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We investigate the dynamics of dissipative systems with stochastic forcing and focus in particular on mean-square stability. First we show, under a natural condition on the drift and diffusion, that the stochastic system is mean-square…

Probability · Mathematics 2026-05-01 C. Kelly , G. J. Lord , M. Ptashnyk , S. Sonner

We consider the stability of synchronized states (including equilibrium point, periodic orbit or chaotic attractor) in arbitrarily coupled dynamical systems (maps or ordinary differential equations). We develop a general approach, based on…

Chaotic Dynamics · Physics 2009-11-07 Yonghong Chen , Govindan Rangarajan , Mingzhou Ding

Stability of synchronization in unidirectionally coupled time-delay systems is studied using the Krasovskii-Lyapunov theory. We have shown that the same general stability condition is valid for different cases, even for the general…

Chaotic Dynamics · Physics 2015-05-13 D. V. Senthilkumar , J. Kurths , M. Lakshmanan

We investigate the synchronization dynamics of two coupled noise-driven FitzHugh-Nagumo systems, representing two neural populations. For certain choices of the noise intensities and coupling strength, we find cooperative stochastic…

Adaptation and Self-Organizing Systems · Physics 2025-07-29 Philipp Hövel , Sarang A. Shah , Markus A. Dahlem , Eckehard Schöll

This work is about low dimensional reduction for a slow-fast data assimilation system with non-Gaussian $\alpha-$stable L\'evy noise via stochastic averaging. When the observations are only available for slow components, we show that the…

Dynamical Systems · Mathematics 2018-01-10 Yanjie Zhang , Zhuan Cheng , Xinyong Zhang , Xiaoli Chen , Jinqiao Duan , Xiaofan Li

We demonstrate how coupling nonlinear dynamical systems can reduce the effects of noise. For simplicity we investigate noisy coupled map lattices. Noise from different lattice nodes can diffuse across the lattice and lower the noise level…

Chaotic Dynamics · Physics 2015-11-24 Behnam Kia , Sarvenaz Kia , John F. Lindner , Sudeshna Sinha , William L. Ditto

We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…

Optimization and Control · Mathematics 2011-11-09 Q. -C. Pham , N. Tabareau , J. -J. Slotine

We consider a population of globally coupled oscillators driven by common noise. By applying the Ott-Antonsen ansatz and by averaging over the fast oscillations, we obtain analytically tractable equations for the noisy evolution of the…

Adaptation and Self-Organizing Systems · Physics 2017-05-03 Anastasiya V. Pimenova , Denis S. Goldobin , Michael Rosenblum , Arkady Pikovsky

The synchronization stability of a complex network system of coupled phase oscillators is discussed. In case the network is affected by disturbances, a stochastic linearized system of the coupled phase oscillators may be used to determine…

Adaptation and Self-Organizing Systems · Physics 2023-03-31 Kaihua Xi , Zhen Wang , Aijie Cheng , Hai Xiang Lin , Jan H. van Schuppen , Chenghui Zhang

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

We study the synchronization of chaotic units connected through time-delayed fluctuating interactions. We focus on small-world networks of Bernoulli and Logistic units with a fixed chiral backbone. Comparing the synchronization properties…

We exhibit a fundamental relationship between measures of dynamical and structural stability of equilibriums, arising from real dynamical systems. We show that dynamical stability, quantified via systems local response to external…

Dynamical Systems · Mathematics 2016-09-28 Jean-François Arnoldi , Bart Haegeman

Synchronization is a phenomenon where interacting particles lock their motion and display non-trivial dynamics. Despite intense efforts studying synchronization in systems without clear classical limits, no comprehensive theory has been…

Quantum Physics · Physics 2022-03-23 Berislav Buca , Cameron Booker , Dieter Jaksch

In this paper, we first analyze the strong and weak convergence of projective integration methods for multiscale stochastic dynamical systems driven by $\alpha$-stable processes, which are used to estimate the effect that the fast…

Probability · Mathematics 2020-06-02 Yanjie Zhang , Xiao Wang , Zibo Wang , Jinqiao Duan

We review recent developments of slow/fast stochastic differential equations, and also present a new result on Diffusion Homogenisation Theory with fractional and non-strong-mixing noise and providing new examples. The emphasise of the…

Probability · Mathematics 2023-03-07 Johann Gehringer , Xue-Mei Li

We consider the influence of correlated noise on the stability of synchronisation of oscillators on a general network using the Kuramoto model for coupled phases $\theta_i$. Near the fixed point $\theta_i \approx \theta_j \ \forall i,j$ the…

Statistical Mechanics · Physics 2013-04-29 Mathew Zuparic , Alexander C. Kalloniatis

We study synchronization properties of general uncoupled limit-cycle oscillators driven by common and independent Gaussian white noises. Using phase reduction and averaging methods, we analytically derive the stationary distribution of the…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Hiroya Nakao , Kensuke Arai , Yoji Kawamura

We consider a dynamical system subjected to weak but adiabatically slow fluctuations of external origin. Based on the ``adiabatic following'' approximation we carry out an expansion in \alpha/|\mu|, where \alpha is the strength of…

Statistical Mechanics · Physics 2009-10-31 S. K. Banik , D. S. Ray

It is shown that a well-known theory of random stationary processes contain contradictions. Integral representations of correlation functions and random stationary processes are investigated further. The new method of struggle with…

Statistics Theory · Mathematics 2011-03-09 V. N. Tibabishev

This paper investigates the stability and convergence properties of asynchronous stochastic approximation (SA) algorithms, with a focus on extensions relevant to average-reward reinforcement learning. We first extend a stability proof…

Machine Learning · Computer Science 2025-12-10 Huizhen Yu , Yi Wan , Richard S. Sutton