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Synchronization of coupled stochastic systems with multiplicative noise (1402.1790v1)

Published 7 Feb 2014 in math.DS and math.CA

Abstract: 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 ($N\in \mathbb{N}$). 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}.

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