English

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