Mendler, Marc ; Falk, Johannes ; Drossel, Barbara (2019)
Analysis of stochastic bifurcations with phase portraits.
In: PLOS ONE, 2018, 13 (4)
Article, Secondary publication, Publisher's Version
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Item Type: | Article |
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Type of entry: | Secondary publication |
Title: | Analysis of stochastic bifurcations with phase portraits |
Language: | English |
Date: | 17 April 2019 |
Place of Publication: | Darmstadt |
Year of primary publication: | 2018 |
Publisher: | PLOS |
Journal or Publication Title: | PLOS ONE |
Volume of the journal: | 13 |
Issue Number: | 4 |
Corresponding Links: | |
Origin: | Secondary publication via sponsored Golden Open Access |
Abstract: | We propose a method to obtain phase portraits for stochastic systems. Starting from the Fokker-Planck equation, we separate the dynamics into a convective and a diffusive part. We show that stable and unstable fixed points of the convective field correspond to maxima and minima of the stationary probability distribution if the probability current vanishes at these points. Stochastic phase portraits, which are vector plots of the convective field, therefore indicate the extrema of the stationary distribution and can be used to identify stochastic bifurcations that change the number and stability of these extrema. We show that limit cycles in stochastic phase portraits can indicate ridges of the probability distribution, and we identify a novel type of stochastic bifurcation, where the probability maximum moves to the edge of the system through a gap between the two nullclines of the convective field. |
Status: | Publisher's Version |
URN: | urn:nbn:de:tuda-tuprints-86429 |
Classification DDC: | 500 Science and mathematics > 530 Physics |
Divisions: | 05 Department of Physics > Institute for condensed matter physics (2021 merged in Institute for Condensed Matter Physics) |
Date Deposited: | 17 Apr 2019 14:26 |
Last Modified: | 20 Oct 2023 09:04 |
URI: | https://tuprints.ulb.tu-darmstadt.de/id/eprint/8642 |
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