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Synchronization by noise

Authors :
Flandoli, Franco
Gess, Benjamin
Scheutzow, Michael
Publication Year :
2014

Abstract

We provide sufficient conditions for synchronization by noise, i.e. under these conditions we prove that weak random attractors for random dynamical systems consist of single random points. In the case of SDE with additive noise, these conditions are also essentially necessary. In addition, we provide sufficient conditions for the existence of a minimal weak point random attractor consisting of a single random point. As a result, synchronization by noise is proven for a large class of SDE with additive noise. In particular, we prove that the random attractor for an SDE with drift given by a (multidimensional) double-well potential and additive noise consists of a single random point. All examples treated in [Tearne, PTRF; 2008] are also included.<br />Comment: 45 pages

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1411.1340
Document Type :
Working Paper