Article ID Journal Published Year Pages File Type
1141033 Mathematics and Computers in Simulation 2009 14 Pages PDF
Abstract

We present a new computer approach to the spatial analysis of stochastically forced 3D-cycles in nonlinear dynamic systems. This approach is based on a stochastic sensitivity analysis and uses the construction of confidence tori. A confidence torus as a simple 3D-model of the stochastic cycle adequately describes its main probabilistic features. We suggest an effective algorithm for construction of the confidence tori using a discrete set of confidence ellipses. The ability of these tori to visualize thin effects observed for the period-doubling bifurcations zone in the stochastic Roessler model are shown. For this zone, the geometrical growth of stochastic sensitivity of the forced cycles under transition to chaos is presented.

Related Topics
Physical Sciences and Engineering Engineering Control and Systems Engineering
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