Stochastic sensitivity analysis of noise-induced order-chaos transitions in discrete-time systems with tangent and crisis bifurcations

Abstract

Abstract We study noise-induced order-chaos transitions in discrete-time systems with tangent and crisis bifurcations. To study these transitions parametrically, we suggest a generalized mathematical technique using stochastic sensitivity functions and confidence domains for randomly forced equilibria, cycles, and chaotic attractors. This technique is demonstrated in detail for the simple one-dimensional stochastic system, in which points of crisis and tangent bifurcations are borders of the order window lying between two chaotic parametric zones. A stochastic phenomenon of the extension and shift of this window towards crisis bifurcation point, under increasing noise, is presented and analyzed. Shifts of borders of this order window are found as functions of the noise intensity. By our analytical approach based on stochastic sensitivity functions, we construct a parametric diagram of chaotic and regular regimes for the stochastically forced system.