From deterministic to stochastic: limits of extracting bifurcation diagrams for noisy bistable oscillators with the control-based continuation method

Abstract

Noise limits the information that can be experimentally extracted from dynamical systems. In this study, we review the Control-based Continuation (CBC) approach, which is commonly used for experimental characterisation of nonlinear systems with coexisting stable and unstable steady states. The CBC technique, however, uses a deterministic framework, whereas in practice, almost all measurements are subject to some level of random perturbation, and the underlying dynamical system is inherently noisy. In order to discover what the CBC is capable of extracting from inherently noisy experiments, we study the Hopf normal form with quintic terms with additive noise. The bifurcation diagram of the deterministic core of this system is well-known, therefore the discrepancies introduced by noise can be easily assessed. First, we utilise the Step-Matrix Multiplication based Path Integral (SMM-PI) method to approximate the system’s steady state probability density function (PDF) for different intensity noise perturbations. We associate the local extrema of the resulting PDFs with limit cycles, and compare the resulting bifurcation diagram to those captured by CBC. We show that CBC estimates the bifurcation diagram of the noisy system well for noise intensities varying from small to moderate, and in practice, the amplitudes provided by CBC may be accepted as a ’best guess’ proxy for the vibration amplitudes characteristic to the near periodic solutions in a wide range of experiments.