Bifurcation in mean phase portraits for stochastic dynamical systems with multiplicative Gaussian noise

Abstract

We investigate the bifurcation phenomena for stochastic systems with multiplicative Gaussian noise, by examining qualitative changes in mean phase portraits. Starting from the Fokker-Planck equation for the probability density function of solution processes, we compute the mean orbits and mean equilibrium states. A change in the number or stability type, when a parameter varies, indicates a stochastic bifurcation. Specifically, we study stochastic bifurcation for three prototypical dynamical systems (i.e., saddle-node, transcritical, and pitchfork systems) under multiplicative Gaussian noise, and have found some interesting phenomena in contrast to the corresponding deterministic counterparts.