Bifurcations in Asymptotically Autonomous Hamiltonian Systems Subject to Multiplicative Noise

DOI10.1142/S0218127422501644zbMATH Open1506.34075arXiv2112.00548MaRDI QIDQ5040469FDOQ5040469

Authors: O. A. Sultanov 

Publication date: 14 October 2022

Published in: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Abstract: The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates bifurcations associated with changes in the stability of the equilibrium and with the appearance of new stochastically stable states in the perturbed system. It is shown that depending on the structure and the parameters of the decaying perturbations the equilibrium can remain stable or become unstable. In some intermediate cases, a practical stability of the equilibrium with estimates for the length of the stability interval is justified. The proposed stability analysis is based on a combination of the averaging method and the construction of stochastic Lyapunov functions.

Full work available at URL: https://arxiv.org/abs/2112.00548

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zbMATH Keywords

stabilityaveragingbifurcationLyapunov functionstochastic perturbationasymptotically autonomous system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Topological structure of integral curves, singular points, limit cycles of ordinary differential equations (34C05) Averaging method for ordinary differential equations (34C29) Stability of solutions to ordinary differential equations (34D20) Perturbations of finite-dimensional Hamiltonian systems, normal forms, small divisors, KAM theory, Arnol'd diffusion (37J40) Bifurcation of solutions to ordinary differential equations involving randomness (34F10)

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Cited In (5)

• Stochastic global bifurcation in perturbed Hamiltonian systems
• Stability of asymptotically Hamiltonian systems with damped oscillatory and stochastic perturbations
• Noise-induced stabilization of perturbed Hamiltonian systems
• Bifurcations in asymptotically autonomous Hamiltonian systems under oscillatory perturbations
• Long-Term Behaviour of Asymptotically Autonomous Hamiltonian Systems with Multiplicative Noise

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