Hopf bifurcation with additive noise

DOI10.1088/1361-6544/AAD208zbMATH Open1396.37062arXiv1710.09649OpenAlexW3101142711WikidataQ129351015 ScholiaQ129351015MaRDI QIDQ4583370FDOQ4583370

J. S. W. Lamb, T. S. Doan, Maximilian Engel, Martin Rasmussen

Publication date: 28 August 2018

Published in: Nonlinearity (Search for Journal in Brave)

Abstract: We consider the dynamics of a two-dimensional ordinary differential equation exhibiting a Hopf bifurcation subject to additive white noise and identify three dynamical phases: (I) a random attractor with uniform synchronisation of trajectories, (II) a random attractor with non-uniform synchronisation of trajectories and (III) a random attractor without synchronisation of trajectories. The random attractors in phases (I) and (II) are random equilibrium points with negative Lyapunov exponents while in phase (III) there is a so-called random strange attractor with positive Lyapunov exponent. We analyse the occurrence of the different dynamical phases as a function of the linear stability of the origin (deterministic Hopf bifurcation parameter) and shear (ampitude-phase coupling parameter). We show that small shear implies synchronisation and obtain that synchronisation cannot be uniform in the absence of linear stability at the origin or in the presence of sufficiently strong shear. We provide numerical results in support of a conjecture that irrespective of the linear stability of the origin, there is a critical strength of the shear at which the system dynamics loses synchronisation and enters phase (III).

Full work available at URL: https://arxiv.org/abs/1710.09649

zbMATH Keywords

dichotomy spectrumHopf bifurcationLyapunov exponentrandom attractorrandom dynamical systemstochastic bifurcation

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Generation, random and stochastic difference and differential equations (37H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Bifurcation theory for random and stochastic dynamical systems (37H20) Dynamical aspects of attractors and their bifurcations (37G35)

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Cited In (20)

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