$.

For any $\tau\in\mathbb{R}$, by \eqref{4.14}, we see that
\begin{equation} \label{4.16}
v^{(n)}(t)\rightharpoonup {v}(t)\quad \text{weakly in } H^1(\mathbb{R}^N),
\end{equation}
for almost every $t\geq \tau$. We then show that \eqref{4.16} holds for any
$t\geq \tau$. Indeed, in terms of \eqref{4.16},  for any $t\geq\tau$,
we can choose a enough small number $h>0$ such that
\begin{equation} \label{4.17}
\lim_{n\to\infty}\langle v^{(n)}(t+h)-v(t+h), \phi\rangle= 0,\quad \forall
 \phi\in H^{-1}(\mathbb{R}^N),
\end{equation}
 where $\langle\cdot,\cdot\rangle$ denotes the pairing between $H^1$
and its duality $H^{-1}$. Hence by
using first \eqref{4.17} and then \eqref{4.13}  we can infer that for any
$t\geq\tau$,
\begin{equation} \label{4.18}
\begin{aligned}
&\lim_{n\to\infty}|\langle v^{(n)}(t)-v(t), \phi\rangle |\\
&\leq\lim_{n\to\infty}\Big(|\langle v(t+h)-v(t), \phi>|+|<v^{(n)}(t+h)
 -v^{(n)}(t), \phi\rangle |\Big)\\
&\leq\lim_{n\to\infty}\Big(|\langle \int_{t}^{t+h}v_s(s) ds,\phi\rangle|
+|\langle \int_{t}^{t+h}v_s^{(n)}(s) ds, \phi\rangle |\Big)\\
&\leq\lim_{n\to\infty}\Big(\|(v'\|_{L^2(t, t+h; H^1)}
+\|(v^{\prime(n)}\|_{L^2(t, t+h; H^1)}\Big)h^{1/2}\|\phi\|_{H^{-1}}.
\end{aligned}
\end{equation}
Hence by \eqref{4.18} we know that \eqref{4.2} is proved as claimed.
\end{proof}

\begin{remark} \label{rmk4.2} \rm
 The strong convergence in \eqref{4.15} can be achieved by the compactness
theorem \cite[Theorem 8.1]{Robin}.
\end{remark}

\section{Existence of random attractors in $H^1(\mathbb{R}^N)$}

We first show that the RDS $(\varphi,\vartheta)$ generated by the stochastic
nonclassical diffusion equations \eqref{eq11}
 admits a closed and  $\mathcal{D}_\mu$-pullback random bounded absorbing set
in $H^1(\mathbb{R}^N)$, where $\mu\in (0,2)$ is based on the following
consideration.
 In this section, our proofs are closely related to the energy equality \eqref{3.8}.
Throughout this paper, the number $c$ is a generic constant independent of
$\epsilon, t$, $z(\vartheta_t\omega)$ and $v(t)$.


\begin{lemma} \label{lem5.1}\rm
Assume that \eqref{cond1}-\eqref{cond8} are satisfied and
$g\in L^2(\mathbb{R}^N)$ with  $\epsilon\in(0,1]$.
  Then there exists a closed and $\mathcal{D}_\mu$-pullback random bounded
absorbing set $K_\mu=\{K_\mu(\omega); \omega\in \Omega\}$ for the
 RDS $(\varphi,\vartheta)$ in $H^1(\mathbb{R}^N)$;
that is, for any $D\in \mathcal{D}_\mu$ and $\mathbb{P}$-a.e.
$\omega\in \Omega$, there exists $T=T(D,\omega)<0$ such that
\[
\varphi(-\tau,\vartheta_{\tau}\omega)D(\vartheta_{\tau}\omega)
\subseteq K_\mu(\omega),\quad \text{for all } \tau\leq T,
\]
 where the universe $\mathcal{D}_\mu$  is the collection  of nonempty
subsets $D=\{D(\omega); \omega\in \Omega\}$ of ${H^1(\mathbb{R}^N)}$
such that
\begin{equation} \label{5.1}
\lim_{\tau\to-\infty}\Big(e^{\mu \tau}\sup_{u\in D(\vartheta_{\tau}\omega)}
\{\|u\|_{H^1}^2\}\Big)=0,
\end{equation}
 where $\mu\in (0,2)$ and  for every fixed $\mu$ the universe $\mathcal{D}_\mu$
is inclusion closed and  $K_\mu\in \mathcal{D}_\mu$.
\end{lemma}

