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Title: Approximation of stochastic equilibria for dynamic systems with colored noise

We consider nonlinear dynamic systems forced by colored noise. Using first approximation systems, we study dynamics of deviations of stochastic solutions from stable deterministic equilibria. Equations for the stationary second moments of deviations of random states are derived. An application of the elaborated theory to Van der Pol system driven by colored noise is given. A dependence of the dispersion on the time correlation of the colored noise is studied.
Authors:
 [1]
  1. Ural Federal University, Lenina 51, Ekaterinburg, 620083 (Russian Federation)
Publication Date:
OSTI Identifier:
22391160
Resource Type:
Journal Article
Resource Relation:
Journal Name: AIP Conference Proceedings; Journal Volume: 1648; Journal Issue: 1; Conference: ICNAAM-2014: International Conference on Numerical Analysis and Applied Mathematics 2014, Rhodes (Greece), 22-28 Sep 2014; Other Information: (c) 2015 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; APPROXIMATIONS; COLOR; CORRELATIONS; DIFFERENTIAL EQUATIONS; EQUILIBRIUM; MATHEMATICAL SOLUTIONS; NOISE; NONLINEAR PROBLEMS; RANDOMNESS; STOCHASTIC PROCESSES