A variational method for analyzing stochastic limit cycle oscillators

TL;DR

This paper develops a variational approach to derive exact stochastic differential equations for the amplitude and phase of noisy limit cycle oscillators, enabling analysis of rare large excursions over long timescales.

Contribution

It introduces a novel variational method to analyze stochastic limit cycle oscillators, deriving accurate amplitude and phase SDEs and bounding rare excursion probabilities.

Findings

Exact SDEs for amplitude and phase derived

Long-term accuracy over exponential timescales demonstrated

Bound on probability of large excursions established

Abstract

We introduce a variational method for analyzing limit cycle oscillators in $\mathbb{R}^d$ driven by Gaussian noise. This allows us to derive exact stochastic differential equations (SDEs) for the amplitude and phase of the solution, which are accurate over times over order $\exp\big(Cb\epsilon^{-1}\big)$, where $\epsilon$ is the amplitude of the noise and $b$ the magnitude of decay of transverse fluctuations. Within the variational framework, different choices of the amplitude-phase decomposition correspond to different choices of the inner product space $\mathbb{R}^d$. For concreteness, we take a weighted Euclidean norm, so that the minimization scheme determines the phase by projecting the full solution on to the limit cycle using Floquet vectors. Since there is coupling between the amplitude and phase equations, even in the weak noise limit, there is a small but non-zero probability of a rare event in which the stochastic trajectory makes a large excursion away from a neighborhood of the limit cycle. We use the amplitude and phase equations to bound the probability of it doing this: finding that the typical time the system takes to leave a neighborhood of the oscillator scales as $\exp\big(Cb\epsilon^{-1}\big)$.