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Titolo:
SOLUTION MOMENT STABILITY IN STOCHASTIC DIFFERENTIAL-DELAY EQUATIONS
Autore:
MACKEY MC; NECHAEVA IG;
Indirizzi:
MCGILL UNIV,DEPT PHYSIOL,3655 DRUMMOND ST MONTREAL PQ H3G 1Y6 CANADA MCGILL UNIV,DEPT PHYS MONTREAL PQ H3G 1Y6 CANADA MCGILL UNIV,DEPT MATH MONTREAL PQ H3G 1Y6 CANADA MCGILL UNIV,CTR NONLINEAR DYNAM MONTREAL PQ H3G 1Y6 CANADA KIEV TG SHEVCHENKO STATE UNIV,DEPT CYBERNET KIEV UKRAINE
Titolo Testata:
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics
fascicolo: 4, volume: 52, anno: 1995,
parte:, A
pagine: 3366 - 3376
SICI:
1063-651X(1995)52:4<3366:SMSISD>2.0.ZU;2-G
Fonte:
ISI
Lingua:
ENG
Soggetto:
PHYSIOLOGICAL CONTROL-SYSTEMS; ANALOG NEURAL NETWORKS; PUPIL LIGHT REFLEX; COMPLEX DYNAMICS; NOISE; BIFURCATIONS; BEHAVIOR; FEEDBACK; STRATONOVICH; OSCILLATION;
Tipo documento:
Article
Natura:
Periodico
Settore Disciplinare:
Science Citation Index Expanded
Science Citation Index Expanded
Citazioni:
78
Recensione:
Indirizzi per estratti:
Citazione:
M.C. Mackey e I.G. Nechaeva, "SOLUTION MOMENT STABILITY IN STOCHASTIC DIFFERENTIAL-DELAY EQUATIONS", Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 52(4), 1995, pp. 3366-3376

Abstract

We study the behavior of the first and second solution moments for linear stochastic differential delay equations in the presence of additive or multiplicative white and colored noise. In the presence of additive noise (white or colored), the stability domain of both moments is identical to that of the unperturbed system. When these moments lose stability, there is a Hopf bifurcation and the first moment oscillates with a period identical to the solution of the unperturbed equation, while the oscillation period of the second moment is exactly one half the period of the unperturbed solution and the first moment. When perturbations are of the parametric (or multiplicative) type and white noise is assumed, under the Its interpretation the first moment of the solution preserves properties of the solution of the deterministic equation, while the behavior of the second moment depends on the amplitude of the stochastic perturbation. The critical delay value at which the second moment loses stability and becomes oscillating is derived, and it is less than the critical delay for the first moment. Under the Stratonovich interpretation, quite different properties were observed for the moment equations, namely, various critical values of the delay andperiod of oscillations. For the case of parametric colored noise perturbations, sufficient (p-stability) conditions are derived which are independent of the value of delay, and it is shown that colored noise has a stabilizing effect with respect to white noise.

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Documento generato il 06/04/20 alle ore 23:34:39