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Journal Articles EPL - Europhysics Letters Year : 2008

Additive noise may change the stability of nonlinear systems

Axel Hutt

Abstract

The present work studies the effect of additive noise on two high-dimensional systems. The first system under study is two-dimensional, evolves close to the deterministic stability threshold and exhibits an additive noise-induced shift of the control parameter when driving one variable by uncorrelated Gaussian noise. After a detailed analytical and numerical study of this effect, the work further focusses on the extended Swift-Hohenberg equation subjected to global noise, i.e. noise constant in space and uncorrelated in time. This spatial system generalizes the two-dimensional system and thus reveals phase transitions induced by additive global noise. Numerical studies confirm this effect. Further closer investigations reveal that the occurence of the noise-induced shift is subjected to the model nonlinearity and the shifts sign depends on the sign of the nonlinearity prefactors.
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Dates and versions

inria-00401522 , version 1 (03-07-2009)

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Axel Hutt. Additive noise may change the stability of nonlinear systems. EPL - Europhysics Letters, 2008, 84 (3), ⟨10.1209/0295-5075/84/34003⟩. ⟨inria-00401522⟩
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