Confidence tori in the analysis of stochastic 3D-cycles
We present a new computer approach to the spatial analysis of stochastically forced 3D-cycles in nonlinear dynamic systems. This approach is based on a stochastic sensitivity analysis and uses the construction of confidence tori. A confidence torus as a simple 3D-model of the stochastic cycle adequately describes its main probabilistic features. We suggest an effective algorithm for construction of the confidence tori using a discrete set of confidence ellipses. The ability of these tori to visualize thin effects observed for the period-doubling bifurcations zone in the stochastic Roessler model are shown. For this zone, the geometrical growth of stochastic sensitivity of the forced cycles under transition to chaos is presented.
Year of publication: |
2009
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Authors: | Ryashko, L. ; Bashkirtseva, I. ; Gubkin, A. ; Stikhin, P. |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 80.2009, 2, p. 256-269
|
Publisher: |
Elsevier |
Subject: | Stochastic systems | Cycles | Stochastic sensitivity | Roessler model |
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