Stochastic sensitivity of systems driven by colored noise

Irina Bashkirtseva

Physica A: Statistical Mechanics and its Applications, 2018, vol. 505, issue C, 729-736

Abstract: We study a response of the general nonlinear dynamic system to the colored noise. A stochastic sensitivity analysis of equilibria forced by small exponentially-correlated Gaussian noise is carried out. For the stochastic sensitivity matrix of the equilibrium, a system of matrix equations is derived, and explicit solution is found in 2D case. Applying these theoretical results, we study a response of FitzHugh–Nagumo model to colored noise. We analyze how dispersion of random states near the deterministic equilibrium depends on the characteristic time of the power-limited colored noise. The effect of the colored-noise-induced excitability is discussed.

Keywords: Colored noise; Correlation time; Stochastic sensitivity (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378437118304151
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

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:phsmap:v:505:y:2018:i:c:p:729-736

DOI: 10.1016/j.physa.2018.03.095

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().