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Linear approximations of global behaviors in nonlinear systems with moderate or strong noise
Junhao Liang1, Anwarud Din1, Tianshou Zhou1
1School of Mathematics, Sun Yat-Sen University, Guangzhou 510275, People's Republic of China.
Abstract:
While many physical or chemical systems can be modeled by nonlinear Langevin equations (LEs), dynamical analysis of these systems is challenging in the cases of moderate and strong noise. Here we develop a linear approximation scheme, which can transform an often intractable LE into a linear set of binomial moment equations (BMEs). This scheme provides a feasible way to capture nonlinear behaviors in the sense of probability distribution and is effective even when the noise is moderate or big. Based on BMEs, we further develop a noise reduction technique, which can effectively handle tough cases where traditional small-noise theories are inapplicable. The overall method not only provides an approximation-based paradigm to analysis of the local and global behaviors of nonlinear noisy systems but also has a wide range of applications.
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