Please use this identifier to cite or link to this item: http://hdl.handle.net/10995/27422
Title: Stochastic sensitivity analysis of noise-induced intermittency and transition to chaos in one-dimensional discrete-time systems
Authors: Bashkirtseva, I.
Ryashko, L.
Issue Date: 2013
Citation: Bashkirtseva I. Stochastic sensitivity analysis of noise-induced intermittency and transition to chaos in one-dimensional discrete-time systems / I. Bashkirtseva, L. Ryashko // Physica A: Statistical Mechanics and its Applications. — 2013. — Vol. 392. — № 2. — P. 295-306.
Abstract: We 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. © 2012 Elsevier B.V. All rights reserved.
Keywords: INTERMITTENCY
NOISE-INDUCED CHAOS
STOCHASTIC SENSITIVITY FUNCTION
TANGENT BIFURCATION
ASYMPTOTICS
CHAOTIC OSCILLATION
CONFIDENCE INTERVAL
CONSTRUCTIVE METHODS
DETERMINISTIC SYSTEMS
DISCRETE TIME SYSTEM
EXPLICIT FORMULA
INTERMITTENCY
NOISE INTENSITIES
NOISE-INDUCED CHAOS
SENSITIVITY FUNCTIONS
STABLE EQUILIBRIUM
STOCHASTIC SENSITIVITY ANALYSIS
TANGENT BIFURCATION
TRANSITION TO CHAOS
BIFURCATION (MATHEMATICS)
DIGITAL CONTROL SYSTEMS
DISCRETE TIME CONTROL SYSTEMS
STOCHASTIC SYSTEMS
URI: http://hdl.handle.net/10995/27422
SCOPUS ID: 84867853587
WOS ID: 000311135200001
PURE ID: 900694
ISSN: 0378-4371
DOI: 10.1016/j.physa.2012.09.001
Appears in Collections:Научные публикации, проиндексированные в SCOPUS и WoS CC

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