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Название: Noise-Induced Global Asymptotic Stability
Авторы: Mackey M.C., Longtin A., Lasota A.
Journal of Statistical Physics, Vol. 60, Nos. 5/6, 1990. p. 735-751.
We prove analytically that additive and parametric (multiplicative) Gaussian distributed white noise, interpreted in either the It6 or Stratonovich formalism, induces global asymptotic stability in two prototypical dynamical systems designated as supercritical (the Landau equation) and subcritical, respectively. In both systems without noise, variation of a parameter leads to a switching between a single, globally stable steady state and multiple, locally stable steady states. With additive noise this switching is mirrored in the behavior of the extrema of probability densities at the same value of the parameter. However, parametric noise causes a noise-amplitude-dependent shift (postponement) in the parameter value at which the switching occurs. It is shown analytically that the density converges to a Dirac delta function when the solution of the Fokker-Planck equation is no longer normalizable.