For citation:
Bashkirtseva I. A., Ryashko L. B. Quasipotential in sensitivity analysis оf the stochastically forced auto-oscillations. Izvestiya VUZ. Applied Nonlinear Dynamics, 1998, vol. 6, iss. 5, pp. 19-27. DOI: 10.18500/0869-6632-1998-6-5-19-27
Quasipotential in sensitivity analysis оf the stochastically forced auto-oscillations
The problem of auto—oscillations sensitivity of nonlinear system with respect to small stochastic disturbances is considered. The sensitivity analysis on the base of the quasipotential function is used. For the plane orbit case the quasipotential approximation is given by some scalar function. This function plays a role of risk function allowing to compare the sensitivity levels of the different pieces of orbits. For stochastically forced brusselator we demonstrate that risk function is a simple theoretical predictor of the characteristics of random ftrajectories distribution about е stable limit cycle.
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