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Confidence tori in the analysis of stochastic 3D-cycles

Author

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  • Ryashko, L.
  • Bashkirtseva, I.
  • Gubkin, A.
  • Stikhin, P.

Abstract

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.

Suggested Citation

  • Ryashko, L. & Bashkirtseva, I. & Gubkin, A. & Stikhin, P., 2009. "Confidence tori in the analysis of stochastic 3D-cycles," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(2), pages 256-269.
    • Handle: RePEc:eee:matcom:v:80:y:2009:i:2:p:256-269
    DOI: 10.1016/j.matcom.2009.06.026
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    References listed on IDEAS

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    1. Bashkirtseva, I.A & Ryashko, L.B, 2000. "Sensitivity analysis of the stochastically and periodically forced Brusselator," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 278(1), pages 126-139.
    2. Fedotov, Sergei & Bashkirtseva, Irina & Ryashko, Lev, 2004. "Stochastic analysis of subcritical amplification of magnetic energy in a turbulent dynamo," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 342(3), pages 491-506.
    3. Leung, H.K., 1998. "Stochastic Hopf bifurcation in a biased van der Pol model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 254(1), pages 146-155.
    4. K. Mallick & P. Marcq, 2003. "Stability analysis of a noise-induced Hopf bifurcation," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 36(1), pages 119-128, November.
    5. Bashkirtseva, Irina & Ryashko, Lev, 2005. "Sensitivity and chaos control for the forced nonlinear oscillations," Chaos, Solitons & Fractals, Elsevier, vol. 26(5), pages 1437-1451.
    6. Bashkirtseva, I.A. & Ryashko, L.B., 2004. "Stochastic sensitivity of 3D-cycles," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 66(1), pages 55-67.
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    Cited by:

    1. Bashkirtseva, Irina & Perevalova, Tatyana & Ryashko, Lev, 2022. "Regular and chaotic variability caused by random disturbances in a predator–prey system with disease in predator," Chaos, Solitons & Fractals, Elsevier, vol. 163(C).
    2. Slepukhina, Evdokiia & Bashkirtseva, Irina & Ryashko, Lev & Kügler, Philipp, 2022. "Stochastic mixed-mode oscillations in the canards region of a cardiac action potential model," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
    3. Slepukhina, E. & Ryashko, L. & Kügler, P., 2020. "Noise-induced early afterdepolarizations in a three-dimensional cardiac action potential model," Chaos, Solitons & Fractals, Elsevier, vol. 131(C).
    4. Bashkirtseva, Irina & Ryashko, Lev & Ryazanova, Tatyana, 2020. "Analysis of regular and chaotic dynamics in a stochastic eco-epidemiological model," Chaos, Solitons & Fractals, Elsevier, vol. 131(C).
    5. Slepukhina, Evdokia & Bashkirtseva, Irina & Ryashko, Lev, 2020. "Stochastic spiking-bursting transitions in a neural birhythmic 3D model with the Lukyanov-Shilnikov bifurcation," Chaos, Solitons & Fractals, Elsevier, vol. 138(C).
    6. Irina Bashkirtseva & Makar Pavletsov & Tatyana Perevalova & Lev Ryashko, 2023. "Analysis of Noise-Induced Transitions in a Thermo-Kinetic Model of the Autocatalytic Trigger," Mathematics, MDPI, vol. 11(20), pages 1-14, October.
    7. Bashkirtseva, Irina & Ryazanova, Tatyana & Ryashko, Lev, 2015. "Analysis of dynamic regimes in stochastically forced Kaldor model," Chaos, Solitons & Fractals, Elsevier, vol. 79(C), pages 96-104.
    8. Bashkirtseva, Irina & Ryashko, Lev, 2013. "Stochastic sensitivity analysis of noise-induced intermittency and transition to chaos in one-dimensional discrete-time systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(2), pages 295-306.

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