Random fluctuations around a stable limit cycle in a stochastic system with parametric forcing (Q2007692): Difference between revisions

Systems of stochastic differential equations (SDE) of the form \[ dX(t) = F(X(t); \theta(t)) dt + C(X(t); \theta(t)) dW(t), \quad \theta(t) = \theta(t + T ), \] where $\theta(t)$ is a seasonally-varying (periodic) parameter, can be used to model population fluctuations. This paper focuses on the case where the solution of the associated system \[ dX(t) = F(X(t); \theta(t)) dt \] has a stable limit cycle. Taking $\xi(t)$ to be the (scaled) stochastic fluctuation around the limit cycle, the SDE \[ d\xi(t) = A(t)\xi(t) dt + C(t) dW(t) \] is derived. Then an approximation of the solution $\xi(t)$ is obtained. When examined for a stochastic epidemic model with seasonal forcing, the power spectral densities of $\xi(t)$ and the approximation yield close agreement, particularly with regard to the frequency peaks.