Toward an understanding of stochastic Hopf bifurcation: A case study

Ludwig Arnold, N Sri Namachchivaya, Klaus R. Schenk-Hoppé

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In this paper, asymptotic and numerical methods are used to study the phenomenon of stochastic Hopf bifurcation. The analysis is carried out through the study of a noisy Duffing-van der Pol oscillator which exhibits a Hopf bifurcation in the absence of noise as one of the parameters is varied. In the first part of this paper, we present an introduction to the theory of random dynamical systems (in particular, their generation, their invariant measures, the multiplicative ergodic theorem, and Lyapunov exponents). We then present the two concepts of stochastic bifurcation theory: Phenomenological (based on the Fokker-Planck equation), and dynamical (based on Lyapunov exponents). The method of stochastic averaging of the nonlinear system yields a set of equations which, together with its variational equation, can be explicitly solved and hence its bifurcation behavior completely analyzed. We augment this analysis by asymptotic expansions of the Lyapunov exponents of the variational equation at zero. Finally, the stochastic normal form of the noisy Duffing-van der Pol oscillator is derived, and its bifurcation behavior is analyzed numerically. The result is that the (truncated) normal form retains the essential bifurcation characteristics of the full equation.

Original languageEnglish (US)
Pages (from-to)1947-1975
Number of pages29
JournalInternational Journal of Bifurcation and Chaos in Applied Sciences and Engineering
Issue number11
StatePublished - Nov 1996

ASJC Scopus subject areas

  • Modeling and Simulation
  • Applied Mathematics


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