Bifurcations in asymptotically autonomous Hamiltonian systems under multiplicative noise

Abstract

The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates bifurcations associated with changes in the stability of the equilibrium and with the appearance of new stochastically stable states in the perturbed system. It is shown that depending on the structure and the parameters of the decaying perturbations the equilibrium can remain stable or become unstable. In some intermediate cases, a practical stability of the equilibrium with estimates for the length of the stability interval is justified. The proposed stability analysis is based on a combination of the averaging method and the construction of stochastic Lyapunov functions.

22 pages, 6 figures

References in corpus (5)

• Stability and bifurcation phenomena in asymptotically Hamiltonian systems
• Bifurcations in asymptotically autonomous Hamiltonian systems under oscillatory perturbations
• Asymptotic expansions with exponential, power, and logarithmic functions for non-autonomous nonlinear differential equations
• Autoresonance in oscillating systems with combined excitation and weak dissipation
• Damped perturbations of systems with centre-saddle bifurcation

Cited by in corpus (1)

• Long-term behaviour of asymptotically autonomous Hamiltonian systems with multiplicative noise