Stochastic Bifurcation Research Articles

DYNAMICAL PROPERTIES OF A STOCHASTIC PREDATOR-PREY MODEL WITH FUNCTIONAL RESPONSE

A stochastic prey-predator model with functional response is investigated in this paper. A complete threshold analysis of coexistence and extinction is obtained. Moreover, we point out that the stochastic predator-prey model undergoes a stochastic Hopf bifurcation from the viewpoint of numerical simulations. Some numerical simulations are carried out to support our results.

一类转子系统的非线性随机稳定性及随机Hopf分岔

一类转子系统的非线性随机稳定性及随机Hopf分岔

Stability and Hopf Bifurcation of a Stochastic Cournot Duopoly Game in a Blockchain Cloud Services Market Driven by Brownian Motion

The blockchain technology has been rapidly popularizing and gaining a quick mileage in many domains owing to its innate nature, so there must be several tremendous market opportunities and uncertainties for the blockchain cloud service. We propose a Cournot duopoly game in a blockchain cloud services market for cyber-physical-social systems (CPSS). Introducing Brownian noise disturbance to the deterministic Cournot duopoly game, we construct a stochastic Cournot duopoly game in a blockchain cloud service market with uncertainty. We analyze the stochastic stability of the Cournot duopoly game by the Lyapunov exponent method, the Lyapunov function, and the singular boundary theory. Then we investigate the stochastic Hopf bifurcation of the Cournot duopoly game by the invariant measure theory. At last, we numerically validate these results by the probability density. These results of stability and Hopf bifurcation illustrate complex behaviors of the stochastic Cournot duopoly game in the blockchain cloud services market.

Bifurcation Analysis of a Self-Sustained Birhythmic Oscillator Under Two Delays and Colored Noises

In this manuscript, an investigation on bifurcations induced by two delays and additive and multiplicative colored noises in a self-sustained birhythmic oscillator is presented, both theoretically and numerically, which serves for the purpose of unveiling extremely complicated nonlinear dynamics in various spheres, especially in biology. By utilizing the multiple scale expansion approach and stochastic averaging technique, the stationary probability density function (SPDF) of the amplitude is obtained for discussing stochastic bifurcations. With time delays, intensities and correlation time of noises regarded as bifurcation parameters, rich bifurcation arises. In the case of additive noise, it is identified that the bifurcations induced by the two delays are entirely distinct and longer velocity delay can accelerate the conversion rate of excited enzyme molecules. A novel type of P-bifurcation emerges from the process in the case of multiplicative colored noise, with the SPDF qualitatively changing between crater-like and bimodal distributions, while it cannot be generated when the multiplicative colored noise is coupled with additive noise. The feasibility and effectiveness of analytical methods are confirmed by the good consistency between theoretical and numerical solutions. This investigation may have practical applications in governing dynamical behaviors of birhythmic systems.

Intermittency in a cantilever plate in a randomly fluctuating fluid flow

Fluid–elastic systems nearing dynamic instabilities are known to be sensitive to fluctuations in fluid flow. A cantilever plate in axial flow with random temporal fluctuations, is examined numerically for its dynamical behaviour. The numerical model comprises of a nonlinear structural model for the flexible plate, coupled with unsteady lumped vortex model for the fluid forces. As the mean flow velocity is increased, the system transitions to limit cycle oscillations from a state of rest, through a regime of intermittent oscillations. The conditions for onset and disappearance of intermittency are discussed and are interpreted using stochastic bifurcation theories. While the onset of intermittency is found to be unaffected by the time scales of the flow fluctuations, they are observed to affect the length of the intermittency regime. The effect of plate flexibility on intermittency is also discussed.

