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arXiv · 2008.06482

Separatrix crossing due to multiplicative colored noise

Jean-Régis Angilella
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Abstract

The effect of weak multiplicative colored noise on the dynamics of a Hamiltonian system is studied by means of asymptotic methods, in the vicinity of homoclinic or heteroclinic trajectories. A general expression for the probability of noise-induced separatrix crossing is obtained, and is illustrated by means of a two-well Duffing oscillator. It shows how weak noise can significantly affect the dynamics near separatrices. In addition, the influence of the degree of non-linearity of the noise amplitude is discussed.

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Jean-Régis Angilella. 2020-08-14. Separatrix crossing due to multiplicative colored noise. https://arxiv.org/abs/2008.06482

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