Stabilization by noise of a C^2-valued coupled system

DOI10.1142/S0219493717500460zbMATH Open1376.34057arXiv1510.09221WikidataQ59461362 ScholiaQ59461362MaRDI QIDQ5361983FDOQ5361983

Authors: Joe P. Chen, Lance Ford, Derek Kielty, Rajeshwari Majumdar, Heather McCain, Dylan O'Connell, Fan Ny Shum 

Publication date: 29 September 2017

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

Abstract: Recently Herzog and Mattingly have shown that a $mathbbC$-valued polynomial ODE which admits finite-time blow-up solutions may be stabilized by the addition of $mathbbC$-valued Brownian noise. In this paper we extend their problem to a $mathbb{C}^2$-valued system of coupled ODEs that also admits finite-time blow-up solutions. We show analytically and numerically that stabilization can be achieved in our setting by adding a suitable Brownian noise, and that the resulting system of SDEs is ergodic. The proof uses Girsanov theorem to effect a time change from our $mathbb{C}^2$-system to a quasi-$mathbbC$-system similar to the one studied by Herzog and Mattingly.

Full work available at URL: https://arxiv.org/abs/1510.09221

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zbMATH Keywords

ergodicitystochastic differential equationsstabilization by noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stabilization of solutions to ordinary differential equations (34H15)

Cites Work

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• Noise-induced stabilization of planar flows. I.
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• Noise-induced stabilization of planar flows. II.

Cited In (3)

• Sensitivity of steady states in a degenerately damped stochastic Lorenz system
• Stabilization of companion form systems by mean zero noise
• On Stabilizing the Double Oscillator by Mean Zero Noise

Uses Software

• GitHub

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