Exponentially-ergodic Markovian noise perturbations of delay differential equations at Hopf bifurcation (1701.04607v1)

Abstract: We consider noise perturbations of delay differential equations (DDE) experiencing Hopf bifurcation. The noise is assumed to be exponentially ergodic, i.e. transition density converges to stationary density exponentially fast uniformly in the initial condition. We show that, under an appropriate change of time scale, as the strength of the perturbations decreases to zero, the law of the critical eigenmodes converges to the law of a diffusion process (without delay). We prove the result only for scalar DDE. For vector-valued DDE without proofs see Phys.Rev.E v93, 062104.