Colored Noise in Oscillators. Phase-Amplitude Analysis and a Method to Avoid the itô-Stratonovich Dilemma
Volume: 66, Issue: 10, Pages: 3917 - 3927
Published: Oct 1, 2019
Abstract
We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into an equivalent system subject to white Gaussian noise. A description in terms of phase and amplitude deviation is given for the transformed system. Using stochastic averaging technique, the equations are...
Paper Details
Title
Colored Noise in Oscillators. Phase-Amplitude Analysis and a Method to Avoid the itô-Stratonovich Dilemma
Published Date
Oct 1, 2019
Volume
66
Issue
10
Pages
3917 - 3927
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