Ruelle–Pollicott Resonances of Stochastic Systems in Reduced State Space. Part III: Application to the Cane–Zebiak Model of the El Niño–Southern Oscillation

The response of a low-frequency mode of climate variability, El Nino–Southern Oscillation, to stochastic forcing is studied in a high-dimensional model of intermediate complexity, the fully-coupled Cane–Zebiak model (Zebiak and Cane 1987), from the spectral analysis of Markov operators governing the decay of correlations and resonances in the power spectrum. Noise-induced oscillations excited before a supercritical Hopf bifurcation are examined by means of complex resonances, the reduced Ruelle–Pollicott (RP) resonances, via a numerical application of the reduction approach of the first part of this contribution (Chekroun et al. 2019) to model simulations. The oscillations manifest themselves as peaks in the power spectrum which are associated with RP resonances organized along parabolas, as the bifurcation is neared. These resonances and the associated eigenvectors are furthermore well described by the small-noise expansion formulas obtained by Gaspard (2002) and made explicit in the second part of this contribution (Tantet et al. 2019). Beyond the bifurcation, the spectral gap between the imaginary axis and the real part of the leading resonances quantifies the diffusion of phase of the noise-induced oscillations and can be computed from the linearization of the model and from the diffusion matrix of the noise. In this model, the phase diffusion coefficient thus gives a measure of the predictability of oscillatory events representing ENSO. ENSO events being known to be locked to the seasonal cycle, these results should be extended to the non-autonomous case. More generally, the reduction approach theorized in Chekroun et al. (2019), complemented by our understanding of the spectral properties of reference systems such as the stochastic Hopf bifurcation, provides a promising methodology for the analysis of low-frequency variability in high-dimensional stochastic systems.

Response analysis of a pitch–plunge airfoil with structural and aerodynamic nonlinearities subjected to randomly fluctuating flows

This study focuses on numerically investigating the response dynamics of a pitch–plunge airfoil with structural nonlinearity under dynamic stall conditions. The aeroelastic responses are investigated for both deterministic and randomly time varying flow conditions. To that end, a pitch–plunge airfoil under dynamic stall condition is considered and the nonlinear aerodynamic loads are computed using a Leishman–Beddoes formulation. It is shown that the presence of structural nonlinearities can give rise to a variety of dynamical responses in the pre-flutter regime. Next, a response analysis under the presence of a randomly fluctuating wind is carried out. It is demonstrated that the route to flutter occurs via a regime of pre-flutter oscillations called intermittency. Finally, the manifestation of these stochastic responses is characterized by invoking stochastic bifurcation concepts. The route to flutter via intermittency is presented in terms of topological changes occurring in the joint-probability density function of the state variables.

Survivability and stochastic bifurcations for a stochastic Holling type II predator-prey model

In this paper, the dynamic properties of a stochastic model are studied through the stability of ergodic invariant measures on invariant sets. The threshold analysis of strong stochastic persistence and extinction is given. Moreover, the necessary and sufficient condition for persistence and extinction in the sense of time average is give for a special critical state. The stochastic bifurcation phenomenon of the model is studied from the viewpoint of dynamic bifurcation. The main conclusions are verified by examples and numerical simulations. In addition, the intra-specific competition of two species are considered in this paper, the importance of intra-specific competition is also illustrated by theoretical results. The results can also provide a theoretical basis for the modeling of stochastic population models.

Single-cell stochastic gene expression kinetics with coupled positive-plus-negative feedback.

Here we investigate single-cell stochastic gene expression kinetics in a minimal coupled gene circuit with positive-plus-negative feedback. A triphasic stochastic bifurcation is observed upon increasing the ratio of the positive and negative feedback strengths, which reveals a strong synergistic interaction between positive and negative feedback loops. We discover that coupled positive-plus-negative feedback amplifies gene expression mean but reduces gene expression noise over a wide range of feedback strengths when promoter switching is relatively slow, stabilizing gene expression around a relatively high level. In addition, we study two types of macroscopic limits of the discrete chemical master equation model: the Kurtz limit applies to proteins with large burst frequencies and the Lévy limit applies to proteins with large burst sizes. We derive the analytic steady-state distributions of the protein abundance in a coupled gene circuit for both the discrete model and its two macroscopic limits, generalizing the results obtained by Liu etal. [Chaos 26, 043108 (2016)CHAOEH1054-150010.1063/1.4947202]. We also obtain the analytic time-dependent protein distribution for the classical Friedman-Cai-Xie random bursting model [Friedman, Cai, and Xie, Phys. Rev. Lett. 97, 168302 (2006)PRLTAO0031-900710.1103/PhysRevLett.97.168302]. Our analytic results are further applied to study the structure of gene expression noise in a coupled gene circuit, and a complete decomposition of noise in terms of five different biophysical origins is provided.

