Noise-induced transitions at a Hopf bifurcation in a first-order delay-differential equation
- Complex Systems Group and Center For Nonlinear Studies, Los Alamos National Laboratory, Los Alamos, New Mexico (USA)
The influence of colored noise on the Hopf bifurcation in a first-order delay-differential equation (DDE), a model paradigm for nonlinear delayed feedback systems, is considered. First, it is shown, using a stability analysis, how the properties of the DDE depend on the ratio {ital R} of system delay to response time. When this ratio is small, the DDE behaves more like a low-dimensional system of ordinary differential equations (ODE's); when {ital R} is large, one obtains a singular perturbation limit in which the behavior of the DDE approaches that of a discrete time map. The relative magnitude of the additive and multiplicative noise-induced postponements of the Hopf bifurcation are numerically shown to depend on the ratio {ital R}. Although both types of postponements are minute in the large-{ital R} limit, they are almost equal due to an equivalence of additive and parametric noise for discrete time maps. When {ital R} is small, the multiplicative shift is larger than the additive one at large correlation times, but the shifts are equal for small correlation times. In fact, at constant noise power, the postponement is only slightly affected by the correlation time of the noise, except when the noise becomes white, in which case the postponement drastically decreases. This is a numerical study of the stochastic Hopf bifurcation, in ODE's or DDE's, that looks at the effect of noise correlation time at constant power. Further, it is found that the slope at the fixed point averaged over the stochastic-parameter motion acts, under certain conditions, as a quantitative indicator of oscillation onset in the presence of noise. The problem of how properties of the DDE carry over to ODE's and to maps is discussed, along with the proper theoretical framework in which to study nonequilibrium phase transitions in this class of functional differential equations.
- OSTI ID:
- 5096910
- Journal Information:
- Physical Review A. General Physics; (United States), Vol. 44:8; ISSN 1050-2947
- Country of Publication:
- United States
- Language:
- English
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