The Poincaré map of randomly perturbed periodic motion (Q379918): Difference between revisions

In this paper, a system of autonomous differential equations with a stable limit cycle and perturbed by small white noise is considered. Under general assumptions on the limit cycle, the Poincaré map of the randomly perturbed motion is constructed and studied in the vicinity of the limit cycle of the unperturbed deterministic system. If the periodic orbit of the deterministic system is asymptotically stable one shows that the first exit time from a small neighbourhood of the fixed point of the map is well approximed by the geometric distribution and the parameter of the geometric distribution tends to zero together with the noise intensity.