Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1141033 | Mathematics and Computers in Simulation | 2009 | 14 Pages |
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.
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Authors
L. Ryashko, I. Bashkirtseva, A. Gubkin, P. Stikhin,