Noise-induced strong stabilization
Matti Leimbach, Jonathan C. Mattingly, Michael Scheutzow

TL;DR
This paper investigates how stochastic noise can stabilize a 2D system that would otherwise explode in finite time, showing the existence of a random attractor under certain parameters.
Contribution
It demonstrates that stochastic perturbations can induce strong stabilization and the existence of a random attractor in systems prone to finite-time explosion.
Findings
Deterministic system explodes in finite time under certain parameters.
Stochastic system remains strongly complete and admits a random attractor.
Noise induces stabilization in systems that are unstable deterministically.
Abstract
We consider a 2-dimensional stochastic differential equation in polar coordinates depending on several parameters. We show that if these parameters belong to a specific regime then the deterministic system explodes in finite time, but the random dynamical system corresponding to the stochastic equation is not only strongly complete but even admits a random attractor.
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Taxonomy
TopicsStability and Controllability of Differential Equations · Stochastic processes and financial applications · Nonlinear Dynamics and Pattern Formation