Stochastic stability and Hopf bifurcation analysis of a singular bio-economic model with stochastic fluctuations

In this paper, we study a class of singular stochastic bio-economic models described by differential-algebraic equations due to the influence of economic factors. Simplifying the model through a stochastic averaging method, we obtained a two-dimensional diffusion process of averaged amplitude and phase. Stochastic stability and Hopf bifurcations can be analytically determined based on the singular boundary theory of diffusion process, the Maximal Lyapunov exponent and the invariant measure theory. The critical value of the stochastic Hopf bifurcation parameter is obtained and the position of Hopf bifurcation drifting with the parameter increase is presented as a result. Practical example is presented to verify the effectiveness of the results.

Maximal Lyapunov Exponents and Steady-State Moments of a VI System based Upon TDFC and VED

This paper focuses on the investigation of a vibro-impact (VI) system based upon time-delayed feedback control (TDFC) and visco-elastic damping (VED) under bounded random excitations. A pretreatment for the TDFC and VED is necessary. A further simplification for the system is achieved by introducing the mirror image transformation. The averaging approach is adopted to analyze the above system relying on a parametric principal resonance consideration. By means of the first kind of a modified Bessel function, explicit asymptotic formulas for the maximal Lyapunov exponent (MLE) are given to examine the almost sure stability or instability of the trivial steady-state amplitude solution. Besides, the steady-state moments (SSM) of the nontrivial solutions of the system’s amplitude are derived by the application of the moment method and Itô’s calculus. Finally, the stability and its critical situations of the trivial solution are explored in detail through the important system parameters, i.e. embodying the TDFC parameters, the VED parameters, the restitution coefficient, the excitation amplitude and the random noise intensity. They are tested by numerical simulations. Additionally, the exploration of the steady-state moments involves the emergence of the general frequency response curve and the frequency island, discussions of conditions satisfied by the unstable boundary, and variations of the time-delayed island. Stochastic jumps and bifurcations are observed for the stationary joint transition probability density of the system’s trivial and nontrivial solutions based on parameter schemes of VED and TDFC.

Probabilistic Response and Stochastic Bifurcation in a Turbulent Swirling Flow

Abstract Stochastic dynamics in a turbulent swirling flow are reported in this paper via the probability density functions (PDFs) of responses with the generalized cell mapping (GCM) method. Based on the short-time Gaussian approximation (STGA) procedure, the influence generated by the time average and the amplitude of the fluctuation to the turbulent flow on the probabilistic responses are demonstrated. We observe that the shapes of the steady-state PDFs change from two peaks to the single peak with the change of system parameters, indicating that the rotation to shear ratio will change from two stable states into one stable state, while the torque difference of the propellers in the von-Karman turbulence experimental setup becomes large or changes in a wide range. That is to say, the stochastic P-bifurcation phenomena occur. The evolutionary mechanism of the transient response is revealed with the global portraits. Furthermore, the idea of block matrix is devoted to solving the storage problem due to the amount of image cells for the STGA procedure in high dimensional system. Monte Carlo (MC) simulations are in good agreement with the proposed strategy.

Stochastic bifurcation analysis in Brusselator system with white noise

In this paper, we mainly study the stochastic stability and stochastic bifurcation of Brusselator system with multiplicative white noise. Firstly, by a polar coordinate transformation and a stochastic averaging method, the original system is transformed into an Itô averaging diffusion system. Secondly, we apply the largest Lyapunov exponent and the singular boundary theory to analyze the stochastic local and global stability. Thirdly, by means of the properties of invariant measures, the stochastic dynamical bifurcations of stochastic averaging Itô diffusion equation associated with the original system is considered. And we investigate the phenomenological bifurcation by analyzing the associated Fokker–Planck equation. We will show that, from the view point of random dynamical systems, the noise “destroys” the deterministic stability. Finally, an example is given to illustrate the effectiveness of our analyzing procedure.

