SYNCHRONIZATION OF COUPLED STOCHASTIC SYSTEMS WITH MULTIPLICATIVE NOISE

ZHONGWEI SHEN, SHENGFAN ZHOU, XIAOYING HAN
2010 Stochastics and Dynamics  
We consider the synchronization of solutions to coupled systems of the conjugate random ordinary differential equations (RODEs) for the N -Stratronovich stochastic ordinary differential equations (SODEs) with linear multiplicative noise (N ∈ 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
more » ... ton 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 [9] .
doi:10.1142/s0219493710003029 fatcat:45qzva6oz5dm5l6ghb2vopbimu