Global Existence,Uniqueness and Pathwise Property of Solutions to a Stochastic Rssler-Lorentz System

被引:0
作者
Song JIANG [1 ]
Junping YIN [1 ,2 ]
机构
[1] Institute of Applied Physics and Computational Mathematics
基金
中国国家自然科学基金;
关键词
Stochastic differential equations; Rssler-Lorentz systems; Existence; Pathwise property;
D O I
暂无
中图分类号
O211.63 [随机微分方程];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The authors integrate two well-known systems, the Rssler and Lorentz systems,to introduce a new chaotic system, called the Lorentz-Rssler system. Then, taking into account the effect of environmental noise, the authors incorporate white noise in both Rssler and Lorentz systems to have a corresponding stochastic system. By deriving the uniform a priori estimates for an approximate system and then taking them to the limit,the authors prove the global existence, uniqueness and the pathwise property of solutions to the Lorentz-Rssler system. Moreover, the authors carried out a number of numerical experiments, and the numerical results demonstrate their theoretic analysis and show some new qualitative properties of solutions which reveal that the Lorentz-Ro¨ssler system could be used to design more complex and more secure nonlinear hop-frequence time series.
引用
收藏
页码:105 / 124
页数:20
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