Abstract

The method for calculation of noise amplification in nonlinear systems near bifurcation point is suggested, which takes into account nonlinear saturation of fluctuations. The method is illustrated by two examples: saturation of noise amplification under (i) bifurcations period doubling in nonlinear map and (ii) bifurcations of spontaneous symmetry breaking in nonlinear oscillator. Theoretical estimates have proved to be in good agreement with the result of numerical simulations. It is shown that in saturation regime fluctuation variance is proportional to the square root of external noise variance, whereas fluctuation variance in linear regime is proportional to noise variance.

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