Stabilization by noise of a ℂ2-valued coupled system
2017
D. Herzog and J. Mattingly have shown that a ℂ-valued polynomial ODE with finite-time blow-up solutions may be stabilized by the addition of ℂ-valued Brownian noise. In this paper, we extend their results to a ℂ2-valued system of coupled ODEs with finite-time blow-up solutions. We show analytically and numerically that stabilization can be achieved in our setting by adding a suitable Brownian noise, and that the resulting system of SDEs is ergodic. The proof uses the Girsanov theorem to induce a time change from our ℂ2-system to a quasi-ℂ-system similar to the one studied by Herzog and Mattingly.
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