Approximation of Stochastic Quasi-Periodic Responses of Limit Cycles in Non-Equilibrium Systems under Periodic Excitations and Weak Fluctuations
نویسندگان
چکیده
A semi-analytical method is proposed to calculate stochastic quasi-periodic responses of limit cycles in non-equilibrium dynamical systems excited by periodic forces and weak random fluctuations, approximately. First, a kind of 1/N-stroboscopic map is introduced to discretize the quasi-periodic torus into closed curves, which are then approximated by periodic points. Using a stochastic sensitivity function of discrete time systems, the transverse dispersion of these circles can be quantified. Furthermore, combined with the longitudinal distribution of the circles, the probability density function of these closed curves in stroboscopic sections can be determined. The validity of this approach is shown through a van der Pol oscillator and Brusselator.
منابع مشابه
Sentiment Shock and Stock Price Bubbles in a Dynamic Stochastic General Equilibrium Model Framework: The Case of Iran
In this study, a model of Bayesian Dynamic Stochastic General Equilibrium (DSGE) from Real Business Cycles (RBC) approach with the aim of identifying the factors shaping price bubbles of Tehran Stock Exchange (TSE) was specified. The above-mentioned model was conducted in two scenarios. In the first scenario, the baseline model with sentiment shock was examined. In this model, stock price bubbl...
متن کاملHow limit cycles and quasi-cycles are related in systems with intrinsic noise
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We here extend the theoretical analysis of such stochastic effects to models which have a limit cycle for some range of the model parameters. We formulate a descr...
متن کاملDynamics of Housing Prices and Economic Fluctuations in Iran with the Approach of Dynamic Stochastic General Equilibrium (DSGE)
This paper studies the relationship between housing prices and business cycles in Iran. Since housing has a dual nature, that is, both private and capital nature, it can play an important role in investment costs and economic growth and incite other manufacturing sectors in the country. In this paper, housing prices and business cycles have been used to measure housing as a collateral, which is...
متن کاملVibration of Road Vehicles with Non linear Suspensions
In order to investigate the effects of non-linear springs in vibrating behavior of vehicles, the independent suspension of conventional vehicles could be modeled as a non-linear single degree of freedom system. The equation of motion for the system would be a non-linear third order ordinary differential equation, when considering the elasticity of rubber bushings in joints of shock absorber. It...
متن کاملEstimating the Efficient Shocks' Share in Iran's Economic Growth Fluctuations (Dynamic Stochastic General Equilibrium Approach)
In economic, the degree of intervention of policymakers in creation of economic stability and the response to economic fluctuations is one of the most important problems. The higher the share of efficient shocks in economic fluctuation, the lower the degree of policy response. This study evaluates the contribution of efficient shocks in creating of economic fluctuations and also estimates poten...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Entropy
دوره 19 شماره
صفحات -
تاریخ انتشار 2017