Small noise and long time phase diffusion in stochastic limit cycle oscillators

Abstract

We study the effect of additive Brownian noise on an ODE system that has a stable hyperbolic limit cycle, for initial data that are attracted to the limit cycle. The analysis is performed in the limit of small noise – that is, we modulate the noise by a factor ε↘0 – and on a long time horizon. We prove explicit estimates on the proximity of the noisy trajectory and the limit cycle up to times exp⁡(cε−2), c>0, and we show both that on the time scale ε−2 the dephasing (i.e., the difference between noiseless and noisy system measured in a natural coordinate system that involves a phase) is close to a Brownian motion with constant drift, and that on longer time scales the dephasing dynamics is dominated by the drift. The natural choice of coordinates, that reduces the dynamics in a neighborhood of the cycle to a rotation, plays a central role and makes the connection with the applied science literature in which noisy limit cycle dynamics are often reduced to a diffusion model for the phase of the limit cycle.