\begin{proof}
We first estimate each term on the right hand side of \eqref{3.8}.
By \eqref{cond2}-\eqref{cond3} and using a similar arguments
as \eqref{4.2} in \cite{Wang3},  we obtain
\begin{equation} \label{5.2}
\begin{aligned}
&\int_{\mathbb{R}^N}f_1(x,v+\epsilon z(\vartheta_t\omega))v\,dx\\
&\geq \frac{\alpha_1}{2}\|u\|^p_p-\epsilon c(\|z(\vartheta_t\omega)\|^p_p
+\|z(\vartheta_t\omega)\|^2)-c(\|\psi_1\|_1+\|\psi_2\|^2).
\end{aligned}
\end{equation}
By using \eqref{cond5}-\eqref{cond6}, we have
\begin{equation} \label{5.3}
\begin{aligned}
&\int_{\mathbb{R}^N}a(x)f_2(v+\epsilon z(\vartheta_t\omega))v\,dx\\
&=\int_{\mathbb{R}^N}a(x)f_2(u)udx-\epsilon\int_{\mathbb{R}^N}a(x)f_2(u)z(\vartheta_t\omega)dx\\
&\geq \alpha_2\int_{\mathbb{R}^N}a(x)|u|^pdx
 -\gamma\int_{\mathbb{R}^N}a(x)dx
 -\epsilon\beta_2\int_{\mathbb{R}^N}a(x)|u|^{p-1}|z(\vartheta_t\omega)|dx\\
&\quad -\epsilon\delta\int_{\mathbb{R}^N}a(x)|z(\vartheta_t\omega)|dx.
\end{aligned}
\end{equation}
By the Young inequality, and using assumption \eqref{cond1}, we obtain
\begin{gather} \label{5.4}
\epsilon\beta_2\int_{\mathbb{R}^N}a(x)|u|^{p-1}|z(\vartheta_t\omega)|dx
\leq \frac{\alpha_2}{2}\int_{\mathbb{R}^N}a(x)|u|^{p}dx
 +\epsilon c\int_{\mathbb{R}^N}|z(\vartheta_t\omega)|^pdx, \\
\label{5.5}
\epsilon\delta\int_{\mathbb{R}^N}a(x)|z(\vartheta_t\omega)|dx
\leq\epsilon\|a\|_\infty\int_{\mathbb{R}^N}|z(\vartheta_t\omega)|^2dx
+\frac{\delta^2}{4}\|a\|_1.
\end{gather}
 where $c=c(\alpha_2,\beta_2,p,\|a\|_\infty)$.
Then, it follows from \eqref{5.3}-\eqref{5.5} that
\begin{equation} \label{5.6}
\begin{aligned}
&\int_{\mathbb{R}^N}a(x)f_2(v+\epsilon z(\vartheta_t\omega))v\,dx\\
&\geq \frac{\alpha_2}{2}\int_{\mathbb{R}^N}a(x)|u|^pdx
-\epsilon c(\|z(\vartheta_t\omega)\|_p^p+\|z(\vartheta_t\omega)\|^2)-c\|a\|_1.
\end{aligned}
\end{equation}
On the other hand, we  have
\begin{equation} \label{5.7}
2\Big|\int_{\mathbb{R}^N}\text{g}v\,dx\Big|
\leq (2-\mu)\|v(t)\|^2 +\frac{1}{2-\mu}\|\text{g}\|^2
\leq(2-\mu)\|v(t)\|^2_{H^1}+\frac{1}{2-\mu}\|\text{g}\|^2.
\end{equation}
Then, we incorporate  \eqref{5.2},\eqref{5.6} and \eqref{5.7} into \eqref{3.8}
to yield
\begin{equation} \label{5.8}
\begin{aligned}
&\|v(t)\|_{H^1}^2+\int_{\tau}^te^{-\mu (t-s)}(\alpha_1\|u(s)\|_p^p
 +\alpha_2 \|u(s)\|^p_{a,p})ds\\
&\leq e^{-\mu(t-\tau)}\|v_0\|_{H^1}^2
 +\epsilon e^{-\mu t}\int_{\tau}^te^{\mu s}\varsigma(\vartheta_s\omega)ds+c,
\end{aligned}
\end{equation}
where
$$
\varsigma(\vartheta_t\omega)=c(\|z(\vartheta_t\omega)\|^2
+\|z(\vartheta_t\omega)\|_p^p).
$$
We now fix $t\leq 0$. From \eqref{3.4}, we have
\begin{equation} \label{5.9}
\begin{aligned}
&\|v(t, \omega; \tau, u_0)\|_{H^1}^2\\
&\leq e^{-\mu(t-\tau)}\|v_0\|_{H^1}^2+\epsilon e^{-\mu t}
 \int_{\tau}^te^{\mu s}\varsigma(\vartheta_s\omega)ds+c\\
&\leq e^{-\mu t}\Big(2e^{\mu\tau}\|u_0\|_{H^1}^2
 +2\epsilon e^{\mu\tau}\|z(\vartheta_\tau\omega)\|_{H^1}^2
 +\epsilon\int_{\tau}^te^{\mu s}\varsigma(\vartheta_s\omega)ds+c\Big)\\
&\leq e^{-\mu t}\Big(2e^{\mu\tau}\|u_0\|_{H^1}^2
 +2\epsilon ce^{\mu\tau} e^{-\frac{\mu}{2}\tau}r(\omega)
 +\epsilon c\int_{\tau}^te^{\frac{\mu}{2} s}r(\omega)ds+c\Big)\\
&\leq e^{-\mu t}\Big(2e^{\mu\tau}\|u_0\|_{H^1}^2
 +2\epsilon ce^{\frac{\mu}{2}\tau}r(\omega)
 +\epsilon c\frac{2}{\mu}r(\omega)+c\Big).
\end{aligned}
\end{equation}
Therefore, it follows from \eqref{5.9}  that  for every
$D\in \mathcal{D}_\mu$, there exists $T=T(D,\omega)<t\leq 0$ such that
\begin{equation} \label{5.10}
\|v(t, \omega; \tau, u_0)\|_{H^1}^2
\leq ce^{-\mu t}(1+ \epsilon r(\omega)),\quad \text{for all } \tau\leq T.
\end{equation}
By noticing  that $u(0)=v(0)+\epsilon z(\omega)$, letting $t=0$ in (5.10),
we obtain
\begin{equation} \label{5.11}
\begin{aligned}
\|u(0, \omega; \tau, u_0)\|_{H^1}^2
&\leq2\|v(0, \omega; \tau, u_0)\|_{H^1}^2+2\epsilon\|z(\omega)\|_{H^1}^2\\
&\leq 2c(1+\epsilon r(\omega))+2\epsilon\|z(\omega)\|_{H^1}^2\\
&\leq R(\omega)=: c(1+\epsilon r(\omega)),
\end{aligned}
\end{equation}
for all $\tau\leq T$.  Observing that
\[
e^{\mu \tau}R(\vartheta_\tau\omega)
=e^{\mu \tau} + \epsilon e^{\mu \tau}r(\vartheta_\tau\omega)
\leq e^{\mu \tau}+ \epsilon e^{\frac{\mu }{2}\tau}r(\omega)\to0,
\]
as $\tau\to-\infty$. Hence
 $K_\mu=\{\|u\|_{H^1}; \|u\|_{H^1}^2\leq c(1+\epsilon r(\omega)),
\omega\in \Omega\}\in \mathcal{D}_\mu$.  On the other hand,
 from \eqref{5.11} we find that $R(\omega)$ is measurable, and so
is the set-valued mapping $K_\mu$. Therefore  $K_\mu$ is a closed and
$\mathcal{D}_\mu$-pullback random bounded absorbing set
  for the RDS $(\varphi, \vartheta)$ defined in (3.9). This completes the proof.
\end{proof}

Now, we will use the weak-to-weak continuity of solutions in Lemma \ref{lem4.1}
to demonstrate the $\mathcal{D}_\mu$-pullback asymptotically compactness
for the RDS $(\varphi,\vartheta)$ in $H^1(\mathbb{R}^N)$.
In fact, we obtain the pre-compactness for
the RDS $(\varphi,\vartheta)$ uniformly in $\epsilon\in (0,1]$,
 which is one of the  crucial conditions for us to discuss the upper
semi-continuity in section 6.

\begin{lemma} \label{lem5.2}
Assume that \eqref{cond1}-\eqref{cond8} are satisfied,
$g\in L^2(\mathbb{R}^N)$, $\epsilon\in (0,1]$ and the universe
$\mathcal{D}_\mu$ defined by \eqref{5.1}. Then for every
fixed $\mu\in (0,2)$, the RDS $(\varphi,\vartheta)$ corresponding
 to the stochastic nonclassical diffusion equations \eqref{eq11} is
$\mathcal{D}_\mu$-pullback asymptotically compact in $H^1(\mathbb{R}^N)$.
\end{lemma}

\begin{proof} Let $\tau_n\to -\infty$, and
$x_{n}\in D(\vartheta_{\tau_n}\omega)$ with $D\in\mathcal{D}_\mu$.
It suffices to show that the sequence
$\{\varphi(-\tau_n,\vartheta_{\tau_n}\omega)x_n\}_n$  is pre-compact
in $H^1(\mathbb{R}^N)$.

