Synchronization of noisy dissipative systems under discretization

被引：4
|
作者：
Kloeden, Peter E. [1 ]
Neuenkirch, Andreas [1 ]
Pavani, Raffaella [2 ]
机构：
[1] Goethe Univ Frankfurt, Inst Math, D-60054 Frankfurt, Germany
[2] Politecn Milan, Dipartimento Matemat, I-20155 Milan, Italy
来源：
JOURNAL OF DIFFERENCE EQUATIONS AND APPLICATIONS | 2009年 / 15卷 / 8-9期
关键词：
synchronization; additive noise; stationary stochastic process; one-sided dissipative Lipschitz condition; drift-implicit Euler scheme; ATTRACTORS;
D O I：
10.1080/10236190701754222
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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.
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页码：785 / 801
页数：17
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