Catastrophes in locking systems driven by green noise

Michael V Sviridov; Sergey A. Guz; Riccardo Mannella

doi:10.1117/12.488740

7 May 2003 Catastrophes in locking systems driven by green noise

Michael V Sviridov, Sergey A. Guz, Riccardo Mannella

Proceedings Volume 5114, Noise in Complex Systems and Stochastic Dynamics; (2003) https://doi.org/10.1117/12.488740
Event: SPIE's First International Symposium on Fluctuations and Noise, 2003, Santa Fe, New Mexico, United States

Abstract

We consider a phase-locked loop for the case of an external signal with a stationary fluctuating phase. The problem reduces to the problem of a Brownian particle in a periodic potential driven by “green” noises. We numerically simulate the case in which the random phase is the Ornstain-Uhlenbeck process. The rapid irreversible transition from stationary random motion (a locked state) to a nonstationary one at a high near-constant rate (a running state) is shown to be possible for the case of the massive particle. We found that transition moments change suddenly for small variations of external parameters. We call this phenomenon the “catastrophe”. The numerical results are compared with those obtained by the Krylov-Bogoliubov averaging method. The first approximation of the method is found to be sufficiently accurate if the states coexist and the direct and backward transitions occur frequently enough.

Citation Download Citation

Michael V Sviridov, Sergey A. Guz, and Riccardo Mannella "Catastrophes in locking systems driven by green noise", Proc. SPIE 5114, Noise in Complex Systems and Stochastic Dynamics, (7 May 2003); https://doi.org/10.1117/12.488740

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