Multiplicative noise induced intermittency in maps

The phenomenon of multiplicative noise induced intermittency (mNII) observed due to random temporal fluctuations in the system parameters of nonlinear dynamical systems is investigated using maps. Generic conditions for the onset and disappearance of mNII are derived. The role of correlation in the noise is investigated. The phenomenon of mNII is interpreted in terms of stochastic bifurcations as well. The developments are verified through numerical results for a set of simple1-d maps. Further, through a numerical example involving an aeroelastic system, it is shown that the proposed results are applicable for analysis of complicated engineering systems by considering Poincáre maps from the times histories of the response.

Stochastic Resonance and Bifurcation of Order Parameter in a Coupled System of Underdamped Duffing Oscillators

The long-term mean-field dynamics of coupled underdamped Duffing oscillators driven by an external periodic signal with Gaussian noise is investigated. A Boltzmann-type [Formula: see text]-theorem is proved for the associated nonlinear Fokker–Planck equation to ensure that the system can always be relaxed to one of the stationary states as time is long enough. Based on a general framework of the linear response theory, the linear dynamical susceptibility of the system order parameter is explicitly deduced. With the spectral amplification factor as a quantifying index, calculation by the method of moments discloses that both mono-peak and double-peak resonance might appear, and that noise can greatly signify the peak of the resonance curve of the coupled underdamped system as compared with a single-element bistable system. Then, with the input signals taken from laboratory experiments, further observations show that the mean-field coupled stochastic resonance system can amplify the periodic input signal. Also, it reveals that for some driving frequencies, the optimal stochastic resonance parameter and the critical bifurcation parameter have a close relationship. Moreover, it is found that the damping coefficient can also give rise to nontrivial nonmonotonic behaviors of the resonance curve, and the resultant resonant peak attains its maximal height if the noise intensity or the coupling strength takes the critical value. The new findings reveal the role of the order parameter in a coupled system of chaotic oscillators.

Stochastic response and bifurcations of a dry friction oscillator with periodic excitation based on a modified short-time Gaussian approximation scheme

In this paper, a modified short-time Gaussian approximation (STGA) scheme is incorporated into the generalized cell mapping (GCM) method to study the stochastic response and bifurcations of a nonlinear dry friction oscillator with both periodic and Gaussian white noise excitations. Firstly, the Fokker–Planck–Kolmogorov equation and the moment equations with Gaussian closure are derived. Because of the periodic force and the singularity of moment equations in the initial condition being a Dirac delta function, a set of novel STGA solutions of the conditional probability density functions (PDFs) over each small fraction of one period is then constructed in order to form the solution over the whole period. At last, the transient and steady-state response PDFs are computed by the GCM method. The accuracy of the results is demonstrated by the direct Monte Carlo simulations. The transient PDFs are presented when evolving from a Gaussian initial distribution to a non-Gaussian steady-state one. The effects of periodic excitation and dry friction damping on the steady-state stochastic response are particularly discussed. When the amplitude of periodic excitation is changed, both stochastic P-bifurcation and D-bifurcation are detected. It is also found that the increase in the dry friction damping coefficient makes the chaotic response disappear gradually, inducing stochastic D-bifurcation but no stochastic P-bifurcation.

