Phase Diffusion Coefficient for Oscillators Perturbed by Colored Noise

Fergal O’Doherty; James P. Gleeson

doi:10.1109/TCSII.2007.892203

Phase Diffusion Coefficient for Oscillators Perturbed by Colored Noise

Fergal O’Doherty, James P. Gleeson

University College Cork

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	435-439
Number of pages	5
Journal	IEEE Transactions on Circuits and Systems II: Express Briefs
Volume	54
Issue number	5
DOIs	https://doi.org/10.1109/TCSII.2007.892203
Publication status	Published - 7 May 2007
Externally published	Yes

Keywords

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

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10.1109/TCSII.2007.892203

Cite this

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title = "Phase Diffusion Coefficient for Oscillators Perturbed by Colored Noise",

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.",

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author = "Fergal O{\textquoteright}Doherty and Gleeson, \{James P.\}",

year = "2007",

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N2 - 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.

AB - 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.

KW - Demir's approximation

KW - Liouville equation

KW - Monte Carlo simulation

KW - diffusion coefficient

KW - mean frequency

UR - https://www.scopus.com/pages/publications/34248649625

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M3 - Article

AN - SCOPUS:34248649625

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JO - IEEE Transactions on Circuits and Systems II: Express Briefs

JF - IEEE Transactions on Circuits and Systems II: Express Briefs

IS - 5

ER -

Phase Diffusion Coefficient for Oscillators Perturbed by Colored Noise

Abstract

Keywords

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