Please use this identifier to cite or link to this item:
- Correlation times in stochastic equations with delayed feedback and multiplicative noise
- McGill Univ
- Universidade Estadual Paulista (UNESP)
- Natural Sciences and Engineering Research Council of Canada (NSERC)
- Le Fonds Quebecois de la Recherche sur la Nature et les Technologies (FQRNT)
- Canadian Bureau for International Education (CBIE)
- Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
- Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
- Canada Foundation for Innovation
- CNPq: 134461/2007-0
- FAPESP: 09/11567-6
- We obtain the characteristic correlation time associated with a model stochastic differential equation that includes the normal form of a pitchfork bifurcation and delayed feedback. In particular, the validity of the common assumption of statistical independence between the state at time t and that at t - tau, where t is the delay time, is examined. We find that the correlation time diverges at the model's bifurcation line, thus signaling a sharp bifurcation threshold, and the failure of statistical independence near threshold. We determine the correlation time both by numerical integration of the governing equation, and analytically in the limit of small tau. The correlation time T diverges as T similar to a(-1), where a is the control parameter so that a = 0 is the bifurcation threshold. The small-tau expansion correctly predicts the location of the bifurcation threshold, but there are systematic deviations in the magnitude of the correlation time.
- Physical Review E. College Pk: Amer Physical Soc, v. 83, n. 1, p. 6, 2011.
- Amer Physical Soc
- Acesso restrito
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.