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 in | Applied mathematical modelling Vol. 35; no. 12; pp. 5842 - 5855 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
Kidlington
Elsevier Inc
01.12.2011
Elsevier |
Subjects | |
Online Access | Get full text |
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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. |
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Bibliography: | ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23 |
ISSN: | 0307-904X |
DOI: | 10.1016/j.apm.2011.05.027 |