Differential positivity and dynamical order in noisy oscillators under unidirectional coupling

Abstract

We focus on a stochastic system that models a collection of $N$ identical oscillators with unidirectional coupling, perturbed by white noise. The unidirectional coupling breaks the symmetry of mutual dependence among the oscillators. It is shown that the associated random dynamical system $\phi$ admits a dynamical order, meaning that $\phi$ admits a simple asymptotic one-dimensional structure that is totally ordered with respect to the standard order in $\mathbb{R}^N$. Our approach takes a novel geometric perspective: we introduce a random dynamical system $\Phi$ on a smooth Riemannian manifold $M$, diffeomorphic to $\mathbb{S}^1 \times \mathbb{R}^{N-1}$, by ``wrapping'' the random system $\phi$ from $\mathbb{R}^N$ onto $M$. By choosing an appropriate random cone field $\mathcal{C}_M$ on $M$, we show that $\Phi$ is a differentially positive random system on $M$, which is a random counterpart of the differentially positive systems introduced by Forni and Sepulchre. We further demonstrate that the traditional well-known horizontal curves can be identified as the conal curves on $M$, thereby providing a crucial tool for establishing the dynamical order of the random system $\phi$.