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Isostables for stochastic oscillators

Published 23 May 2021 in math.DS | (2105.11048v2)

Abstract: Thomas and Lindner (2014, Phys.Rev.Lett.) defined an asymptotic phase for stochastic oscillators as the angle in the complex plane made by the eigenfunction, having a complex eigenvalue with a least negative real part, of the backward Kolmogorov (or stochastic Koopman) operator. We complete the phase-amplitude description of noisy oscillators by defining the stochastic isostable coordinate as the eigenfunction with the least negative nontrivial real eigenvalue. Our results suggest a framework for stochastic limit cycle dynamics that encompasses noise-induced oscillations.

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