Chaotic systems with asymmetric heavy-tailed noise: Application to 3D attractors

Javier E. Contreras-Reyes

Chaos, Solitons & Fractals, 2021, vol. 145, issue C

Abstract: Yilmaz et al. (Fluct. Noise Lett. 17, 1830002, 2018) investigated the stochastic phenomenological bifurcations of a generalized Chua circuit driven by Skew-Gaussian distributed noise. They proved it is possible to decrease the number of scrolls by properly choosing the stochastic excitation, manipulating the skewness and noise intensity parameters. Based on the latter, this paper proposes an extension of skew-gaussian noise based on the family of Scale Mixtures of Skew-normal (SMSN) distributions, which includes the skew-t, the skew-gaussian, and the gaussian noises as particular cases. The Lorenz, Generalized Lorenz, Proto–Lorenzand Rössler attractors driven by skew-t distributed noise are considered. Results show that the chaotic regime’s behavior is influenced by the freedom parameter degrees of skew-t noise, increasing the noise variance. This paper concludes that noise intensity increases by rescaling the skew-t distribution at zero mean, rather than by increasing the asymmetry parameter.

Keywords: Chaotic systems; Non-gaussian noise; Lorenz attractors; Rössler attractor; Euler–Maruyama algorithm; Kullback–Leibler divergence (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0960077921001727
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:145:y:2021:i:c:s0960077921001727

DOI: 10.1016/j.chaos.2021.110820

Access Statistics for this article

Chaos, Solitons & Fractals is currently edited by Stefano Boccaletti and Stelios Bekiros

More articles in Chaos, Solitons & Fractals from Elsevier
Bibliographic data for series maintained by Thayer, Thomas R. ().