Stochastic stability and bifurcation for the chronic state in Marchuk’s model with noise

A stochastic differential equation modelling a Marchuk’s model is investigated. The stochasticity in the model is introduced by parameter perturbation which is a standard technique in stochastic population modelling. Firstly, the stochastic Marchuk’s model has been simplified by applying stochastic...

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Published inApplied mathematical modelling Vol. 35; no. 12; pp. 5842 - 5855
Main Authors Huang, Zaitang, Yang, Qigui, Cao, Junfei
Format Journal Article
LanguageEnglish
Published Kidlington Elsevier Inc 01.12.2011
Elsevier
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Summary:A stochastic differential equation modelling a Marchuk’s model is investigated. The stochasticity in the model is introduced by parameter perturbation which is a standard technique in stochastic population modelling. Firstly, the stochastic Marchuk’s model has been simplified by applying stochastic center manifold and stochastic average theory. Secondly, by using Lyapunov exponent and singular boundary theory, we analyze the local stochastic stability and global stochastic stability for stochastic Marchuk’s model, respectively. Thirdly, we explore the stochastic bifurcation of the stochastic Marchuk’s model according to invariant measure and stationary probability density. Some new criteria ensuring stochastic pitchfork bifurcation and P-bifurcation for stochastic Marchuk’s model are obtained, respectively.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
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content type line 23
ISSN:0307-904X
DOI:10.1016/j.apm.2011.05.027