Stochastic sensitivity analysis of periodic attractors in non-autonomous nonlinear dynamical systems based on stroboscopic map

Abstract

Abstract To apply stochastic sensitivity function method, which can estimate the probabilistic distribution of stochastic attractors, to non-autonomous dynamical systems, a 1 / N -period stroboscopic map for a periodic motion is constructed in order to discretize the continuous cycle into a discrete one. In this way, the sensitivity analysis of a cycle for discrete map can be utilized and a numerical algorithm for the stochastic sensitivity analysis of periodic solutions of non-autonomous nonlinear dynamical systems under stochastic disturbances is devised. An external excited Duffing oscillator and a parametric excited laser system are studied as examples to show the validity of the proposed method.