dc.contributorMcGill Univ
dc.contributorUniversidade Estadual Paulista (Unesp)
dc.date.accessioned2013-09-30T18:56:56Z
dc.date.accessioned2014-05-20T14:11:06Z
dc.date.accessioned2022-10-05T15:07:12Z
dc.date.available2013-09-30T18:56:56Z
dc.date.available2014-05-20T14:11:06Z
dc.date.available2022-10-05T15:07:12Z
dc.date.created2013-09-30T18:56:56Z
dc.date.created2014-05-20T14:11:06Z
dc.date.issued2011-01-11
dc.identifierPhysical Review E. College Pk: Amer Physical Soc, v. 83, n. 1, p. 6, 2011.
dc.identifier1539-3755
dc.identifierhttp://hdl.handle.net/11449/24414
dc.identifier10.1103/PhysRevE.83.011903
dc.identifierWOS:000286756400006
dc.identifierWOS000286756400006.pdf
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/3897604
dc.description.abstractWe obtain the characteristic correlation time associated with a model stochastic differential equation that includes the normal form of a pitchfork bifurcation and delayed feedback. In particular, the validity of the common assumption of statistical independence between the state at time t and that at t - tau, where t is the delay time, is examined. We find that the correlation time diverges at the model's bifurcation line, thus signaling a sharp bifurcation threshold, and the failure of statistical independence near threshold. We determine the correlation time both by numerical integration of the governing equation, and analytically in the limit of small tau. The correlation time T diverges as T similar to a(-1), where a is the control parameter so that a = 0 is the bifurcation threshold. The small-tau expansion correctly predicts the location of the bifurcation threshold, but there are systematic deviations in the magnitude of the correlation time.
dc.languageeng
dc.publisherAmer Physical Soc
dc.relationPhysical Review E
dc.rightsAcesso restrito
dc.sourceWeb of Science
dc.titleCorrelation times in stochastic equations with delayed feedback and multiplicative noise
dc.typeArtigo


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