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Surrogate test for noise-contaminated dynamics in the Duffing oscillator

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  • Gan, Chunbiao
  • He, Shimin

Abstract

To identify random signals from nonlinear system under stochastic background is very difficult, and standard dynamical methods are generally not applicable. The pseudo-periodic surrogate algorithm recently developed by Small is introduced to test the sample time series in the Duffing oscillator under the Gaussian white noise excitation. The correlation dimensions of the noisy periodic, noise-induced chaotic and random-dominant responses of the system are compared with their corresponding artificial data respectively. Meanwhile, the leading Lyapunov exponents by Rosenstein’s algorithm are also presented to validate the identification idea on the system’s sample time series.

Suggested Citation

  • Gan, Chunbiao & He, Shimin, 2008. "Surrogate test for noise-contaminated dynamics in the Duffing oscillator," Chaos, Solitons & Fractals, Elsevier, vol. 38(5), pages 1517-1522.
    • Handle: RePEc:eee:chsofr:v:38:y:2008:i:5:p:1517-1522
    DOI: 10.1016/j.chaos.2007.01.134
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    References listed on IDEAS

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    1. Gan, Chunbiao, 2005. "Noise-induced chaos and basin erosion in softening Duffing oscillator," Chaos, Solitons & Fractals, Elsevier, vol. 25(5), pages 1069-1081.
    2. Gan, Chunbiao, 2006. "Noise-induced chaos in a quadratically nonlinear oscillator," Chaos, Solitons & Fractals, Elsevier, vol. 30(4), pages 920-929.
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    Cited by:

    1. Solari, Hernán G. & Natiello, Mario A., 2009. "The topological reconstruction of forced oscillators," Chaos, Solitons & Fractals, Elsevier, vol. 42(4), pages 2023-2034.

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