Stochastic limit-cycle oscillations of a nonlinear system under random perturbations
发布日期:2021-10-29
作者:
编辑:瞿磊
来源:兰州理论物理中心
主讲人:郑宇成(哈佛大学)
题目:Stochastic limit-cycle oscillations of a nonlinear system under random perturbations
时间:2021年10月30日上午10:00
会议ID:(腾讯会议)800 632 814
直播链接:https://www.koushare.com/lives/room/299714
报告摘要:
Dynamical systems with ∈ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a time-inhomogeneous Gaussian process, near a deterministic limit cycle in Rⁿ Based on respectively the theory of random perturbations of dynamical systems and the WKB approximation that codes the large deviations principle (LDP), results are developed in parallel from both standpoints of stochastic trajectories and transition probability density and their relations are elucidated. We show rigorously the correspondence between the local Gaussian fluctuations and the curvature of the large deviation rate function near its infimum, connecting the CLT and the LDP of diffusion processes. We study uniform asymptotic behavior of stochastic limit cycles through the interchange of limits of time t → ∞ and ∈ → 0 . Three further characterizations of stochastic limit cycle oscillators are obtained: (i) An approximation of the probability flux near the cycle; (ii) Two special features of the vector field for the cyclic motion; (iii) A local entropy balance equation along the cycle with clear physical meanings. Lastly and different from the standard treatment, the origin of the ∈ in the theory is justified by a novel scaling hypothesis via constructing a sequence of stochastic differential equations.
个人简介:
郑宇成,博士毕业于美国华盛顿大学应用数学系,导师为钱纮教授。2010年毕业于台北医学大学医学系,通过医师专业考试后于台北新光医院担任医师。2012年赴美留学,于2014年硕士毕业于美国密歇根大学生物医学工程专业。博士期间主要研究方向为生物数学和数学物理,包括概率论、随机过程和大偏差理论在统计物理以及生物物理上的应用。目前在哈佛大学从事博士后研究,主要研究方向为动力系统以及随机过程在癌症演化上的应用。