Title :
Phase and amplitude dynamics of noisy oscillators described by Itô stochastic differential equations
Author :
Bonnin, Michele ; Traversa, Fabio ; Corinto, Fernando ; Bonani, Fabrizio
Author_Institution :
Dept. of Electron. & Telecommun., Politec. di Torino, Turin, Italy
Abstract :
We present a novel phase-amplitude model for noisy oscillators described by Itô stochastic differential equations. The model is completely rigorous and it holds for any value of the noise intensity. The phase and amplitude equations depend on the choice of an appropriate set of basis vectors. We show that using Floquet´s basis, a phase-amplitude description is obtained analogous to others, previously proposed. We also show how, using moment closure techniques, information on the expected angular frequency, oscillation amplitude and amplitude variance can be obtained from the phase-amplitude model without solving the equations explicitly.
Keywords :
differential equations; oscillators; stochastic processes; Floquet´s basis; amplitude dynamics; amplitude equation; amplitude variance; expected angular frequency; moment closure techniques; noise intensity; noisy oscillators; oscillation amplitude; phase dynamics; phase equation; phase-amplitude model; stochastic differential equations; Differential equations; Limit-cycles; Mathematical model; Noise; Noise measurement; Oscillators; Stochastic processes;
Conference_Titel :
Circuits and Systems (ISCAS), 2015 IEEE International Symposium on
Conference_Location :
Lisbon
DOI :
10.1109/ISCAS.2015.7169338