Applied Mathematics Colloquium - Peter Thomas

Peter Thomas; Department of Mathematics, Applied Mathematics, and Statistics; Case Western Reserve University

A Universal Description of Stochastic Oscillators

Many systems in physics, chemistry and biology exhibit oscillations with a pronounced random component. Such stochastic oscillations can emerge via different mechanisms, for example linear dynamics of a stable focus with fluctuations, limit-cycle systems perturbed by noise, or excitable systems in which random inputs lead to a train of pulses. Despite their diverse origins, the phenomenology of random oscillations can be strikingly similar. In joint work with Alberto Perez (Universidad Complutense de Madrid), Benjamin Lindner (Humboldt University, Berlin), and Boris Gutkin (ENS Paris), we introduce a nonlinear transformation of stochastic oscillators to a new complex-valued function $Q^*_1(\mbx)$ that greatly simplifies and unifies the mathematical description of the oscillator's spontaneous activity, its response to an external time-dependent perturbation, and the correlation statistics of different oscillators that are weakly coupled. The function $Q^*_1(\mbx)$ is the eigenfunction of the Kolmogorov backward operator with the least negative (but non-vanishing) eigenvalue $\lambda_1=\mu_1+i\omega_1$. The resulting power spectrum of the complex-valued function is exactly given by a Lorentz spectrum with peak frequency $\omega_1$ and half-width $\mu_1$; its susceptibility with respect to a weak external forcing is given by a simple one-pole filter, centered around $\omega_1$; and the cross-spectrum between two coupled oscillators can be easily expressed by a combination of the spontaneous power spectra of the uncoupled systems and their susceptibilities. Our approach makes qualitatively different stochastic oscillators comparable, provides simple characteristics for the coherence of the random oscillation, and  gives a framework for the description of weakly coupled stochastic oscillators.

 

 

 

 

Dial-In Information

https://cuboulder.zoom.us/j/97540753163

passcode: appm-collo

Friday, March 3, 2023 at 3:35pm to 4:20pm

Engineering Center, ECCR 265
1111 Engineering Drive, Boulder, CO 80309

Event Type

Colloquium/Seminar

Interests

Science & Technology, Research & Innovation

Audience

General Public

College, School & Unit

Engineering & Applied Science

Group
Applied Mathematics
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