Global Existence, Uniqueness and Pathwise Property of Solutions to a Stochastic Rossler-Lorentz System

被引:1
作者
Jiang, Song [1 ]
Yin, Junping [1 ,2 ]
机构
[1] Inst Appl Phys & Computat Math, Beijing 100088, Peoples R China
[2] Beijing Ctr Math & Informat Interdisciplinary Sci, Beijing, Peoples R China
基金
中国国家自然科学基金;
关键词
Stochastic differential equations; Rossler-Lorentz systems; Existence; Pathwise property; CHAOS; MODEL; SYNCHRONIZATION; PERSISTENCE; EXTINCTION;
D O I
10.1007/s11401-014-0872-6
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
The authors integrate two well-known systems, the Rossler and Lorentz systems, to introduce a new chaotic system, called the Lorentz-Rossler system. Then, taking into account the effect of environmental noise, the authors incorporate white noise in both Rossler 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-Rossler 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-Rossler 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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