Stochastic averaging and asymptotic behavior of the stochastic Duffing--van der Pol equation (Q2485791): Difference between revisions

The author considers the stochastic Duffing-van der Pol equation of the form \[ \ddot x= -\omega^2 x- Ax^3- Bx^2\dot x+ \varepsilon^2\beta\dot x+ \varepsilon\sigma xW_t \] with \(A\geq 0\) and \(B> 0\). If \(\beta/ 2+ \sigma^2/8\omega^2> 0\), then for \(\varepsilon> 0\) small enough the system \((x,\dot x)\) is positive recurrent in \(\mathbb{R}^2\setminus\{0\}\). Let \(\widetilde\lambda_\varepsilon\) denote the top Lyapunov exponent for the linearization of this equation along trajectories. The main result asserts that \(\widetilde\lambda_\varepsilon\sim \varepsilon^2\widetilde\lambda\) as \(\varepsilon\to 0\), where \(\widetilde\lambda\) is the top Lyapunov exponent along trajectories for a stochastic differential equation obtained from the stochastic Duffing-van der Pol equation by stochastic averaging. In the course of proving this result, the author develops results on stochastic averaging for stochastic flows, and on the behavior of Lyapunov exponents and invariant measures under stochastic averaging. Using the rotational symmetry of the stochastically averaged system, the author develops theoretical and numerical methods for the evaluation of \(\widetilde\lambda\). The author sees that the sign of \(\widetilde\lambda\), and hence the asymptotic behavior of the stochastic Duffing-van der Pol equation, depends strongly on \(\omega B/A\). This dimensionless quantity measures the relative strengths of the nonlinear dissipation \(Bx^2\dot x\) and the nonlinear restoring force \(Ax^3\).