Reconstructing bifurcation behavior of a nonlinear dynamical system by introducing weak noise
•For a model nonlinear dynamical system, it is shown how to obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting noisy (Langevin) dynamics in the weak-noise limit.•We employ two complementary approaches of analysis of stochastic processes, the Fokker...
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Veröffentlicht in: | Communications in nonlinear science & numerical simulation 2019-06, Vol.72, p.575-585 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | •For a model nonlinear dynamical system, it is shown how to obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting noisy (Langevin) dynamics in the weak-noise limit.•We employ two complementary approaches of analysis of stochastic processes, the Fokker–Planck and the path-integral approach, to study the noisy dynamics, and derive a number of analytical results.•Our work primarily serves as a proposal of a theoretical framework to systematically obtain the stability properties of the noiseless dynamics from a suitable analysis of the noisy one, and as an illustration of how one may derive analytical expressions of the quantities involved in the latter analysis.
For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the bifurcation behavior in the noisy dynamics is the conditional probability to observe a microscopic configuration at one time, conditioned on the observation of a given configuration at an earlier time. For our model system, this conditional probability is studied by using two complementary approaches, the Fokker–Planck and the path-integral approach. The latter has the advantage of yielding exact closed-form expressions for the conditional probability. All our predictions are in excellent agreement with direct numerical integration of the dynamical equations of motion. |
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ISSN: | 1007-5704 1878-7274 |
DOI: | 10.1016/j.cnsns.2019.01.018 |