English

Synchronization of coupled stochastic systems with multiplicative noise

Dynamical Systems 2014-02-11 v1 Classical Analysis and ODEs

Abstract

We consider the synchronization of solutions to coupled systems of the conjugate random ordinary differential equations (RODEs) for the NN-Stratronovich stochastic ordinary differential equations (SODEs) with linear multiplicative noise (NNN\in \mathbb{N}). 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}.

Keywords

Cite

@article{arxiv.1402.1790,
  title  = {Synchronization of coupled stochastic systems with multiplicative noise},
  author = {Zhongwei Shen and Shengfan Zhou and Xiaoying Han},
  journal= {arXiv preprint arXiv:1402.1790},
  year   = {2014}
}
R2 v1 2026-06-22T03:03:55.053Z