Global analysis of stochastic bifurcation in Duffing system

Stochastic bifurcation of a Duffing system subject to a combination of a deterministic harmonic excitation and a white noise excitation is studied in detail by the generalized cell mapping method using digraph. It is found that under certain conditions there exist two stable invariant sets in the phase space, associated with the randomly perturbed steady-state motions, which may be called stochastic attractors. Each attractor owns its attractive basin, and the attractive basins are separated by boundaries. Along with attractors there also exists an unstable invariant set, which might be called a stochastic saddle as well, and stochastic bifurcation always occurs when a stochastic attractor collides with a stochastic saddle. As an alternative definition, stochastic bifurcation may be defined as a sudden change in character of a stochastic attractor when the bifurcation parameter of the system passes through a critical value. This definition applies equally well either to randomly perturbed motions, or to purely deterministic motions. Our study reveals that the generalized cell mapping method with digraph is also a powerful tool for global analysis of stochastic bifurcation. By this global analysis the mechanism of development, occurrence and evolution of stochastic bifurcation can be explored clearly and vividly.