Stochastic sensitivity of cycles in periodic dynamical systems
Ural Federal University,
a e-mail: firstname.lastname@example.org
Received in final form: 27 May 2018
Published online: 19 November 2018
A non-linear dynamical system with periodic parameters is considered in presence of random noise. A dispersion of stochastic trajectories around the deterministic cycle is studied on the base of the stochastic sensitivity analysis. For weak noise, the asymptotics of this dispersion is found in a form of periodic matrix function named by the stochastic sensitivity matrix. This matrix is a solution of the boundary value problem for some matrix linear differential equation. A mathematical analysis of this problem is carried out, and an explicit solution is presented for one-dimensional case. The elaborated mathematical method is applied to the analysis of the stochastic population model with Allee effect and periodic modulation. A dependence of the stochastic sensitivity of oscillations on the amplitude and frequency of periodic forcing is investigated. A phenomenon of the noise-induced transition from persistence to extinction is studied by confidence domains constructed on the base of the stochastic sensitivity function technique.
Key words: Statistical and Nonlinear Physics
© EDP Sciences / Società Italiana di Fisica / Springer-Verlag GmbH Germany, part of Springer Nature, 2018