A Volterra-series approach to stochastic nonlinear dynamics: The Duffing oscillator driven by white noise

Abstract

The Duffing oscillator is a paradigm of bistable oscillatory motion in physics, engineering, and biology. Time series of such oscillations are often observed experimentally in a nonlinear system excited by a spontaneously fluctuating force. One is then interested in estimating effective parameter values of the stochastic Duffing model from these observations--a task that has not yielded to simple means of analysis. To this end we derive theoretical formulas for the statistics of the Duffing oscillator's time series. Expanding on our analytical results, we introduce methods of statistical inference for the parameter values of the stochastic Duffing model. By applying our method to time series from stochastic simulations, we accurately reconstruct the underlying Duffing oscillator. This approach is quite straightforward--similar techniques are used with linear Langevin models--and can be applied to time series of bistable oscillations that are frequently observed in experiments.

arXiv comment8 pages, 4 figures

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Cited by in corpus (6)

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• Estimating Free Parameters in Stochastic Oscillatory Models Using a Weighted Cost Function