20 research outputs found

    Stochastic lattice dynamical systems with fractional noise

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    This article is devoted to study stochastic lattice dynamical systems driven by a fractional Brownian motion with Hurst parameter H(1/2,1)H\in(1/2,1). First of all, we investigate the existence and uniqueness of pathwise mild solutions to such systems by the Young integration setting and prove that the solution generates a random dynamical system. Further, we analyze the exponential stability of the trivial solution

    Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in (1/2,1)(1/2,1)

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    This paper addresses the exponential stability of the trivial solution of some types of evolution equations driven by H\"older continuous functions with H\"older index greater than 1/21/2. The results can be applied to the case of equations whose noisy inputs are given by a fractional Brownian motion BHB^H with covariance operator QQ, provided that H(1/2,1)H\in (1/2,1) and tr(Q){\rm tr}(Q) is sufficiently small.Comment: 19 page

    Synchronization in infinite-dimensional deterministic and stochastic systems

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    The main goal of this book is to systematically address the mathematical methods that are applied in the study of synchronization of infinite-dimensional evolutionary dissipative or partially dissipative systems. It bases its unique monograph presentation on both general and abstract models and covers several important classes of coupled nonlinear deterministic and stochastic PDEs which generate infinite-dimensional dissipative systems. This text, which adapts readily to advanced graduate coursework in dissipative dynamics, requires some background knowledge in evolutionary equations and introductory functional analysis as well as a basic understanding of PDEs and the theory of random processes. Suitable for researchers in synchronization theory, the book is also relevant to physicists and engineers interested in both the mathematical background and the methods for the asymptotic analysis of coupled infinite-dimensional dissipative systems that arise in continuum mechanics

    A word from the editors

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