NIST Time|NIST Home|About NIST|Contact NIST

HomeAll Years:AuthorKeywordTitle2005-2010:AuthorKeywordTitle

Noise-Induced Sensitivity to Initial Conditions.

pdf icon Noise-Induced Sensitivity to Initial Conditions. (429 K)
Simiu, E.; Frey, M. R. R.

Fluctuations and Order: The New Synthesis. Proceedings. Chapter 6. 1996, Springer, New York, NY, Millonas, M., Editor(s), 81-90 pp, 1996.


Office of Naval Research, Washington, DC


building technology; chaos; Melnikov function; noise (sound); ocean engineering; sensitivity to initial conditions; stochastic equations; structural engineering


Deterministic chaos and noise-induced basin hopping are closely related in a broad class of multistable dynamical systems. A necessary condition for sensitivity to initial conditions, based on the generalized Melnikov function and originally derived for deterministic systems, can be extended to systems excited by noise. This extension involves the representation of noise processes as sums of terms with random parameters. Gaussian noise and shot noise can be accommodated for both additive and multiplicative excitations. Our extension of the Melnikov approach shows that, for the class of noise-excited systems being considered, basin hopping implies sensitivity to initial conditions. Applications of this approach to noise-excited systems are discusses.