Random fluctuations around a stable limit cycle in a stochastic system with parametric forcing (Q2007692)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Random fluctuations around a stable limit cycle in a stochastic system with parametric forcing |
scientific article |
Statements
Random fluctuations around a stable limit cycle in a stochastic system with parametric forcing (English)
0 references
22 November 2019
0 references
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.
0 references
disease recurrence
0 references
epidemiology
0 references
Floquet theory
0 references
limit cycle with noise
0 references
Ornstein-Uhlenbeck process
0 references
periodic forcing
0 references
seasonal forcing
0 references
stochastic fluctuations
0 references
sustained oscillations
0 references