Random fluctuations around a stable limit cycle in a stochastic system with parametric forcing.

Abstract

Many real populations exhibit stochastic behaviour that appears to have some periodicity. In terms of populations, these time series can occur as limit cycles that arise through seasonal variation of parameters such as, e.g., disease transmission rate. The general mathematical context is that of a stochastic differential system with periodic parametric forcing whose solution is a stochastically perturbed limit cycle. Earlier work identified the power spectral density (PSD) features of these fluctuations by computation of the autocorrelation function of the stochastic process and its transform. Here, we present an alternative analysis which shows that the structure of the fluctuations around the limit cycle is analogous to that of fluctuations about a fixed point. Furthermore, we show that these fluctuations can be expressed, approximately, as a factorization which reveals the combined frequencies of the limit cycle and the stochastic perturbation. This result, based on a new limit theorem near a Hopf point, yields an understanding of the previously found features of the PSD. Further insights are obtained from the corresponding stochastic equations for phase and amplitude.