ISSN:
1572-9613
Keywords:
White noise
;
bifurcation
;
dynamical systems
;
hydrodynamic system
;
Gaussian approximation
;
functional-rational approximation
;
stationary distribution function
Source:
Springer Online Journal Archives 1860-2000
Topics:
Physics
Notes:
Abstract The influence is considered of two additive correlated noise effects on a two-dimensional quadratic-nonlinear system describing the behavior of two hydrodynamic modes. Using the method of Gaussian approximation, local characteristics of the distribution function are calculated, which are used to construct the global distribution function with the aid of the method of fraction-rational approximations. It is shown that for a system at whose bifurcation point the asymptotic stability is lost, in an expanded space of parameters (bifurcation parameter in the absence of noise plus noise parameters) there appears an instability zone within which the stationary distribution function does not exist. The effect of noise correlation on the stationary characteristics of the system is studied.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01019152
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