Put $K=\{K(\omega); \omega\in \Omega\}$ omitting the subscript $\mu$, where
$$
K=\{\|u\|_{H^1}; \|u\|_{H^1}^2\leq c(1+ r(\omega))\}.
$$
Then, $K$ is also a closed and $\mathcal{D}_\mu$-pullback  random bounded
absorbing set (see Lemma \ref{lem5.1}), so
 $\varphi(-\tau_n,\vartheta_{\tau_n}\omega)x_n\in K(\omega)$ for $\tau_n\to-\infty$.
By the boundedness of $K$ and weak compactness theorem,
there exists some $y_0\in  H^1(\mathbb{R}^N)$ such that, up to a subsequence,
\begin{equation}\label{5.12}
\varphi(-\tau_n,\vartheta_{\tau_n}\omega)x_n\rightharpoonup y_0\quad 
\text{weakly in } H^1(\mathbb{R}^N)
\end{equation}
uniformly in $\epsilon\in (0,1]$.
We need to show  that the convergence in \eqref{5.12} is equivalent to the
norm convergence. That is, there exists a subsequence $\{n'\}\subset\{n\}$
such that
\begin{equation}\label{5.13}
\varphi(-\tau_{n'},\vartheta_{\tau_{n'}}\omega)x_{n'}\to y_0\quad
 \text{strongly in } H^1(\mathbb{R}^N).
\end{equation}
To this end, it suffices to show
\begin{equation}\label{5.14}
\limsup_{\tau_n\to-\infty}
\|\varphi(-\tau_n, \vartheta_{\tau_n} \omega)x_n-\epsilon z(\omega)\|_{H^1}
\leq\|y_0-\epsilon z(\omega) \|_{H^1}.
\end{equation}

To prove the inequality \eqref{5.14}, first, we give an equivalent form of the
element $y_0$ by the RDS $\varphi$.
Fix $k>\tau_n$.  By the cocycle property of the RDS $\varphi$,  we have
\begin{equation}\label{5.15}
\varphi(-\tau_n,\vartheta_{\tau_n}\omega)x_n
=\varphi(-k,\vartheta_{k}\omega)\varphi(-\tau_n+k, \vartheta_{\tau_n}\omega)x_n,
\end{equation}
and by using again Lemma \ref{lem5.1}  it gives
\begin{equation}\label{5.16}
\varphi(-\tau_n+k, \vartheta_{\tau_n}\omega)x_n
=\varphi(-\tau_n+k, \vartheta_{\tau_n-k}\vartheta_k\omega)x_n
\in K(\vartheta_k\omega) ,
\end{equation}
if $\tau_n$ converges to $-\infty$. Then without loss generality, we may
assume that for every $n\in\mathbb{Z}^+$ there exists
$y_k\in K(\vartheta_k\omega)$ such that
\begin{equation}\label{5.17}
\varphi(-\tau_n+k, \vartheta_{\tau_n}\omega)x_n\rightharpoonup y_k\quad
\text{weakly in } H^1(\mathbb{R}^N)
\end{equation}
uniformly in $\epsilon\in (0,1]$.
From the definition of the RDS $(\varphi,\vartheta)$, the equality \eqref{5.15}
can be rewrote as the form of weak solutions. As by \eqref{3.9} we have
\begin{equation} \label{5.18}
\begin{aligned}
\varphi(-\tau_n,\vartheta_{\tau_n}\omega)x_n
&=\varphi(-k,\vartheta_{k}\omega)\varphi(-\tau_n+k, \vartheta_{\tau_n}\omega)x_n\\
&=u(0,\omega; k, \varphi(-\tau_n+k, \vartheta_{\tau_n}\omega)x_n)\\
&=v(0,\omega; k, \varphi(-\tau_n+k, \vartheta_{\tau_n}\omega)x_n-\epsilon
z(\vartheta_k\omega))+\epsilon z(\omega),
\end{aligned}
\end{equation}
so that along with \eqref{5.17} and \eqref{5.18}, we infer that for every
$k\in\mathbb{Z}^{-}$,
\begin{equation} \label{5.19}
\begin{aligned}
y_0&=\text{w-}\lim_{\tau_n\to-\infty}\varphi(-\tau_n,\vartheta_{\tau_n}\omega)x_n\\
&=\text{w-}\lim_{\tau_n\to-\infty}v(0,\omega; k, \varphi(-\tau_n+k, \vartheta_{\tau_n}\omega)x_n-\epsilon z(\vartheta_k\omega))+\epsilon z(\omega),\\
&=v(0,\omega; k, y_k-\epsilon z(\vartheta_k\omega))+\epsilon z(\omega)
=u(0,\omega; k, y_k)=\varphi(-k,\vartheta_{k}\omega)y_k
\end{aligned}
\end{equation}
 uniformly in $\epsilon\in (0,1]$.
On the other hand, because of
\begin{equation} \label{5.20}
\varphi(-\tau_n+k, \vartheta_{\tau_n}\omega)x_n=u(k, \omega;
\tau_n, x_n)=v(k, \omega; \tau_n, x_n-\epsilon z(\vartheta_{\tau_n}\omega))
+\epsilon z(\vartheta_k\omega),
\end{equation}
by  \eqref{5.18} and \eqref{5.20}  we have
\begin{equation} \label{5.21}
\varphi(-\tau_n,\vartheta_{\tau_n}\omega)x_n=v(0,\omega; k,
v(k, \omega; \tau_n,x_n-\epsilon z(\vartheta_{\tau_n}\omega))
+\epsilon z(\omega).
\end{equation}
Put $y^{(n)}(k)=v(k, \omega; \tau_n, x_n-\epsilon z(\vartheta_{\tau_n}\omega))$ and
$$
v^{(n)}(t)=v(t,\omega;k,y_k^{(n)}),\quad
v(t)=v(t,\omega; k, y_k-\epsilon z(\vartheta_k\omega)).
$$
Then, from \eqref{5.17} it follows that $y^{(n)}(k)$ converges weakly
to $y_k-\epsilon z(\vartheta_k\omega)$ in  $H^1(\mathbb{R}^N)$.

We now consider the energy equation \eqref{3.8} on the intervals $[k,0]$.
First in terms of  \eqref{5.21}  and using  \eqref{3.8} with $t=0$  and $\tau=k$,
we find that
\begin{equation}\label{5.22}
\begin{aligned}
&\|\varphi(-\tau_n,\vartheta_{\tau_n}\omega)x_n-\epsilon z(\omega)\|_{H^1}^2\\
&=\|v(0,\omega; k, v(k, \omega; \tau_n,x_n
 -\varepsilon z(\vartheta_{\tau_n}\omega)))\|_{H^1}^2\\
&=e^{\mu k}\|y^{(n)}(k)\|_{H^1}^2-2\int_{k}^0e^{\mu s}(f_1(x,v^{(n)}(s)
 +\epsilon z(\vartheta_s\omega)),v^{(n)}(s))ds\\
&\quad -2\int_{k}^0e^{\mu s}(af_2(v^{(n)}(s)
 +\epsilon z(\vartheta_s\omega)),v^{(n)}(s)ds\\
&\quad +2\int_{k}^0e^{\mu s}(\text{g},v^{(n)}(s))ds
 -(2-\mu)\int_{k}^0e^{\mu s}\|v^{(n)}(s)\|_{H^1}^2ds\\
&=I_1+I_2+I_3+I_4+I_5.
\end{aligned}
\end{equation}

