Stochastic sensitivity analysis of noise-induced intermittency and transition to chaos in one-dimensional discrete-time systems
AbstractWe study a phenomenon of noise-induced intermittency for the stochastically forced one-dimensional discrete-time system near tangent bifurcation. In a subcritical zone, where the deterministic system has a single stable equilibrium, even small noises generate large-amplitude chaotic oscillations and intermittency. We show that this phenomenon can be explained by a high stochastic sensitivity of this equilibrium. For the analysis of this system, we suggest a constructive method based on stochastic sensitivity functions and confidence intervals technique. An explicit formula for the value of the noise intensity threshold corresponding to the onset of noise-induced intermittency is found. On the basis of our approach, a parametrical diagram of different stochastic regimes of intermittency and asymptotics are given.
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Bibliographic InfoArticle provided by Elsevier in its journal Physica A: Statistical Mechanics and its Applications.
Volume (Year): 392 (2013)
Issue (Month): 2 ()
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Web page: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/
Intermittency; Noise-induced chaos; Stochastic sensitivity function; Tangent bifurcation;
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- Ryashko, L. & Bashkirtseva, I. & Gubkin, A. & Stikhin, P., 2009. "Confidence tori in the analysis of stochastic 3D-cycles," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(2), pages 256-269.
- Bashkirtseva, I.A & Ryashko, L.B, 2000. "Sensitivity analysis of the stochastically and periodically forced Brusselator," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 278(1), pages 126-139.
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