Influence of colored noise on chaotic systems

被引:5
作者
Redaelli, S
Plewczynski, D
Macek, WM
机构
[1] Polish Acad Sci, Space Res Ctr, PL-00716 Warsaw, Poland
[2] Cardinal Stefan Wyszynski Univ, Fac Math & Sci, PL-01815 Warsaw, Poland
来源
PHYSICAL REVIEW E | 2002年 / 66卷 / 03期
关键词
D O I
10.1103/PhysRevE.66.035202
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We focus on classical chaotic systems corrupted by white and colored noise. We study the dependence of the correlation dimension and the Kolmogorov entropy on the noise level and its spectral exponent. As is well known, white noise strongly reduces the width of the scaling region for the correlation dimension and entropy. On the contrary, we demonstrate that colored noise does not basically obscure the scaling region, changing only the shape of the correlation sum for length scales smaller than the noise level. The numerical results show that, even for a noise level as high as similar to5%, a reasonably wide plateau for the correlation sum is still obtained, but the value of the calculated dimension is somewhat increased. The calculated correlation dimension is a bilinear function of the noise level and the dimension of the noise, which depends on the spectral exponent of the noise. On the other hand, the width of the scaling region for the correlation entropy depends on this spectral exponent, but the value of the plateau does not change substantially.
引用
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页数:4
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