Phase Diffusion Coefficient for Oscillators Perturbed by Colored Noise

Fergal O’Doherty, James P. Gleeson

Research output: Contribution to journalArticlepeer-review

Abstract

The phase diffusion coefficient and the mean frequency of a two-dimensional nonlinear oscillator perturbed by colored noise is theoretically predicted and compared with numerical simulations of the Langevin system. At high oscillator frequencies, the first-order perturbation approximation of Demir is observed to yield inaccurate results for the phase diffusion coefficient when the spectrum of the noise sources decay faster than ω-2. A novel asymptotic approach which describes the diffusion coefficient in such instances is developed.

Original languageEnglish
Pages (from-to)435-439
Number of pages5
JournalIEEE Transactions on Circuits and Systems II: Express Briefs
Volume54
Issue number5
DOIs
Publication statusPublished - 7 May 2007
Externally publishedYes

Keywords

  • Demir's approximation
  • diffusion coefficient
  • Liouville equation
  • mean frequency
  • Monte Carlo simulation

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