TY - JOUR
T1 - Non-standard reduction of noisy duffing-van der Pol equation
AU - Namachchivaya, N. Sri
AU - Sowers, Richard B.
AU - Vedula, Lalit
N1 - Funding Information:
The authors would like to acknoledgwe thsueoptfphEoiennerrgetRinaergsceh Programme of the Basic Energy Sciences at the Department of Energy undgranter number 97ER14795 and the National Science Foundation under grant numbers CMS 00-84944 and DMS 0071484.
PY - 2001/9
Y1 - 2001/9
N2 - The purpose of this work is to improve the understanding of the solution of the noisy Duffing-van der Pol equation. We achieve this by developing rigorous methods to replace, in some limiting regime, the original complicated system by a 'simpler, constructive, and rational' approximation - a low-dimensional model of the dynamical system. To this end, we study the equations as a random perturbation of a two-dimensional Hamiltonian system. We achieve the model-reduction through 'stochastic averaging' and the reduced Markov process takes its values on a graph with certain glueing conditions at the vertex of the graph. Examination of the reduced Markov process on the graph yields many important results, namely, mean exit times, probability density functions, and stochastic bifurcations.
AB - The purpose of this work is to improve the understanding of the solution of the noisy Duffing-van der Pol equation. We achieve this by developing rigorous methods to replace, in some limiting regime, the original complicated system by a 'simpler, constructive, and rational' approximation - a low-dimensional model of the dynamical system. To this end, we study the equations as a random perturbation of a two-dimensional Hamiltonian system. We achieve the model-reduction through 'stochastic averaging' and the reduced Markov process takes its values on a graph with certain glueing conditions at the vertex of the graph. Examination of the reduced Markov process on the graph yields many important results, namely, mean exit times, probability density functions, and stochastic bifurcations.
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U2 - 10.1080/14689360110060717
DO - 10.1080/14689360110060717
M3 - Article
AN - SCOPUS:0035470349
SN - 1468-9367
VL - 16
SP - 223
EP - 245
JO - Dynamical Systems
JF - Dynamical Systems
IS - 3
ER -