Synchronization of Dissipative Dynamical Systems Driven by Non-Gaussian Lévy Noises
نویسندگان
چکیده
Dynamical systems driven by Gaussian noises have been considered extensively in modeling, simulation, and theory. However, complex systems in engineering and science are often subject to non-Gaussian fluctuations or uncertainties. A coupled dynamical system under a class of Lévy noises is considered. After discussing cocycle property, stationary orbits, and random attractors, a synchronization phenomenon is shown to occur, when the drift terms of the coupled system satisfy certain dissipativity and integrability conditions. The synchronization result implies that coupled dynamical systems share a dynamical feature in some asymptotic sense.
منابع مشابه
20 09 Synchronization of dissipative dynamical systems driven by non - Gaussian Lévy noises ∗
Dynamical systems driven by Gaussian noises have been considered extensively in modeling, simulation and theory. However, complex systems in engineering and science are often subject to non-Gaussian This research was partly supported by the NSF grants 0620539 and 0731201, the Cheung Kong Scholars Program and the K. C. Wong Education Foundation. Corresponding author: [email protected]
متن کاملFractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises
The Fokker–Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by strongly non-Gaussian noises. In particular, they yield strongly non-Gaussian anomalous diffusion which seems to be relevant in different domains of Physics....
متن کاملDynamical Reduction Models with General Gaussian Noises
We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the statevector, white noise stochastic processes with non white ones. We prove that such a modification can be consistently performed without altering the most interesting features of the previous models. One of the reasons to discuss this matter derives from the desire of being allowe...
متن کاملClassical open systems with nonlinear nonlocal dissipation and state-dependent diffusion: dynamical responses and the Jarzynski equality.
We have studied dynamical responses and the Jarzynski equality (JE) of classical open systems described by the generalized Caldeira-Leggett model with the nonlocal system-bath coupling. In the derived non-Markovian Langevin equation, the nonlinear nonlocal dissipative term and state-dependent diffusion term yielding multiplicative colored noise satisfy the fluctuation-dissipation relation. Simu...
متن کاملA ug 2 00 8 An intermediate regime for exit phenomena driven by non - Gaussian Lévy noises ∗
A dynamical system driven by non-Gaussian Lévy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian Lévy noises, it is shown that the mean exit time is asymptotically faster than exponential (the well-known Gaussian Brownian noise case) but slower than polynomial (...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2010