Noise-induced phase slips, log-periodic oscillations, and the Gumbel distribution

MaRDI QIDQ2956320zbMATH OpenFDO

Authors Nils Berglund

Publication date 16 January 2017

Full work available at URL https://arxiv.org/abs/1403.7393

zbMATH Keywords

large deviationsstochastic differential equationssynchronizationcyclingoscillatorsstochastic exit problemGumbel distributiontransition path theoryextreme-value theoryphase sliplog-periodic oscillationsrandom Poincaré map

Mathematics Subject Classification ID

Large deviations (60F10) Extreme value theory; extremal stochastic processes (60G70) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Synchronization of solutions to ordinary differential equations (34D06) Ordinary differential equations and systems with randomness (34F05)

Abstract: When two synchronised phase oscillators are perturbed by weak noise, they display occasional losses of synchrony, called phase slips. The slips can be characterised by their location in phase space and their duration. We show that when properly normalised, their location converges, in the vanishing noise limit, to the sum of an asymptotically geometric random variable and a Gumbel random variable. The duration also converges to a Gumbel variable with different parameters. We relate these results to recent works on the phenomenon of log-periodic oscillations and on links between transition path theory and extreme-value theory.

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Cited in

(6)

• An Eyring-Kramers law for slowly oscillating bistable diffusions
• Generalisation of the Eyring-Kramers transition rate formula to irreversible diffusion processes
• Hyperbolic periodic orbits in nongradient systems and small-noise-induced metastable transitions
• Universal statistics of incubation periods and other detection times via diffusion models
• Breaking a chain of interacting Brownian particles
• Rare slips in fluctuating synchronized oscillator networks

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