Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive (Q2365363): Difference between revisions

The paper is concerned with the equation \(\ddot x= (\alpha+ \sigma_1 \xi_1)x + \beta \dot x-x^3- x^2\dot x+ \sigma_2\xi_2\), where \(\alpha\) and \(\beta\) are bifurcation parameters, \(\sigma_1,\sigma_2\) are either real or white noise processes; \(\xi_1\) and \(\xi_2\) are intensity parameters. Techniques are introduced to prove or disprove strict completeness with detailed explanations. In physical terms this means ``non-explosiveness'', i.e. that the forward and backward solutions do not leave the state space in finite time. It is proved that the forward solution of the above equation is strictly complete, but the backward solution is not. Finally, several general results on the completeness of stochastic differential systems are presented.