Bifurcations in fluctuating systems: The center-manifold approach (Q1072190)

Bifurcations in fluctuating dynamical systems are studied using the ideas of center-manifold reduction. The method provides not only a systematic procedure for the reduction of the system to a small number of variables - but also a classification scheme for the different kinds of dynamical behavior possible near bifurcation points. The joint probability density factorizes into a stationary Gaussian density p(v/u) in the fast variables v, and a time-dependent density P(u,t) in the slow variables u describing the dynamics on the center manifold \(v=v_ 0(u)\). P(u,t) obeys a reduced Fokker-Planck equation that can be written in a normal form by means of local nonlinear transformations. Both additive and multiplicative white noise are considered, as is colored noise. The results extend and formalize Haken's concept of adiabatic elimination of fast variables.