Synchronization of coupled stochastic systems with multiplicative noise
Abstract
We consider the synchronization of solutions to coupled systems of the conjugate random ordinary differential equations (RODEs) for the -Stratronovich stochastic ordinary differential equations (SODEs) with linear multiplicative noise (). 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}.
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}
}