Synchronization of coupled stochastic systems with multiplicative noise

DOI10.1142/S0219493710003029zbMATH Open1203.60077arXiv1402.1790OpenAlexW2963225283MaRDI QIDQ4932791FDOQ4932791

Authors: Zhongwei Shen, Shengfan Zhou, Xiaoying Han 

Publication date: 7 October 2010

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Abstract: We consider the synchronization of solutions to coupled systems of the conjugate random ordinary differential equations (RODEs) for the $N$-Stratronovich stochastic ordinary differential equations (SODEs) with linear multiplicative noise ($NinmathbbN$). We consider the synchronization between two solutions and among different components of solutions under one-sided dissipative Lipschitz conditions. We first show that the random dynamical system generated by the solution of the coupled RODEs has a singleton sets random attractor which implies the synchronization of any two solutions. Moreover, the singleton sets random attractor determines a stationary stochastic solution of the equivalently coupled SODEs. Then we show that any solution of the RODEs converge to a solution of the averaged RODE within any finite time interval as the coupled coefficient tends to infinity. Our results generalize the work of two Stratronovich SODEs in cite{9}.

Full work available at URL: https://arxiv.org/abs/1402.1790

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zbMATH Keywords

multiplicative noisesynchronizationrandom dynamical systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10)

Cites Work

• Monotone random systems theory and applications
• Exponentially stable stationary solutions for stochastic evolution equations and their perturba\-tion
• The conjugacy of stochastic and random differential equations and the existence of global attractors
• Upper semicontinuity of attractors and synchronization
• The persistence of synchronization under environmental noise
• SYNCHRONIZATION OF SYSTEMS WITH MULTIPLICATIVE NOISE
• Synchronization In Lattices Of Coupled Oscillators With Neumann /Periodic Boundary Conditions
• Abstract methods for synchronization and applications
• Synchronization in lattices of coupled oscillators
• Synchronization in lattices of coupled oscillators with various boundary conditions

Cited In (24)

• Propagation of stochastic travelling waves of cooperative systems with noise
• Convergence rate of synchronization of coupled stochastic lattice systems with additive fractional noise
• Stochastic synchronisation of nonlinear networks with additive measurement noise
• Phase transitions in distributed control systems with multiplicative noise
• Synchronization of a Stochastic Reaction‐Diffusion System on a Thin Two‐Layer Domain
• Synchronization for stochastic differential equations with nonlinear multiplicative noise in the mean square sense
• Synchronization of Coupled Phase Oscillators with Stochastic Disturbances and the Cycle Space of the Graph
• Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises
• Master-slave synchronization and invariant manifolds for coupled stochastic systems
• Synchronization and averaging principle of stationary solutions for stochastic differential equations
• Dynamics of a stochastic system driven by cross-correlated sine-Wiener bounded noises
• The synchronization of stochastic differential equations with linear noise
• Normal deviation of synchronization of stochastic coupled systems
• Synchronization by noise
• Synchronization by noise for order-preserving random dynamical systems
• Synchronization of stochastic lattice equations
• Synchronization of coupled stochastic systems driven by \(\alpha \)-stable Lévy noises
• An efficient message passing algorithm for decentrally controlling complex systems
• Synchronization of systems with fractional environmental noises on finite lattice
• Mean square \(H_\infty\) synchronization of coupled stochastic partial differential systems
• Synchronization of noisy dissipative systems under discretization
• The synchronization of coupled stochastic systems driven by symmetric \(\alpha\)-stable process and Brownian motion
• Synchronization of stochastic coupled systems via feedback control based on discrete-time state observations
• Convergence rate of synchronization of systems with additive noise

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