Stochastic limit-cycle oscillations of a nonlinear system under random perturbations (Q2657209)
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English | Stochastic limit-cycle oscillations of a nonlinear system under random perturbations |
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Stochastic limit-cycle oscillations of a nonlinear system under random perturbations (English)
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12 March 2021
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The paper focuses on dynamical systems with a small random perturbations parameter. Such systems appear in continuous mechanical motions and discrete stochastic chemical kinetics. The authors propose a detailed analysis of the central limit theorem with a time inhomogeneous Gaussian process, near a deterministic limit cycle in \(n\) dimensions. The authors use the theory of random perturbations of dynamical systems and the WKB approximation to show rigorously the correspondence between the local Gaussian fluctuations and the curvature of the large deviation rate function near its infimum, thus connecting the central limit theorem and the large deviation principle of the diffussion processes. The authors study the uniform asymptotic behavior of stochastic limit cycles through the interchange of limits for time going to infinity and perturbations amplitude small parameter going to zero. As a result they found the following results: \begin{itemize} \item[1)] An approximation of the probability flux near the cycle; \item[2)] Two special features of the vector field for the cyclic motion; \item[3)] A local entropy balance equation near the cycle and an interpretation of the physical meaning. \end{itemize} Finally, the authors justify the origin of the small random parameter by a novel scaling hypothesis, which implies the occurrence of sequences of stochastic differential equations.
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stochastic limit cycles
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central limit theorem
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large deviation principle
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random perturbations of dynamical systems
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WKB approximation
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entropy balance
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scaling hypothesis
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