For citation:
Bashkirtseva I. A., Ryashko L. B. Quasipotential method in local stability analysis of the stochastically forced limit cycles . Izvestiya VUZ. Applied Nonlinear Dynamics, 2001, vol. 9, iss. 6, pp. 104-114. DOI: 10.18500/0869-6632-2001-9-6-104-114
Quasipotential method in local stability analysis of the stochastically forced limit cycles
The stability of nonlinear systems limit cycles with respect to small random disturbances is investigated on the basis of quasipotential method. For quasipotential approximation the orbital quadratic form given by some matrix function defined on a cycle is used. This function (sensitivity function) characterizes the considered system response to random disturbances and allows to describe the random trajectories dispersion nеаг to cycle and to point out sensitive and nonsensitive regions of cycle. The construction of a sensitivity function is reduced to the solution of some boundary value problem for Lyapunov matrix equation. For the solution of this boundary value problem the iterative method is created. The conditions and degree of its comvergence are discussed. The results are illustrated on an example of the sensitivity analysis of stochastically perturbed Lorenz model cycle.
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