Asymptotic behavior of the stochastic Rayleigh-van der Pol equations with jumps

DOI10.1155/2013/432704MaRDI QIDQ2015541zbMATH OpenOpenAlexWikidataFDO

Authors Zaitang Huang, Chuntao Chen

Publication date 23 June 2014

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2013/432704

zbMATH Keywords

attractorsbifurcationBrownian motionlarge deviationsPoisson noisestabilitystochastic Rayleigh-van der Pol equations

Mathematics Subject Classification ID

Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

Review text

Summary: We study the stability, attractors, and bifurcation of stochastic Rayleigh-van der Pol equations with jumps. We first established the stochastic stability and the large deviations results for the stochastic Rayleigh-van der Pol equations. We then examine the existence limit circle and obtain some new random attractors. We further establish stochastic bifurcation of random attractors. Interestingly, this shows the effect of the Poisson noise which can stabilize or unstabilize the system, which is significantly different from the classical Brownian motion process.

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Cites work

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Cited in

(3)

• Random attractions and bifurcation for the classical Rayleigh-Van der Pol equations with small noise
• Asymptotic study for Stokes-Brinkman model with jump embedded transmission conditions
• The random attractors of stochastic Duffing-van der Pol equations with jumps

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