TY - JOUR
T1 - Stability in a System subject to Noise with Regulated Periodicity
AU - Spagnolo, Bernardo
AU - Valenti, Davide
AU - Chichigina, Olga A.
AU - Dubkov, Alexander A.
PY - 2011
Y1 - 2011
N2 - The stability of a simple dynamical system subject to multiplicative one-side pulse noise with hidden periodicity is investigated both analytically and numerically. The stability analysis is based on the exact result for the characteristic functional of the renewal pulse process. The influence of the memory effects on the stability condition is analyzed for two cases: (i) the dead-time-distorted Poissonian process, and (ii) the renewal process with Pareto distribution. We show that, for fixed noise intensity, the system can be stable when the noise is characterized by high periodicity and unstable at low periodicity.
AB - The stability of a simple dynamical system subject to multiplicative one-side pulse noise with hidden periodicity is investigated both analytically and numerically. The stability analysis is based on the exact result for the characteristic functional of the renewal pulse process. The influence of the memory effects on the stability condition is analyzed for two cases: (i) the dead-time-distorted Poissonian process, and (ii) the renewal process with Pareto distribution. We show that, for fixed noise intensity, the system can be stable when the noise is characterized by high periodicity and unstable at low periodicity.
KW - Fluctuation phenomena
KW - and Brownian motion; Probability theory
KW - and statistics; Stochastic analysis methods
KW - noise
KW - random processes
KW - stochastic processes
KW - Fluctuation phenomena
KW - and Brownian motion; Probability theory
KW - and statistics; Stochastic analysis methods
KW - noise
KW - random processes
KW - stochastic processes
UR - http://hdl.handle.net/10447/57844
M3 - Article
SN - 1539-3755
VL - 84
SP - 021134-1-021134-10
JO - Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
JF - Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
ER -