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Non-equilibrium distributions at finite noise intensity

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<mark>Journal publication date</mark>19/09/2003
<mark>Journal</mark>Proceedings of SPIE - The International Society for Optical Engineering
Volume5114
Number of pages8
Pages (from-to)94-101
Publication statusPublished
Original languageEnglish
EventNoise in Complex Systems and Stochastic Dynamics - Santa Fe, NM, United States
Duration: 2/06/20034/06/2003

Conference

ConferenceNoise in Complex Systems and Stochastic Dynamics
CountryUnited States
CitySanta Fe, NM
Period2/06/034/06/03

Abstract

The non-equilibrium distribution in dissipative dynamical systems with unstable limit cycle is analyzed in the next-to-leading order of the small-noise approximation of the Fokker-Planck equation. The noise-induced variations of the non-equilibrium distribution are described in terms of topological changes in the pattern of optimal paths. It is predicted that singularities in the pattern of optimal paths are shifted and cross the basin boundary in the presence of finite noise. As a result the probability distribution oscillates at the basin boundary. Theoretical predictions are in good agreement with the results of numerical solution of the Fokker-Planck equation and Monte Carlo simulations.