English

The asymptotic frequency of stochastic oscillators

Probability 2022-01-26 v4 Mathematical Physics math.MP

Abstract

We study stochastic perturbations of ODE with stable limit cycles -- referred to as stochastic oscillators -- and investigate the response of the asymptotic (in time) frequency of oscillations to changing noise amplitude. Unlike previous studies, we do not restrict our attention to the small noise limit, and account for the fact that large deviation events may push the system out of its oscillatory regime. To do so, we consider stochastic oscillators conditioned on their remaining in an oscillatory regime for all time. This leads us to use the theory of quasi-ergodic measures, and to define quasi-asymptotic frequencies as conditional, long-time average frequencies. We show that quasi-asymptotic frequencies always exist, though they may or may not be observable in practice. Our discussion recovers previous results on stochastic oscillators in the literature. In particular, existing results imply that the asymptotic frequency of a stochastic oscillator depends quadratically on the noise amplitude. We describe scenarios where this prediction holds, though we also show that it is not true in general -- even for small noise.

Keywords

Cite

@article{arxiv.2108.03728,
  title  = {The asymptotic frequency of stochastic oscillators},
  author = {Zachary P. Adams},
  journal= {arXiv preprint arXiv:2108.03728},
  year   = {2022}
}

Comments

21 pages, 7 figures. Update 20.09.2021: Removed incorrect numerical example, Moved a corollary to an appendix. Submitted to SIADS. Update 24.01.2022: Added example of stochastic predator-prey system, corrected numerics, expanded bibliography