First, we estimate $I_1$. In \eqref{5.8}, giving $t=k$ and $\tau=\tau_n$,
by utilizing \eqref{3.4},  we deduce that
\begin{align*}
I_1&=e^{\mu k}\|y^{(n)}(k)\|_{H^1}^2\\
&=e^{\mu k}\|v(k, \omega; \tau_n, x_n
 -\epsilon z(\vartheta_{\tau_n}\omega))\|_{H^1}^2\\
&\leq 2e^{\mu\tau_n}\|x_n\|_{H^1}^2
 +2 e^{\mu\tau_n}\|z(\vartheta_{\tau_n}\omega)\|_{H^1}^2
 +\int_{\tau_n}^ke^{\mu s}(\varsigma(\vartheta_s\omega)+c)ds\\
&\leq 2e^{\mu\tau_n}\|x_n\|_{H^1}^2
 +2c e^{\frac{\mu}{2}\tau_n} r(\omega)+ce^{\frac{\mu}{2} k}(1+r(\omega)),
\end{align*}
 and hence by $x_n\in D(\vartheta_{\tau_n}\omega)$,  we obtain that
\begin{equation}\label{5.23}
\lim_{\tau_n\to-\infty}I_1
\leq ce^{\frac{\mu}{2} k}(1+r(\omega)),
\end{equation}
where $c$ is a deterministic positive constant independent of $k$.
To  compute $I_2$, we rewrite it as
\begin{equation}\label{5.24}
\begin{aligned}
I_2&=-2\int_{k}^0e^{\mu s}(f_1(x,v^{(n)}(s)
 +\epsilon z(\vartheta_s\omega)),v^{(n)}(s))ds\\
&=-2\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\leq R)}f_1(x,v^{(n)}(s)
 +\epsilon z(\vartheta_s\omega))v^{(n)}(s)\,dx\,ds\\
&\quad -2\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\geq R)}f_1(x,v^{(n)}(s)
 +\epsilon z(\vartheta_s\omega))v^{(n)}(s)\,dx\,ds\\
&=I_2'+I_2'',
\end{aligned}
\end{equation}
where the radius $R$ is large enough.
To estimate $I'_2$, we rewrite it as
\begin{equation}\label{5.25}
\begin{aligned}
I'_2&=-2\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\leq R)}f_1(x,v^{(n)}(s)
 +\epsilon z(\vartheta_s\omega))v^{(n)}(s)\,dx\,ds\\
&=-2\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\leq R)}f_1(x,u^{(n)}(s))u^{(n)}(s)
 \,dx\,ds\\
&\quad +2\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\leq R)}f_1(x,u^{(n)}(s))
 z(\vartheta_s\omega)\,dx\,ds.
\end{aligned}
\end{equation}
Note that from \eqref{4.15},  $u^{(n)}(s)\to u(s)$ for almost every
$(t,x)\in [k,0]\times B_R$, where $B_R=\{x\in \mathbb{R}^N; |x|\leq R\}$.
Then by the continuity of $f_1$, we have
\begin{equation}\label{5.26}
f_1(x,u^{(n)}(s))u^{(n)}(s)\to f_1(x,u(s))u(s),\quad
\text{a.e. }(t,x)\in [k,0]\times B_R.
\end{equation}
On the other hand, from \eqref{cond2} we see that
$f_1(x,u^{(n)}(s))u^{(n)}(s)\geq -\psi_1(x), \psi_1\in L^1(\mathbb{R}^N)$,
and by the H\"{o}lder inequality,
\begin{equation}\label{5.27}
\begin{aligned}
&\Big|\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\leq R)}
 f_1(x,u^{(n)}(s))u^{(n)}(s)\,dx\,ds\Big|\\
&\leq \Big(\int_{k}^0e^{\mu s}\|f_1(x,u^{(n)}(s))\|_q^qds\Big)^{1/q}
\Big(\int_{k}^0e^{\mu s}\|u^{(n)}(s)\|_p^pds\Big)^{1/p}\leq M<+\infty,
\end{aligned}
\end{equation}
where we have used \eqref{4.7} and \eqref{4.8}, the positive constant $M$
independent of $\epsilon,n$.
Then \eqref{5.26} and \eqref{5.27} together imply that we can utilize  the
Fatou-Lebesgue lemma to the nonnegative sequence
 $f_1(x,u^{(n)}(s))u^{(n)}(s)+\psi_1(x)$ to get that
\begin{equation}\label{5.28}
\begin{aligned}
&\liminf_{\tau_n\to-\infty}\int_{k}^0e^{\mu s}
 \int_{\mathbb{R}^N(|x|\leq R)}f_1(x,u^{(n)}(s))u^{(n)}(s)\,dx\,ds\\
&\geq\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\leq R)}
 \liminf_{\tau_n\to-\infty} f_1(x,u^{(n)}(s))u^{(n)}(s)\,dx\,ds\\
&=\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\leq R)} f_1(x,u(s))u(s)\,dx\,ds.
\end{aligned}
\end{equation}
Here we note that by \eqref{5.27}, the left side of \eqref{5.28} is finite.
On the other hand, since $f_1(x,u^{(n)}(s))\to f_1(x,u(s))$ is weakly
convergent in $L^q(k, 0; L^q(B_R))$ by \eqref{4.8}, and connection with
our assumption \eqref{cond8}, $z(\vartheta_s\omega)\in H^1\hookrightarrow L^p$,
 then we have
\begin{equation}\label{5.29}
\begin{aligned}
&\lim_{\tau_n\to-\infty}\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\leq R)}
 f_1(x,u^{(n)}(s))z(\vartheta_s\omega)\,dx\,ds\\
&=\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\leq R)}f_1(x,u(s))z(\vartheta_s\omega)
 \,dx\,ds.
\end{aligned}
\end{equation}
Hence taking $\tau_n\to-\infty$ in \eqref{5.25} and then using \eqref{5.28}
and \eqref{5.29} we find that
\begin{equation}\label{5.30}
\limsup_{\tau_n\to-\infty}I'_2\leq-2\int_{k}^0e^{\mu s}
\int_{\mathbb{R}^N(|x|\leq R)}f_1(x,u(s))v(s)\,dx\,ds.
\end{equation}

