ELEMENTARY BIFURCATIONS FOR A SIMPLE DYNAMICAL SYSTEM UNDER NON-GAUSSIAN LVY NOISES

(整期优先)网络出版时间:2012-04-14
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Nonlineardynamicalsystemsaresometimesundertheinfluenceofrandomfluctuations.Itisdesirabletoexaminepossiblebifurcationsforstochasticdynamicalsystemswhenaparametervaries.Acomputationalanalysisisconductedtoinvestigatebifurcationsofasimpledynamicalsystemundernon-Gaussianα-stableLévymotions,byexaminingthechangesinstationaryprobabilitydensityfunctionsforthesolutionorbitsofthisstochasticsystem.ThestationaryprobabilitydensityfunctionsareobtainedbysolvinganonlocalFokker-Planckequationnumerically.Thisallowsnumericallyinvestigatingphenomenologicalbifurcation,orP-bifurcation,forstochasticdifferentialequationswithnon-GaussianLévynoises.