Colored noise in oscillators. Phase-amplitude analysis and a method to avoid the Ito-Stratonovich dilemma
Abstract
We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into an equivalent system subject to white Gaussian noise. A description in terms of phase and amplitude deviation is given for the transformed system. Using stochastic averaging technique, the equations are reduced to a phase model that can be analyzed to characterize phase noise. We find that phase noise is a drift-diffusion process, with a noise-induced frequency shift related to the variance and to the correlation time of colored noise. The proposed approach improves the accuracy of previous phase reduced models.
Keywords
Cite
@article{arxiv.1905.12994,
title = {Colored noise in oscillators. Phase-amplitude analysis and a method to avoid the Ito-Stratonovich dilemma},
author = {Michele Bonnin and Fabio Traversa and Fabrizio Bonani},
journal= {arXiv preprint arXiv:1905.12994},
year = {2019}
}