A new model for realistic random perturbations of stochastic oscillators

Abstract

Classical theories predict that solutions of differential equations will leave any neighborhood of a stable limit cycle, if white noise is added to the system. In reality, many engineering systems modeled by second order differential equations, like the van der Pol oscillator, show incredible robustness against noise perturbations, and the perturbed trajectories remain in the neighborhood of a stable limit cycle for all times of practical interest. In this paper, we propose a new model of noise to bridge this apparent discrepancy between theory and practice. Restricting to perturbations from within this new class of noise, we consider stochastic perturbations of second order differential systems that –in the unperturbed case– admit asymptotically stable limit cycles. We show that the perturbed solutions are globally bounded and remain in a tubular neighborhood of the underlying deterministic periodic orbit. We also define stochastic Poincaré map(s), and further derive partial differential equations for the transition density function.