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Numerical analysis of noise-induced regular oscillations |
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| Authors: | G N Milstein M V Tretyakov |
| Institution: | a Weierstraß-Institut für Angewandte Analysis und Stochastik, Mohrenstr. 39, D-10117 Berlin, Germany b Department of Mathematics, Ural State University, Lenin Str. 51, 620083 Ekaterinburg, Russia |
| Abstract: | Constructive sufficient conditions for regular oscillations in systems with stochastic resonance are given. Using these conditions, a numerical procedure for indicating domains of parameters corresponding to the regular oscillations are proposed. The regular oscillations in systems with additive and multiplicative noise are considered. Results of numerical experiments are presented. |
| Keywords: | Noise-driven systems Stochastic resonance Boundary value problems of parabolic type Numerical integration of stochastic differential equations |
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