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  • Stochastic map  (1)
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    Electronic Resource
    Electronic Resource
    A stochastic return map for stochastic differential equations (1990)
    Springer
    Journal of statistical physics 58 (1990), S. 863-883 
    Details
    ISSN: 1572-9613
    Keywords: Stochastic map ; stochastic differential equation ; limit cycle ; Gaussian colored noise
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract A method is presented for constructing a stochastic return map from a stochastic differential equation containing a locally stable limit cycle and small-amplitude [O(ε)] additive Gaussian colored noise. The construction is valid provided the correlation time isO(ε) orO(1). The effective noise in the return map has nonzeroO(ε 2) mean and is state dependent. The method is applied to a model dynamical system, illustrating how the effective noise in the return map depends on both the original noise process and the local deterministic dynamics.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01026555
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