We next estimate $I''_2$. By using \eqref{cond2} we have
\begin{equation}\label{5.31}
\begin{aligned}
I''_2
&=-2\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\geq R)}f_1(x,v^{(n)}(s)
 +\epsilon z(\vartheta_s\omega))v^{(n)}(s)\,dx\,ds\\
&=-2\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\geq R)}f_1(x,u^{(n)}(s))
 u^{(n)}(s)\,dx\,ds\\
&\quad +2\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\geq R)}
 f_1(x,u^{(n)}(s))z(\vartheta_s\omega)\,dx\,ds\\
&\leq 2\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\geq R)}\psi_1(x)\,dx\,ds\\
&\quad +2\int_{k}^0\int_{\mathbb{R}^N(|x|\geq R)}
 \Big(e^{\frac{1}{q}\mu s}|f_1(x,u^{(n)}(s))|\Big)
 \Big(e^{\frac{1}{p}\mu s}|z(\vartheta_s\omega)|\Big)\,dx\,ds\\
&\leq 2\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\geq R)}\psi_1(x)\,dx\,ds
 +2\Big(\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\geq R)}|
z(\vartheta_s\omega)|^p\,dx\,ds\Big)^{1/p} \\
&\quad\times \Big(\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N}|f_1(x,u^{(n)}(s))|^q\,dx\,ds\Big)^{1/q}.
\end{aligned}
\end{equation}
Note that $\psi_1\in L^1(\mathbb{R}^N)$, and
$z(\vartheta_s\omega)\in H^1\hookrightarrow L^p$. Then we may choose the radius
 $R$ large  enough  such that for any $\varepsilon>0$,
\begin{equation}\label{5.32}
\begin{gathered}
\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\geq R)}\psi_1(x)\,dx\,ds\leq c\varepsilon,
\\
\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\geq R)}|z(\vartheta_s\omega)|^p\,dx\,ds
\leq c\varepsilon.
\end{gathered}
\end{equation}
On the other hand, by \eqref{4.8},  there is constant $M>0$ independent of $n$
and $\epsilon$ such that
\begin{equation}\label{5.33}
\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N}|f_1(x,u^{(n)}(s))|^q\,dx\,ds \leq M.
\end{equation}
Then by \eqref{5.31}-\eqref{5.33} we have
\begin{equation}\label{5.34}
\limsup_{\tau_n\to-\infty} I_2''\leq c\varepsilon,
\end{equation}
where the constant $c$  is independent of $\varepsilon$.

By combining \eqref{5.30} and \eqref{5.34} into \eqref{5.24} we find that
for $R$ large enough,
\begin{equation}\label{5.35}
\limsup_{\tau_n\to-\infty}I_2\leq c\varepsilon
-2\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\leq R)}f_1(x,u(s))v(s)\,dx\,ds.
\end{equation}
Similarly we can show that
\begin{equation}\label{5.36}
\limsup_{\tau_n\to-\infty}I_3\leq c\varepsilon
-2\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N(|x|\leq R)}a(x)f_2(u(s))v(s)\,dx\,ds.
\end{equation}
By the weak convergence of $\{v^{(n)}(s)\}_n$ in $L^2(k,0; H^{1}(\mathbb{R}^N))$
in \eqref{4.14}, we immediately get that
\begin{gather}\label{5.37}
\lim_{\tau_n\to-\infty}I_4=\lim_{\tau_n\to-\infty}
\int_{k}^0e^{\mu s}(\text{g},v^{(n)}(s))\,dx\,ds
=\int_{k}^0e^{\mu s}(\text{g},v(s))ds, \\
\label{5.38}
\liminf_{\tau_n\to-\infty}I_5
=\liminf_{\tau_n\to-\infty}\int_{k}^0e^{\mu s}\|v^{(n)}(s)\|^2_{H^1}ds
\geq\int_{k}^0e^{\mu s}\|v(s)\|_{H^1}^2ds.
\end{gather}
Then, we  include \eqref{5.23} and  \eqref{5.35}-\eqref{5.38}
into \eqref{5.22}, by letting $R\to+\infty$, to yield
\begin{equation}\label{5.39}
\begin{aligned}
&\limsup_{\tau_n\to-\infty}\|\varphi(-\tau_n,\vartheta_{\tau_n}
 \omega)x_n-\epsilon z(\omega)\|_{H^1}^2\\
&\leq ce^{\frac{\mu}{2} k}(1+r(\omega))-(2-\mu)\int_{k}^0e^{\mu s}\|v(s)\|_{H^1}^2ds\\
&\quad -2\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N}f_1(x,u(s))v(s)\,dx\,ds\\
&\quad -2\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N}a(x)f_2(u(s))v(s)\,dx\,ds
 +2\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N}\text{g}v(s)\,dx\,ds.
\end{aligned}
\end{equation}
On the other hand, from the energy equality \eqref{3.8}, we have
\begin{equation}\label{5.40}
\begin{aligned}
&-(2-\mu)\int_{k}^0e^{\mu s}\|v(s)\|_{H^1}^2ds
 -2\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N}f_1(x,u(s))v(s)\,dx\,ds\\
&-2\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N}a(x)f_2(u(s))v(s)\,dx\,ds
 +2\int_{k}^0e^{\mu s}\int_{\mathbb{R}^N}\text{g}v(s)\,dx\,ds\\
&=\|v(0,\omega;k, y_k-\epsilon z(\vartheta_k\omega))\|^2_{H^1}
 =\|\varphi(-k,\vartheta_k\omega)y_k-\epsilon z(\omega)\|^2_{H^1}.
\end{aligned}
\end{equation}
Then it follows from \eqref{5.39}-\eqref{5.40} that
\begin{equation}\label{5.41}
\begin{aligned}
&\limsup_{\tau_n\to-\infty}\|\varphi(-\tau_n,\vartheta_{\tau_n}
 \omega)x_n-\epsilon z(\omega)\|_{H^1}^2\\
&\leq ce^{\frac{\mu}{2} k}(1+r(\omega))
+\|\varphi(-k,\vartheta_k\omega)y_k-\epsilon z(\omega)\|^2_{H^1}\\
&=ce^{\frac{\mu}{2} k}(1+r(\omega))+\|y_0-\epsilon z(\omega)\|^2_{H^1}
\end{aligned}
\end{equation}
by \eqref{5.19}.
Letting $k\to -\infty$ in \eqref{5.41}, we have showed that
\begin{equation}
\limsup_{\tau_n\to-\infty}\|\varphi(-\tau_n,\vartheta_{\tau_n}\omega)
x_n-\epsilon z(\omega)\|_{H^1}^2\leq\|y_0-\epsilon z(\omega)\|^2_{H^1}.
\end{equation}
This concludes the proof.
\end{proof}

We now state our main result in this section.

\begin{theorem} \label{thm5.3}
 Assume that \eqref{cond1}-\eqref{cond8} are satisfied,
$g\in L^2(\mathbb{R}^N)$. Then the RDS $(\varphi,\vartheta)$
corresponding to the stochastic nonclassical diffusion equations \eqref{eq11}
admits a unique $\mathcal{D}_\mu$-random attractor
$\mathcal{A}_\mu$ in $H^1(\mathbb{R}^N)$, where the universe
$\mathcal{D}_\mu$ is defined in \eqref{5.1}. Furthermore, if
$0<\nu\leq\mu<2$, then $\mathcal{A}_\nu\subseteq\mathcal{A}_\mu$.
\end{theorem}

