Stochastic bifurcations: a perturbative study

Loading...
Thumbnail Image

Date

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

We study a noise-induced bifurcation in the vicinity of the threshold by using a perturbative expansion of the order parameter, called the Poincaré-Lindstedt expansion. Each term of this series becomes divergent in the long time limit if the power spectrum of the noise does not vanish at zero frequency. These divergencies have a physical consequence: they modify the scaling of all the moments of the order parameter near the threshold and lead to a multifractal behaviour. We derive this anomalous scaling behaviour analytically by a resummation of the Poincaré-Lindstedt series and show that the usual, deterministic, scalings are recovered when the noise has a low frequency cut-off. Our analysis reconciles apparently contradictory results found in the literature.

Citation

Consulte el texto completo en el siguiente enlace:

Collections