Population explosion suppressed by noise: Stationary distributions and how to simulate them
Statistical Mechanics
2007-05-23 v1
Abstract
We show that two dynamical systems exhibiting very different deterministic behaviours possess very similar stationary distributions when stabilized by a multiplicative Gaussian white noise. We also discuss practical aspects of numerically simulating these systems. We show that there exists a noise level that is optimal in the sense that the interval during which discrete-time versions of the systems remain physical is maximized. Analytical results are illustrated by numerical examples.
Keywords
Cite
@article{arxiv.cond-mat/0412476,
title = {Population explosion suppressed by noise: Stationary distributions and how to simulate them},
author = {P. F. Gora},
journal= {arXiv preprint arXiv:cond-mat/0412476},
year = {2007}
}
Comments
New Journal of Physics, submitted