\begin{proof}
   By Lemmas \ref{lem5.1} and \ref{lem5.2} and by Theorem \ref{thm2.5}, 
we obtain the existence of
unique $\mathcal{D}_\mu$-random attractor
for the RDS $(\varphi,\vartheta)$ in $\mathcal{D}_\mu$ for every
$\mu\in (0,2)$. On the other hand, in view of the definition of $\mathcal{D}_\mu$,
if $\nu\leq\mu$, then
$\mathcal{D}_\nu\subseteq\mathcal{D}_\mu$. Note that $\mathcal{A}_\mu$
as a random attractor attracts every set of
the universe $\mathcal{D}_\mu$, and hence
attracts every set of the universe $\mathcal{D}_\nu$.
Since $\mathcal{A}_\nu\in \mathcal{D}_\nu$,
then $\mathcal{A}_\mu$ attracts
 $\mathcal{A}_\nu$ as an element of $\mathcal{D}_\nu$, i.e. for $\mathbb{P}$-a.e.
$\omega\in \Omega$,
 $$
 \lim_{\tau\to-\infty}d(\varphi(-\tau,\vartheta_\tau\omega)
\mathcal{A}_\nu(\vartheta_\tau\omega), \mathcal{A}_\mu(\omega))=0,
 $$
 where $d$ is the Hausdorff semi-metric.
By the invariant property of random attractor,
$\varphi(-\tau,\vartheta_\nu\omega)\mathcal{A}_\nu(\vartheta_\tau\omega)
=\mathcal{A}_\nu(\omega)$
for all $\tau<0$ and $\mathbb{P}$-a.e. $\omega\in \Omega$. Then we have
$d(\mathcal{A}_\nu(\omega),\mathcal{A}_\mu(\omega))=0$,
which implies that $\mathcal{A}_\nu(\omega)\subseteq\mathcal{A}_\mu(\omega)$
for $\mathbb{P}$-a.e. $\omega\in \Omega$, as required.
\end{proof}

\begin{remark} \label{rmk5.4} \rm
 From Theorem \ref{thm5.3}, it follows that
the uniqueness for the RDS $(\varphi, \vartheta)$ related to \eqref{eq11}
relies on the choice of the universe $\mathcal{D}_\mu$.
If the universe $\mathcal{D}_\mu$ increases with respect to
the parameter $\mu$ in the meaning of sets inclusion relation,
so does the corresponding random attractors $\mathcal{A}_\mu$.

Our method can also be used for studying the non autonomous nonclassical
diffusion equation
\begin{gather*}
u_t-\Delta u_t-\Delta u+ u+f(x,u)=
g(x,t)+\epsilon h\dot{W},\quad x\in\mathbb{R}^N,\\
 u(x,\tau)=u_0(x), \quad x\in\mathbb{R}^N.
\end{gather*}
\end{remark}

\section{Upper semi-continuity of random attractors at $\epsilon=0$}


In this section,  to indicate the dependence of solutions of  \eqref{eq11} on
 $\epsilon$, we write the solutions
 as $u_\epsilon$,  and the corresponding RDS as $(\varphi_\epsilon, \vartheta)$.
Without loss generality, we fix $\mu=1$ in this section.

In the last section, we  showed that $(\varphi_\epsilon, \vartheta)$
possesses a  $\mathcal{D}$-random attractor $\mathcal{A}_\epsilon$,
where $\mathcal{D}$  is  defined in \eqref{5.1} with $\mu=1$.
 When  $\epsilon=0$, the system \eqref{eq11} reduces into the
deterministic equation
\begin{equation} \label{6.1}
\begin{gathered}
u_t-\Delta u_t-\Delta u+ u+f(x,u)=
\text{g}(x),\quad x\in\mathbb{R}^N,\\
 u(x,\tau)=u_0(x), \quad x\in\mathbb{R}^N,\ t>\tau,
\end{gathered}
\end{equation}
while the nonlinearity $f(x,u)=f_1(x,u)+a(x)f_2(u)$ satisfies that
 \eqref{cond1}-\eqref{cond3}, \eqref{cond5}-\eqref{cond6}
and additionally,
\begin{gather} \label{6.2}
\frac{\partial }{\partial s}f_1(x,s)\geq -l, \quad
\big|\frac{\partial }{\partial s}f_1(x,s)\big|
\leq \alpha_3|s|^{p-2}+\psi_3(x), \quad  \psi_3\in L^\infty(\mathbb{R}^N), \\
 \label{6.3}
\frac{\partial }{\partial s}f_2(s)\geq -l, \quad
\big|\frac{\partial }{\partial s}f_2(s)\big|\leq \alpha_3|s|^{p-2}+\kappa,
\end{gather}
where $\alpha_3,l,\kappa\geq0$. Note that we have replaced the assumptions
\eqref{cond4} and \eqref{cond7} by the above \eqref{6.2} and \eqref{6.3},
respectively.

It is easy to check that the solution of  \eqref{6.1}
defines a continuous deterministic dynamical system on $H^1 (\mathbb{R}^{N})$,
denoted by  $\varphi_0$.  Note that all the results in the previous section hold
for $\epsilon=0$. In particular, $\varphi_0$  admits a unique global attractor
in  $H^1 (\mathbb{R}^{N})$, denoted by  $\mathcal{A}_0$.

 The purpose of this section is to establish the relationships of the random
attractors $\mathcal{A}_{\epsilon}=\{\mathcal{A}_{\epsilon} (\omega);
\omega\in \Omega\}$ and  the global attractor $\mathcal{A}_0$
when $\epsilon\to0^+$.

We first show that, as $\epsilon\to0^+$, the solutions of the stochastic
nonclassical diffusion equations \eqref{eq11}
converge to the limiting deterministic equations \eqref{6.1}.

\begin{lemma} \label{lem6.1}
 Suppose that $g\in L^2(\mathbb{R}^{N})$, \eqref{cond1}-\eqref{cond3},
\eqref{cond5}-\eqref{cond6}, \eqref{cond8},  and
\eqref{6.2}-\eqref{6.3} hold.
Given $0<\epsilon\leq1$,   let $u^{\epsilon}$ and $u$ be the solutions of
equations \eqref{eq11} and \eqref{6.1}  with initial conditions $ u^\epsilon_{0}$
and $u_{0}$, respectively. Then for $\mathbb{P}$-a.e. $\omega\in\Omega$  and
$\tau\leq t\leq0$,  we have
\begin{align*}
&\|u^{\epsilon}(t, \omega; \tau, u^{\epsilon}_{0})-u(t; \tau, u_{0})\|_{H^1}^2\\
&\leq ce^{-c\tau}\|u^\epsilon_0-u_0\|_{H^1}^2
 +c\epsilon e^{-c\tau}(\|u^\epsilon_0\|^2_{H^1}+\|u_0\|^2_{H^1})
 +c\epsilon e^{-c\tau}(1+r(\omega)),
\end{align*}
where $c$ is a deterministic positive constant independent of $\epsilon$,
and $r(\omega)$ is as in \eqref{3.4}.
\end{lemma}