Delay-induced transitions in the birhythmic biological model under joint noise sources

In this paper, the combined effects of delayed feedbacks and noise on the enzyme–substrate reaction in the brain are examined. By means of the approximate methods, we analyze the stationary probability density function of the amplitude and the joint of displacement and velocity, finding that stochastic bifurcations can be induced by noise correlation and time delay. In Particular, the system undergoes a succession of two transitions as time delay is varied monotonically, namely, the reentrance phenomenon appears. The analytical results appear to be in reasonable agreement with the direct numerical simulations of the original system. From the biological point of view, the reaction rate of the enzymatic substrate reaction can be enhanced or diminished by Gaussian colored noise. More intriguingly, an increase in displacement feedback will retard the reaction rate, nevertheless, whether an increasing velocity feedback will benefit the reaction rate depends on time delay. It is worth noting that the chemical oscillations can be controlled to a low level when the appropriate time delay is chosen.

Bifurcation control of a generalized VDP system driven by color-noise excitation via FOPID controller

Abstract Fractional-order PID (FOPID) controller, as the results of recent development of fractional calculus, is becoming wide-used in many deterministic dynamical systems, but not in stochastic dynamical systems. This paper explores stochastic bifurcation of a generalized Van del Pol (VDP) system under the control of FOPID controller. Firstly, introducing the transformation between fast-varying and slow-varying variables of the system response, and utilizing the properties of fractional calculus, we obtain a new expression in the form of slow-varying variables for FOPID controller. Based on this work, the stochastic averaging method is applied to obtain the Fokker–Planck–Kolmogorov (FPK) equation and the stationary probability density function (PDF) of the amplitude response. Then a new numerical algorithm is proposed to testify the analytical results in the case of the coexistence of fractional integral and fractional derivative. After that, stochastic bifurcations induced by the order of the fractional integral, the order of the fractional derivative and the coefficient in FOPID controller are investigated in detail. The agreement between analytical and numerical results verifies the correctness and effectiveness of our proposed methods.

Stochastic resonance and bifurcations in a harmonically driven tri-stable potential with colored noise.

Stochastic resonance (SR) and stochastic bifurcations are investigated numerically in a nonlinear tri-stable system driven by colored noise and a harmonic excitation. The power spectral density, signal-to-noise ratio, stationary probability density (SPD), and largest Lyapunov exponent (LLE) are calculated to quantify SR, P-bifurcation, and D-bifurcation, respectively. The effects of system parameters, such as noise intensity and correlation time, well-depth ratio, and damping coefficient, on SR and stochastic bifurcations are explored. Numerical results show that both noise-induced suppression and SR can be observed in this system. The SPD changes from bimodal to trimodal and then to the unimodal structure by choosing well-depth ratio, correlation time, and noise intensity as bifurcation parameters, which shows the occurrence of stochastic P-bifurcation. The stochastic D-bifurcation is found through the calculation of LLE. Moreover, the relationship between SR and stochastic bifurcation is explored thoroughly. It indicates that the optimal SR occurs near D-bifurcation and can be realized with weak chaos by adjusting the proper parameters. Finally, the tri-stable energy harvester is chosen as an example to show the improvement of the system performance by exploiting SR and stochastic bifurcations.

Coherence resonance and stochastic bifurcation behaviors of simplified standing-wave thermoacoustic systems.

In this work, noise-induced motions (i.e., external fluctuations) in two modelled standing-wave thermoacoustic systems are studied when these systems are close to the deterministic stability boundary. These systems include (1) open-open (i.e., Rijke-type) and (2) closed-open boundary conditions. It is found from the smooth transitions of the stationary probability density function that the thermoacoustic system is destabilized via stochastic P bifurcation, as the external noise intensity is continuously increased. In addition, the increased noise intensity can shift the hysteresis region, which makes the system more prone to quasi-periodic oscillations, but also reduces the hysteresis area. The noise-induced coherence motions are observed numerically in the open-open system, which is denoted by the occurrence of a bell-shaped signal to noise ratio (SNR). The SNR is shown to be applicable as a precursor. It becomes larger and the optimal noise intensity is decreased as the modelled thermoacoustic system approaches the critical bifurcation point. In addition, coherence resonance is observed in the closed-open system. To validate the findings, experimental studies are conducted on an open-open Rijke tube. Good qualitative agreements are obtained. The present study shed lights on the stochastic and coherence behaviors of the standing-wave thermoacoustic systems with different boundary conditions.