We present here an innovative treatment of nonlinear oscillators subject to colored noise sources, namely Lorentzian fluctuations. Exploiting averaging techniques, the full system is transformed into an equivalent oscillator with white noise sources in the limit of small noise correlation time, thus avoiding the Itô-Stratonovich ambiguity. The equivalent noisy oscillator is then transformed into a phase-amplitude model, thus simplifying phase noise analysis. The soundness of the approach is demonstrated for a 2 dimensional example.
An Itô-Stratonovich dilemma-free treatment for nonlinear oscillators with colored noise / Bonnin, Michele; Bonani, Fabrizio; Traversa, Fabio L.. - ELETTRONICO. - (2019). (Intervento presentato al convegno 25th International Conference on Noise and Fluctuations (ICNF 2019), EPFL Neuchâtel campus - Neuchâtel, Switzerland, 18 - 21 June 2019 tenutosi a Neuchâtel, Switzerland nel 18 - 21 June 2019) [10.5075/epfl-iclab-icnf-269206].
An Itô-Stratonovich dilemma-free treatment for nonlinear oscillators with colored noise
Michele Bonnin;Fabrizio Bonani;Fabio L. Traversa
2019
Abstract
We present here an innovative treatment of nonlinear oscillators subject to colored noise sources, namely Lorentzian fluctuations. Exploiting averaging techniques, the full system is transformed into an equivalent oscillator with white noise sources in the limit of small noise correlation time, thus avoiding the Itô-Stratonovich ambiguity. The equivalent noisy oscillator is then transformed into a phase-amplitude model, thus simplifying phase noise analysis. The soundness of the approach is demonstrated for a 2 dimensional example.File | Dimensione | Formato | |
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https://hdl.handle.net/11583/2975438