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arXiv · 1905.12994

Colored noise in oscillators. Phase-amplitude analysis and a method to avoid the Ito-Stratonovich dilemma

Michele Bonnin·Fabio Traversa·Fabrizio Bonani
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Abstract

We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into an equivalent system subject to white Gaussian noise. A description in terms of phase and amplitude deviation is given for the transformed system. Using stochastic averaging technique, the equations are reduced to a phase model that can be analyzed to characterize phase noise. We find that phase noise is a drift-diffusion process, with a noise-induced frequency shift related to the variance and to the correlation time of colored noise. The proposed approach improves the accuracy of previous phase reduced models.

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Michele Bonnin, Fabio Traversa, Fabrizio Bonani. 2019-05-30. Colored noise in oscillators. Phase-amplitude analysis and a method to avoid the Ito-Stratonovich dilemma. https://arxiv.org/abs/1905.12994

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