Nonlinear stochastic dynamics research on a Lorenz system with white Gaussian noise based on a quasi‐potential approach

Abstract

Abstract Environmental noise can lead to complex stochastic dynamical behaviors in nonlinear systems. In this paper, a Lorenz system with the parameter region with two stable fixed points and a chaotic saddle subject to white Gaussian noise is investigated as an example. Noise‐induced phenomena, such as noise‐induced quasi‐cycle, three‐state intermittency, and chaos, are observed. In the intermittency process, the optimal path used to describe the transition mechanism is calculated and confirmed to pass through an unstable periodic orbit, a chaotic saddle, a saddle point, and a heteroclinic trajectory in an orderly sequence using generalized cell mapping with a digraph method constructively. The corresponding optimal fluctuation forces are delineated to uncover the effects of noise during the transition process. Then the process will switch frequently between the attractors and the chaotic saddle as noise intensity increased further, that is, noise induced chaos emerging. A threshold noise intensity is defined by stochastic sensitivity analysis when a confidence ellipsoid is tangent to the stable manifold of the periodic orbit, which agrees with the simulation results. It is finally reported that these results and methods can be generalized to analyze the stochastic dynamics of other nonlinear mechanical systems with similar structures.

Keywords

• stochastic dynamics
• Lorenz system
• quasi‐potential
• chaos
• transition phenomenon