English

Long time fluctuations at critical parameter of Hopf's bifurcation

Probability 2024-09-04 v1

Abstract

A dynamical system that undergoes a supercritical Hopf's bifurcation is perturbed by a multiplicative Brownian motion that scales with a small parameter ϵ\epsilon. The random fluctuations of the system at the critical point are studied when the dynamics starts near equilibrium, in the limit as ϵ\epsilon 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.

Keywords

Cite

@article{arxiv.2409.01270,
  title  = {Long time fluctuations at critical parameter of Hopf's bifurcation},
  author = {Michele Aleandri and Paolo Dai Pra},
  journal= {arXiv preprint arXiv:2409.01270},
  year   = {2024}
}