\begin{proof}
 Put $v^{\epsilon}= u^{\epsilon} (t, \omega; \tau, u^{\epsilon }_{0})
-\epsilon z(\theta_{t}\omega)$  and  $U = v^{\epsilon}-u$,
where  $ v^\epsilon$ and  $u$  satisfy \eqref{3.5}
 and \eqref{6.1}, respectively.  Then we obtain that $U$  is a solution of
the equation
\begin{equation} \label{6.4}
 U_t-\Delta u_t-\Delta U+ U+f(x,u^\epsilon)-f(x,u)=0.
\end{equation}
Multiplying by $U$ and integrating over $\mathbb{R}^{N}$,  we find that
\begin{equation} \label{6.5}
\begin{aligned}
&\frac{1}{2} \frac{d}{dt}(\|U\|^2+\|\nabla U\|^2)+\|\nabla U\|^2+ \|U\|^2\\
&=-\int_{\mathbb{R}^{N}}f(x,u^\epsilon)U\,dx+\int_{\mathbb{R}^{N}}f(x,u)U\,dx.
\end{aligned}
\end{equation}
Note that
\begin{equation} \label{6.6}
\begin{aligned}
&-\int_{\mathbb{R}^{N}}f(x,u^\epsilon)U\,dx
 +\int_{\mathbb{R}^{N}}f(x,u)U\,dx\\
&=-\int_{\mathbb{R}^{N}}(f_1(x,u^\epsilon)-f_1(x,u))U\,dx
-\int_{\mathbb{R}^{N}}a(x)((f_2(u^\epsilon)-f_2(u))U\,dx\\
&=\int_{\mathbb{R}^{N}}\frac{\partial }{\partial s}f_1(x,s)(u-u^\epsilon)U\,dx
+\int_{\mathbb{R}^{N}}a(x)\frac{\partial }{\partial s}f_2(s)(u-u^\epsilon)U\,dx\\
&=:I_1+I_2,
\end{aligned}
\end{equation}
For the term $I_1$, it follows from \eqref{6.2} and \eqref{6.3} that
\begin{equation} \label{6.7}
\begin{aligned}
&I_1\\
&=-\int_{\mathbb{R}^{N}}\frac{\partial }{\partial s}f_1(x,s)U^2dx
 -\epsilon\int_{\mathbb{R}^{N}}\frac{\partial }{\partial s}f_1(x,s)
 z(\vartheta_t\omega)U\,dx\\
&\leq l\|U\|^2+\epsilon \alpha_3\int_{\mathbb{R}^{N}}(|u^\epsilon|+|u|)^{p-2}
 |z(\vartheta_t\omega)||U|dx+\epsilon\int_{\mathbb{R}^{N}}
 \psi_3(x)|z(\vartheta_t\omega)||U|dx\\
& \leq l\|U\|^2+c\epsilon(\|u^\epsilon\|_p^p+\|u\|_p^p
 +\|z(\vartheta_t\omega)\|_p^p+\|U\|_p^p)\\
&\quad +(\|U\|^2 +\epsilon\|\psi_3\|^2_{\infty}\|z(\vartheta_t\omega)\|^2)\\
&  \leq (l+1)\|U\|^2+c\epsilon(\|u^\epsilon\|_p^p+\|u\|_p^p
 +\|z(\vartheta_t\omega)\|^2+\|z(\vartheta_t\omega)\|_p^p)\,,
\end{aligned}
\end{equation} where we have used that
$\|U\|_p^p=\|u^\epsilon-u-z(\vartheta_t\omega)\|_p^p\leq c\|u^\epsilon\|_p^p
+\|u\|_p^p+\|z(\vartheta_t\omega)\|_p^p)$.
Similarly, we have
\begin{equation} \label{6.8}
I_2\leq (l+1)\|a\|_\infty\|U\|^2+c\epsilon(\|u^\epsilon\|_p^p
+\|u\|_p^p+\|z(\vartheta_t\omega)\|^2+\|z(\vartheta_t\omega)\|_p^p).
\end{equation}
Hence combinations \eqref{6.6}-\eqref{6.8} give
\begin{align*}
&-\int_{\mathbb{R}^{N}}f(x,u^\epsilon)U\,dx+\int_{\mathbb{R}^{N}}f(x,u)U\,dx\\
&\leq c\|U\|^2+c\epsilon(\|u^\epsilon\|_p^p
+\|u\|_p^p+\|z(\vartheta_t\omega)\|^2+\|z(\vartheta_t\omega)\|_p^p),
\end{align*}
from which and \eqref{6.5} we obtain that,  using \eqref{3.4},
\begin{equation} \label{6.9}
\frac{d}{dt}\|U\|_{H^1}^2\leq c\|U\|_{H^1}^2
+c\epsilon(\|u^\epsilon\|_p^p+\|u\|_p^p)
+c\epsilon e^{\frac{\mu}{2}|t|}r(\omega),
\end{equation}
where $c$ is deterministic constant.
We now integrate \eqref{6.9} over $[\tau, t](t\leq0)$ to obtain
\begin{equation} \label{6.10}
\begin{aligned}
&\|U(t)\|_{H^1}^2\\
&\leq e^{c(t-\tau)}\|U(\tau)\|_{H^1}^2
 +c\epsilon e^{ct}\int_{\tau}^te^{-cs}(\|u^\epsilon\|_p^p
 +\|u\|_p^p)ds\\
& \quad  +c\epsilon e^{ct}r(\omega)\int_{\tau}^t e^{-(\frac{\mu}{2}+c)s}ds\\
&\leq e^{c(t-\tau)}\|U(\tau)\|_{H^1}^2
 +c\epsilon e^{c(t-\tau)}\int_{\tau}^t(\|u^\epsilon\|_p^p
 +\|u\|_p^p)ds+c\epsilon e^{c(t-\tau)-\frac{\mu}{2}\tau}r(\omega)\\
&\leq e^{-c\tau}\|U(\tau)\|_{H^1}^2
 +c\epsilon e^{-c\tau}\int_{\tau}^t(\|u^\epsilon\|_p^p
 +\|u\|_p^p)ds+c\epsilon e^{-c\tau}r(\omega),
\end{aligned}
\end{equation}
where we have used $e^{\mu t}\leq1$ for $t\leq0$.
By \eqref{5.8}, using \eqref{3.4} we obtain that
\begin{equation} \label{6.11}
\begin{aligned}
\int_{\tau}^te^{-\mu (t-s)}\|u^\epsilon(s)\|_p^pds
&\leq e^{-\mu(t-\tau)}\|v^\epsilon_0\|_{H^1}^2
 +\epsilon e^{-\mu t}\int_{\tau}^te^{\mu s}\varsigma(\vartheta_s\omega)ds+c\\
&\leq  e^{-\mu(t-\tau)}\|u^\epsilon_0-\epsilon z(\vartheta_t\omega)\|_{H^1}^2
+c\epsilon e^{-\frac{\mu}{2} t}r(\omega)+c\,.
\end{aligned}
\end{equation}
Because $e^{-\mu (t-s)}\geq e^{-\mu (t-\tau)}$ for $\tau\leq t\leq 0$, by
 \eqref{6.11} we obtain
\begin{equation} \label{6.12}
\begin{aligned}
\int_{\tau}^t\|u^\epsilon(s)\|_p^pds
&\leq \|u^\epsilon_0-\epsilon z(\vartheta_t\omega)\|_{H^1}^2
 +c\epsilon e^{\frac{\mu}{2}t-\mu \tau}r(\omega)+ce^{\mu(t-\tau)}\\
&\leq \|u^\epsilon_0-\epsilon z(\vartheta_t\omega)\|_{H^1}^2
 +c\epsilon e^{-\mu \tau}r(\omega)+ce^{-\mu\tau}.
\end{aligned}
\end{equation}
Similarly, by \eqref{6.1}  we can deduce that
\begin{equation} \label{6.13}
\int_{\tau}^t\|u(s)\|_p^pds \leq \|u_0\|_{H^1}^2+c.
\end{equation}
Hence, from \eqref{6.10}, \eqref{6.12}-\eqref{6.13} it follows that
\begin{equation} \label{6.14}
\|U(t)\|_{H^1}^2
\leq e^{-c\tau}\|U(\tau)\|_{H^1}^2
+c\epsilon e^{-c\tau}(\|u^\epsilon_0\|^2_{H^1}+\|u_0\|^2_{H^1})
+c\epsilon e^{-c\tau}(1+r(\omega)),
\end{equation}
then we naturally obtain
\begin{align*}
&\|u^{\epsilon } (t,\omega; \tau, u^{\epsilon}_0)-u(t, \tau, u_{0})\|_{H^1}^2\\
&=\|U(t)+\epsilon z(\vartheta_{t}\omega)\|_{H^1}^2\\
&\leq2\|U(t)\|_{H^1}^2+2\epsilon\| z(\vartheta_{t}\omega)\|_{H^1}^2
 \leq2\|U(t)\|_{H^1}^2+c\epsilon e^{-\frac{\mu}{2}t} r(\omega)\\
 &\leq 2e^{-c\tau}\|U(\tau)\|_{H^1}^2+c\epsilon e^{-c\tau}(\|u^\epsilon_0\|^2_{H^1}+\|u_0\|^2_{H^1})+c\epsilon e^{-c\tau}(1+r(\omega))\\
 &= 2e^{-c\tau}\|u^\epsilon_0-u_0-z(\vartheta_\tau\omega)\|_{H^1}^2
 +c\epsilon e^{-c\tau}(\|u^\epsilon_0\|^2_{H^1}+\|u_0\|^2_{H^1})
  +c\epsilon e^{-c\tau}(1+r(\omega))\\
 &\leq 4e^{-c\tau}\|u^\epsilon_0-u_0\|_{H^1}^2
 +c\epsilon e^{-c\tau}(\|u^\epsilon_0\|^2_{H^1}+\|u_0\|^2_{H^1})
 +c\epsilon e^{-c\tau}(1+r(\omega)),
\end{align*}
where we have used $e^{-\mu t}\leq e^{-\mu \tau} $ for $\tau\leq t\leq0$.
\end{proof}

