Volterra-series approach to stochastic nonlinear dynamics: linear response of the Van der Pol oscillator driven by white noise

Abstract

The Van der Pol equation is a paradigmatic model of relaxation oscillations. This remarkable nonlinear phenomenon of self-sustained oscillatory motion underlies important rhythmic processes in nature and electrical engineering. Relaxation oscillations in a real system are usually coupled to environmental noise, which further enriches their dynamics, but makes theoretical analysis of such systems and determination of the equation's parameter values a difficult task. In a companion paper we have proposed an analytic approach to a similar problem for another classical nonlinear model, the bistable Duffing oscillator. Here we extend our techniques to the case of the Van der Pol equation driven by white noise. We analyze the statistics of solutions and propose a method to estimate parameter values from the oscillator's time series. We use experimental data of active oscillations in a biological system to demonstrate how our method applies to real observations and how it can be generalized for more complex models.

arXiv comment12 pages, 6 figures, 1 table

References in corpus (4)

• Van der Pol and the history of relaxation oscillations: toward the emergence of a concept
• A Volterra-series approach to stochastic nonlinear dynamics: The Duffing oscillator driven by white noise
• Second-order fluctuation theory and time autocorrelation function for currents
• Nonequilibrium Langevin dynamics: a demonstration study of shear flow fluctuations in a simple fluid

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