Synchronization of coupled stochastic systems with multiplicative noise

DOI10.1142/S0219493710003029MaRDI QIDQ4932791zbMATH OpenOpenAlexFDO

Authors Zhongwei Shen, Shengfan Zhou, Xiaoying Han

Publication date 7 October 2010

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

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

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)

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}.

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Cites work

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

(24)

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

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