Uncertainty transformation via Hopf bifurcation in fast-slow systems

Propagation of uncertainty in dynamical systems is a significant challenge. Here we focus on random multiscale ordinary differential equation models. In particular, we study Hopf bifurcation in the fast subsystem for random initial conditions. We show that a random initial condition distribution can be transformed during the passage near a delayed/dynamic Hopf bifurcation: (i) to certain classes of symmetric copies, (ii) to an almost deterministic output, (iii) to a mixture distribution with differing moments and (iv) to a very restricted class of general distributions. We prove under which conditions the cases (i)-(iv) occur in certain classes vector fields.