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Characterising stochastic fixed points and limit cycles for dynamical systems with additive noise
Date Issued
01-10-2021
Author(s)
Biswas, Saranya
Rounak, Aasifa
Perlikowski, Przemysław
Indian Institute of Technology, Madras
Abstract
This study focuses on characterising numerically the attractor volume in the state space of dynamical systems excited by additive white noise. A definition for stochastic attractors is introduced in terms of probability measure and numerical methodologies are presented to characterise them. The study is limited to investigating the effects of additive noise on fixed point and limit cycle attractors of the corresponding noise free system. The effect of noise intensity on the definition and validity of the proposed methodology is also discussed.
Volume
101