Synchronization by noise

• 成果类型: Article
• 署名作者: Flandoli, Franco; Gess, Benjamin; Scheutzow, Michael
• 署名单位: University of Pisa; Max Planck Society; Technical University of Berlin
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-016-0716-2
• 发表日期: 2017
• 页码: 511-556
• 关键词: dynamical-systems; attractors; stabilization

摘要

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 (Probab Theory Relat Fields 141(1-2):1-18, 2008) are also included.