\begin{theorem} \label{thm6.2}
Suppose that $g\in L^2(\mathbb{R}^{N})$, \eqref{cond1}-\eqref{cond3},
\eqref{cond5}-\eqref{cond6}, \eqref{cond8},  and
\eqref{6.2}-\eqref{6.3} hold.
Then the random attractors $\mathcal{A}_\epsilon$ is upper semi-continuous at
$\epsilon=0$, i.e., for $\mathbb{P}$-a.e.$\omega\in\Omega$,
$$
\lim_{\epsilon\searrow0}d(\mathcal{A}_\epsilon(\omega), \mathcal{A}_0)=0,
$$
where $d$ is the Haustorff semi-metric in $H^1(\mathbb{R}^N)$.
\end{theorem}

\begin{proof}
 From Lemma \ref{lem6.1}, we know that the RDS $(\varphi_\epsilon,\vartheta)$ converges
to the DS $\varphi_0$ in $H^1(\mathbb{R}^N)$ when $\epsilon\searrow0$ and
$\|u^\epsilon_0-u_0\|_{H^1}\to0$. On the other hand,  
it follows from Lemma \ref{lem5.1}
that for every $0<\epsilon\leq 1$, the RDS $(\varphi_\epsilon,\vartheta)$
possesses a $\mathcal{D}$-random
absorbing set $E_\epsilon$ (here for brevity we do not consider the dependence
of $E_\epsilon$ on $\mu$), that is to say,
for every $D\in \mathcal{D}$  and $\mathbb{P}$-a.e.$\omega\in\Omega$,
there exists $T=T(D,\omega)\leq0$ such that for all $\tau\leq T$£¬
\[
\|\varphi(-\tau,\vartheta_{\tau}\omega)D(\vartheta_{\tau}\omega)\|^2_{H^1}
\leq M(1+\epsilon r(\omega)),
\]
 where $M$ is a deterministic constant independent of $\epsilon$, $r(\omega)$
in \eqref{3.4} and $\mathcal{D}$ (where $\mathcal{D}_\mu=\mathcal{D}$)
in \eqref{5.1}. Denote
\begin{equation}
E_\epsilon=\{u\in H^1(\mathbb{R}^N); \|u\|^2_{H^1}\leq M(1+\epsilon r(\omega))\}.
\end{equation}
Then $E_\epsilon\in\mathcal{D}$, and for  $\mathbb{P}$-a.e.$\omega\in\Omega$,
it produces that
$$
\limsup_{\epsilon\downarrow0}\|E_\epsilon\|_{H^1}\leq M.
$$
Finally, we shall show that for  $\mathbb{P}$-a.e.$\omega\in\Omega$, the union
\begin{equation}\label{6.15}
A(\omega)=\cup_{0<\epsilon\leq1}\{\mathcal{A}_{\epsilon}(\omega)\}
 \text{ is precompact in } H^1(\mathbb{R}^N).
\end{equation}
Indeed,  for any sequence $\{u_n\}_n\subset A(\omega)$, there exists some
$\epsilon_n\in (0,1]$
such that $u_n\in \mathcal{A}_{\epsilon_n}(\omega)$ for all
$n\in \mathbb{Z}^+$. According to the invariance of the random attractor
$\mathcal{A}_{\epsilon_n}$, there is a sequence
$v_n\in \mathcal{A}_{\epsilon_n}(\vartheta_{\tau_n}\omega)$ such that
$$
u_n=\varphi_{\epsilon_n}(-\tau_n,\vartheta_{\tau_n}\omega)v_n,\quad
n\in \mathbb{Z}^+.
$$
By the proof of Lemma \ref{lem5.2}, it has showed that
$\varphi_\epsilon$ is pre-compact in  $H^1(\mathbb{R}^N)$  uniform
in $\epsilon\in (0,1]$ and thus
$\varphi_{\epsilon_n}(-\tau_n,\vartheta_{\tau_n}\omega)v_n$
has a convergent subsequence in $H^1(\mathbb{R}^N)$ with respect to all
$\epsilon_n$. Therefore, we obtain that \eqref{6.15} holds true.
The conditions of Theorem \ref{thm2.6} are satisfied. The proof is complete.
\end{proof}


\subsection*{Acknowledgments}
This work was supported by the NSF of China  (Grant no.  11271388), the Science and
Technology Funds of Chongqing Educational Commission (Grant no.
KJ1400430), the Basis and Frontier Research Project of CSTC (No. cstc2014jcyjA00035).

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\end{document}
