Separatrix crossing due to multiplicative colored noise
Chaotic Dynamics
2020-08-17 v1 Classical Physics
Abstract
The effect of weak multiplicative colored noise on the dynamics of a Hamiltonian system is studied by means of asymptotic methods, in the vicinity of homoclinic or heteroclinic trajectories. A general expression for the probability of noise-induced separatrix crossing is obtained, and is illustrated by means of a two-well Duffing oscillator. It shows how weak noise can significantly affect the dynamics near separatrices. In addition, the influence of the degree of non-linearity of the noise amplitude is discussed.
Cite
@article{arxiv.2008.06482,
title = {Separatrix crossing due to multiplicative colored noise},
author = {Jean-Régis Angilella},
journal= {arXiv preprint arXiv:2008.06482},
year = {2020}
}