Stochastic sensitivity of 3D-cycles / Bashkirtseva IA,Ryashko LB // MATHEMATICS AND COMPUTERS IN SIMULATION. - 2004. - V. 66, l. 1. - P. 55-67.

ISSN/EISSN:

0378-4754 / нет данных

Type:

Article

Abstract:

The limit cycles of nonlinear systems under the small stochastic disturbances are considered. The random trajectories of forced system leave the deterministic cycle and form some stochastic bundle around it. The probabilistic description of this bundle near cycle based on stochastic sensitivity function (SSF) is suggested. The SSF is a covariance matrix for periodic solution of linear stochastic first approximation system. This matrix is a solution of the boundary problem for linear matrix differential equation. For 3D-cycles this matrix differential equation on the basis of singular expansion is reduced to the system of three scalar equations only. The possibilities of SSF to describe some peculiarities of stochastically forced Roessler model are demonstrated. (C) 2004 IMACS. Published by Elsevier B.V. All rights reserved.

Author keywords:

limit cycles; stochastic disturbances; stochastic sensitivity function; Roessler model LIMIT-CYCLE; STABILITY; PERTURBATIONS; SYSTEMS; NOISE

DOI:

10.1016/j.matcom.2004.02.021

Web of Science ID:

ISI:000222113100005

Соавторы в МНС:

Другие поля

Поле	Значение
Month	JUN 4
Publisher	ELSEVIER SCIENCE BV
Address	PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS
Language	English
Keywords-Plus	LIMIT-CYCLE; STABILITY; PERTURBATIONS; SYSTEMS; NOISE
Research-Areas	Computer Science; Mathematics
Web-of-Science-Categories	Computer Science, Interdisciplinary Applications; Computer Science, Software Engineering; Mathematics, Applied
Author-Email	lev.ryashko@usu.ru
Number-of-Cited-References	23
Usage-Count-Since-2013	3
Journal-ISO	Math. Comput. Simul.
Doc-Delivery-Number	830HQ