Exponentially-ergodic Markovian noise perturbations of delay differential equations at Hopf bifurcation

arXiv1701.04607MaRDI QIDQ6282033FDOQ6282033

Authors: N. Lingala, N. Sri Namachchivaya, Volker Wihstutz 

Publication date: 17 January 2017

Abstract: We consider noise perturbations of delay differential equations (DDE) experiencing Hopf bifurcation. The noise is assumed to be exponentially ergodic, i.e. transition density converges to stationary density exponentially fast uniformly in the initial condition. We show that, under an appropriate change of time scale, as the strength of the perturbations decreases to zero, the law of the critical eigenmodes converges to the law of a diffusion process (without delay). We prove the result only for scalar DDE. For vector-valued DDE without proofs see Phys.Rev.E v93, 062104.

Mathematics Subject Classification ID

Linear functional-differential equations (34K06) Perturbations of functional-differential equations (34K27) Stochastic functional-differential equations (34K50) Averaging for functional-differential equations (34K33)

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