Abstract. Inspired by partial differential equation models of homogeneous convection possessing heteroclinic connections to infinity, we study a two dimensional system of ordinary differential equations whose solutions diverge exponentially for almost all initial conditions. Random perturbations of the dynamical system destabilize the divergences resulting in stochastic oscillations. Stochastic Lyapunov function methods are used to prove the existence of a statistically stationary state. A novel Monte-Carlo method is implemented to measure the extreme statistics associated with the stochastic oscillations, and a WKB analysis at low noise amplitude is carried out to corroborate the simulations.Key words. Nonlinear dynamical systems, stochastic dynamical systems, Monte-Carlo methods, low-noise asymptotic analysis.AMS subject classifications. 60H10, 60H30, 60G40, 65C05.
IntroductionNoise-induced dynamical phenomena are observed in mathematical models arising from applications in physics, chemistry, biology [9], and neuroscience [8]. In some cases a dynamical system's variability arises from underlying discreteness. One such example is an individual-based predator-prey system [12] where it was demonstrated that stochastic cycles are present in the population-level models even though the continuous (infinite population) model fails to display oscillations. Low level noise may also induce oscillating behavior in problems close to a bifurcation, e.g., close to a saddle-node [18] or sniper [7] bifurcation, and in excitable systems [13]. Even though intrinsic internal or externally imposed noise is an integral component of many processes, numerical simulations of theoretically deterministic models may be sensitive to round-off errors that serve as small (albeit artificial) random perturbations.There is evidence that numerical errors can systematically impact computational simulations of some problems. Recently, Calzavarini et al.[3] studied a model of "homogeneous" Rayleigh-Bénard convection described by nonlinear partial differential equations with spatially periodic boundary conditions. That model contains exact exponentially growing solutions, i.e., heteroclinic connections to infinity, and these solutions accurately fit numerical simulations for a finite time, followed by an unexpected sudden collapse. This pattern is repeated with collapses occurring at seemingly random times even though there is no inherent randomness in the model or in the numerical method. The only systematic error present is the small round-off noise. This example inspired us to look for a simple dynamical system with the same property, i.e., a deterministic model that blows up exponentially for almost all initial conditions