Probability densities for noisy delay bifurcations (Q1964513): Difference between revisions

The paper is devoted to the study of two systems of the form \(dx= a(x,t) dt+ \sqrt{2} \varepsilon dW\), where \(W\) is a vector of independent Brownian motions, and \(\varepsilon\) is a measure of the magnitude of the noise. The author presents an asymptotic approximation for the probability densities for problems with noisy delay bifurcations. Here the noise significantly reduces the delay in the transition. The approximation for the probability density is based on a Gaussian-type ansatz.