Probability densities for noisy delay bifurcations

DOI10.1023/A:1004658609270MaRDI QIDQ1964513zbMATH OpenOpenAlexFDO

Authors Rachel Kuske

Publication date 20 February 2000

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1004658609270

zbMATH Keywords

Brownian motionsnoisy delay bifurcationsprobability densitiesstochastic differential equations

Mathematics Subject Classification ID

Local and nonlocal bifurcation theory for dynamical systems (37G99) Generation, random and stochastic difference and differential equations (37H10)

Review text

The paper is devoted to the study of two systems of the form \(dx= a(x,t) dt+ \sqrt{2} \varepsilon dW\), where \(W\) is a vector of independent Brownian motions, and \(\varepsilon\) is a measure of the magnitude of the noise. The author presents an asymptotic approximation for the probability densities for problems with noisy delay bifurcations. Here the noise significantly reduces the delay in the transition. The approximation for the probability density is based on a Gaussian-type ansatz.

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Cited in

(18)

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• Ergodicity in planar slow-fast systems through slow relation functions
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• Probability of local bifurcation type from a fixed point: a random matrix perspective

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