Attractors and expansion for Brownian flows

DOI10.1214/EJP.V16-894MaRDI QIDQ638432zbMATH OpenFDO

Authors Georgi Dimitroff, Michael Scheutzow

Publication date 9 September 2011

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0909.3768, http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticlea341.html

Mathematics Subject Classification ID

Random fields (60G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10)

Abstract: We show that a stochastic flow which is generated by a stochastic differential equation on $R^d$ with bounded volatility has a random attractor provided that the drift component in the direction towards the origin is larger than a certain strictly positive constant $$ outside a large ball. Using a similar approach, we provide a lower bound for the linear growth rate of the inner radius of the image of a large ball under a stochastic flow in case the drift component in the direction away from the origin is larger than a certain strictly positive constant $$ outside a large ball. To prove the main result we use chaining techniques in order to control the growth of the diameter of subsets of the state space under the flow.

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Cited in

(13)

• Weak synchronization for isotropic flows
• On the approaching time towards the attractor of differential equations perturbed by small noise
• Hitting probabilities of a Brownian flow with radial drift
• Stationary points in coalescing stochastic flows on \(\mathbb{R}\)
• Expansion and attraction of RDS: long time behavior of the solution to singular SDE
• Synchronization and averaging principle of stationary solutions for stochastic differential equations
• A random dynamical systems perspective on isochronicity for stochastic oscillations
• Noise dependent synchronization of a degenerate SDE
• Synchronization by noise
• Conditioned Lyapunov exponents for random dynamical systems
• Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems
• Random dynamical systems, rough paths and rough flows
• Convergence rate of synchronization of systems with additive noise

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