Volume 45, Issue 5 pp. 636-659
Research Article

Amplitude and phase dynamics of noisy oscillators

Michele Bonnin

Corresponding Author

Michele Bonnin

Department of Electronics and Telecommunications, Politecnico di Torino, Corso Duca degli Abruzzi 24, 10129 Turin, Italy

Correspondence to: Michele Bonnin, Department of Electronics and Telecommunications, Politecnico di Torino, Corso Duca degli Abruzzi 24 Turin, 10129, Italy.

E-mail: [email protected]

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First published: 20 September 2016
Citations: 28

Summary

A description in terms of phase and amplitude variables is given for nonlinear oscillators subject to white Gaussian noise described by Itô stochastic differential equations. The stochastic differential equations derived for the amplitude and the phase are rigorous, and their validity is not limited to the weak noise limit. It is shown that if Floquet vectors are used, then in the neighborhood of a limit cycle the phase variable coincides with the asymptotic phase defined through isochrons. Two techniques for the analysis of the phase and amplitude equations are discussed, that is, asymptotic expansion method and a phase reduction procedure based on projection operators technique. Formulas for the expected angular frequency, expected oscillation amplitude, and amplitude variance are derived using Itô calculus. Copyright © 2016 John Wiley & Sons, Ltd.

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