Title :
Dynamics Analysis of the Stochastic Lorenz System
Author :
Lin, Xinshu ; Yu, Yongguang ; Wang, Hu
Author_Institution :
Dept. of Math., Beijing Jiaotong Univ., Beijing, China
Abstract :
This paper mainly studies the dynamical behaviors of the stochastic Lorenz system, which means one parameter of Lorenz system is designed as a bounded random parameter. This stochastic system can be transformed into an equivalent deterministic nonlinear system by Chebyshev polynomial approximation, so the dynamics characteristics of the stochastic Lorenz system can be obtained by analyzing the corresponding equivalent deterministic system. Bifurcation diagram, phase graph, poincaré section are used to show that this stochastic Lorenz system shares some dynamics characteristics with the deterministic system.
Keywords :
bifurcation; graph theory; nonlinear control systems; random processes; stochastic systems; Bifurcation diagram; Chebyshev polynomial approximation; bounded random parameter; dynamical behaviors; dynamics analysis; dynamics characteristics; equivalent deterministic nonlinear system; equivalent deterministic system; phase graph; poincaré section; stochastic Lorenz system; stochastic system; Chaos; Chebyshev approximation; Nonlinear dynamical systems; Polynomials; Stochastic processes; Stochastic systems; Chebyshev polynomial approximation; dynamics characteristics; stochastic Lorenz system;
Conference_Titel :
Chaos-Fractals Theories and Applications (IWCFTA), 2011 Fourth International Workshop on
Conference_Location :
Hangzhou
Print_ISBN :
978-1-4577-1798-7
DOI :
10.1109/IWCFTA.2011.49