2024/09/02 by Michele Aleandri, Aleandri, Michele, Paolo Dai Pra +1
Computer Science · Environmental Science · Physics and Astronomy · #Nonlinear Dynamics and Pattern Formation #Ecosystem dynamics and resilience #stochastic dynamics and bifurcation
paper · pdf · doi:10.48550/arxiv.2409.01270
A dynamical system that undergoes a supercritical Hopf's bifurcation is perturbed by a multiplicative Brownian motion that scales with a small parameter ε. The random fluctuations of the system at the critical point are studied when the dynamics starts near equilibrium, in the limit as ε goes to zero. Under a space-time scaling the system can be approximated by a 2-dimensional process lying on the centre manifold of the Hopf's bifurcation and a slow radial component together with a fast angular component are identified. Then the critical fluctuations are described by a "universal" stochastic differential equation whose coefficients are obtained taking the average with respect to the fast variable.