Lagrangian Descriptors for Stochastic Differential Equations: A Tool for Revealing the Phase Portrait of Stochastic Dynamical Systems

In this paper we introduce a new technique for depicting the phase portrait of stochastic differential equations. Following previous work for deterministic systems, we represent the phase space by means of a generalization of the method of Lagrangian descriptors to stochastic differential equations....

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Bibliographic Details
Published in:arXiv.org 2017-05
Main Authors: Balibrea-Iniesta, Francisco, Lopesino, Carlos, Wiggins, Stephen, Mancho, Ana M
Format: Article
Language:English
Subjects:
Benchmarks
Differential equations
Duffing equation
Stochastic systems
Online Access:Get full text
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Summary:In this paper we introduce a new technique for depicting the phase portrait of stochastic differential equations. Following previous work for deterministic systems, we represent the phase space by means of a generalization of the method of Lagrangian descriptors to stochastic differential equations. Analogously to the deterministic differential equations setting, the Lagrangian descriptors graphically provide the distinguished trajectories and hyperbolic structures arising within the stochastic dynamics, such as random fixed points and their stable and unstable manifolds. We analyze the sense in which structures form barriers to transport in stochastic systems. We apply the method to several benchmark examples where the deterministic phase space structures are well-understood. In particular, we apply our method to the noisy saddle, the stochastically forced Duffing equation, and the stochastic double gyre model that is a benchmark for analyzing fluid transport.
ISSN:2331-8422
DOI:10.48550/arxiv.1705.11074