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Iterations

To follow the evolution of the system dynamics, iterations are performed with added Gaussian noise, tex2html_wrap_inline356 , having zero mean value, and standard deviation tex2html_wrap_inline358 such that at each iteration, the state variable is

equation82

For the main mapping (not the feature), the added noise may possibly take the state variable outside the range (0,1). So if tex2html_wrap_inline362 we set the state variable as tex2html_wrap_inline364 and if tex2html_wrap_inline366 we set the state variable as tex2html_wrap_inline368 . This procedure is equivalent to reflecting the mapping at the 0 and 1 boundaries.

Assuming tex2html_wrap_inline374 the absolute value of the gradient of the mapping is everywhere approximately 3, except in the central region of the Feature, which leads to the sequence tex2html_wrap_inline376 being uniformly distributed over the range tex2html_wrap_inline378 . Hence, the probability of trapping after n iterations has an exponential distribution: for if tex2html_wrap_inline382 is the probability of exactly n iterations to trapping, then there are n-1 iterations where trapping does not occur, and the probability is tex2html_wrap_inline388 of one of these occurring; then there is the final iteration where trapping occurs (the state variable enters the feature), and for this iteration the probability of trapping is tex2html_wrap_inline328 .

Thus

equation86

By a similar argument, the probability tex2html_wrap_inline392 for exactly n iterations to occur before the state variable leaves the fixed point inside the trap feature is also exponentially distributed. If tex2html_wrap_inline396 is the probability of leaving the trap in one iteration, then

equation89

Given that the added noise is Gaussian,

equation92

where tex2html_wrap_inline398 is the complementary error function.



D.Jefferies@ee.surrey.ac.uk
May 1997