P F Góra 2005 New J. Phys. 7 36 doi:10.1088/1367-2630/7/1/036
Population explosion suppressed by noise: stationary distributions and how to simulate them
Focus on Brownian Motion and Diffusion in the 21st CenturyP F Góra
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We show that two dynamical systems exhibiting very different deterministic behaviours possess very similar stationary distributions when stabilized by a multiplicative Gaussian white noise. We also discuss practical aspects of numerically simulating these systems. We show that there exists a noise level that is optimal in the sense that the interval during which discrete-time versions of the systems remain physical is maximized. Analytical results are illustrated by numerical examples.
- PACS
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05.10.Gg Stochastic analysis methods (Fokker-Planck, Langevin, etc.)
- Subjects
- Dates
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Issue 1 (January 2005)
Received 31 August 2004
Published 31 January 2005
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Population explosion suppressed by noise: stationary distributions and how to simulate them
P F Góra 2005 New J. Phys. 7 36
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