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Synchronization of noisy dissipative systems under discretization

2008; Taylor & Francis; Volume: 15; Issue: 8-9 Linguagem: Inglês

10.1080/10236190701754222

ISSN

1563-5120

Autores

Peter E. Kloeden, Andreas Neuenkirch, Raffaella Pavani,

Tópico(s)

Quantum chaos and dynamical systems

Resumo

Abstract It is shown that the synchronization of noisy dissipative systems is preserved when a drift-implicit Euler scheme is used for the discretization. In particular, in this case the order of discretization and synchronization can be exchanged. Keywords: synchronizationadditive noisestationary stochastic processone-sided dissipative Lipschitz conditiondrift-implicit Euler schemeKeywords: Primary 37H10Secondary 37M0565C30 Acknowledgements Partially supported by the DFG project 'Pathwise numerical analysis of stochastic evolution equations'. Notes 1 neuenkirch@math.uni-frankfurt.de 2 raffaella.pavani@polimi.it Additional informationNotes on contributorsAndreas Neuenkirch 1 Raffaella Pavani 2

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