Acta Physica Polonica B

Vol. 35, No. 4, April 2004, page 1387


Multiscale Analysis of Effects of Additive and Multiplicative Noise on Delay Differential Equations Near a Bifurcation Point

M.M. Klosek

We study effects of noisy and deterministic perturbations on oscillatory solutions to delay differential equations. We develop the multiscale technique and derive amplitude equations for noisy oscillations near a critical delay. We investigate effects of additive and multiplicative noise. We show that if the magnitudes of noise and deterministic perturbations are balanced, then the oscillatory behavior persists for long times being sustained by the noise. We illustrate the technique and its results on linear and logistic delay equations.

PACS numbers: 05.40.-a, 02.30.Ks, 02.50.Fz


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