Bifurcations in asymptotically autonomous Hamiltonian systems under multiplicative noise

TL;DR

This paper studies how multiplicative noise that diminishes over time affects the stability and bifurcations of Hamiltonian systems, revealing conditions under which equilibria remain stable, become unstable, or exhibit practical stability.

Contribution

It introduces a stability analysis method combining averaging and stochastic Lyapunov functions for asymptotically autonomous Hamiltonian systems under fading multiplicative noise.

Findings

Equilibrium stability depends on perturbation structure and parameters.

Conditions identified for stability preservation or loss under noise.

Practical stability estimates are provided for intermediate cases.

Abstract

The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates bifurcations associated with changes in the stability of the equilibrium and with the appearance of new stochastically stable states in the perturbed system. It is shown that depending on the structure and the parameters of the decaying perturbations the equilibrium can remain stable or become unstable. In some intermediate cases, a practical stability of the equilibrium with estimates for the length of the stability interval is justified. The proposed stability analysis is based on a combination of the averaging method and the construction of stochastic Lyapunov functions.