Stochastic analysis of a non-normal dynamical system mimicking a laminar-to-turbulent subcritical transition

The effects of stochastic perturbations on a non-normal dynamical system mimicking a laminar-to-turbulent subcritical transition are investigated both analytically and numerically. It is found that a nonlinear dynamical system with non-normal transient linear growth is very sensitive to the presence of weak random perturbations. The effect of non-normality on the exit probability from the zero fixed point is analyzed numerically for small values of the noise intensity parameter. It is found that an increase in the intensity of the noise, or a decrease of the non-normality parameter leads to qualitative changes in the behavior of the trajectories that can be interpreted as noise-induced phase transitions. By using the Itô formula and the adiabatic elimination procedure a stochastic equation governing the slow evolution of the energy of the non-normal system is derived.