stochastic bifurcation

We investigate bistable oscillator under the influence of additive, white and colored, noise. We have found noise-induced bifurcations that consist in a qualitative change of stationary distribution of oscillations amplitude. In the region of bimodal distribution the effect of coherent resonance takes place both for white and colored noise.

The modern knowledges of bifurcations of dynamical systems in the presence of noise are presenred. The main definitions are given and certain typical examples of the bifurcations in the presence of additive and multiplicative noise are considered.

The appearance of the instability of oscillator equilibrium state in a case of noisy modulation of the natural frequency is considered in the work. The threshold of instability and the properties of stochastic oscillations arising over the threshold are studied for the different noise characteristics.

The multiplicative noise influence on the self­sustained oscillatory medium near the oscillation threshold is studied. The chain of the identical quasi­harmonic self­sustained oscillators with the periodic boundary conditions is taken as a simplest model of the oscillatory medium. The parameters of the oscillators are modulated with the white Gaussian noise. The stochastic bifurcations are analyzed for the cases of homogenous and spatially­nonhomogenous noise.