Stochastic sensitivity of 3D-cycles

  title={Stochastic sensitivity of 3D-cycles},
  author={Irina A. Bashkirtseva and Lev B. Ryashko},
  journal={Mathematics and Computers in Simulation},
The limit cycles of nonlinear systems under the small stochastic disturbances are considered. The random trajectories of forced system leave the deterministic cycle and form some stochastic bundle around it. The probabilistic description of this bundle near cycle based on stochastic sensitivity function (SSF) is suggested. The SSF is a covariance matrix for periodic solution of linear stochastic first approximation system. This matrix is a solution of the boundary problem for linear matrix… CONTINUE READING

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