An effective white-noise Langevin equation is derived that describes long-time phase dynamics of a limit-cycle oscillator driven by weak stationary colored noise. Effective drift and diffusion coefficients are given in terms of the phase sensitivity of the oscillator and the correlation function of the noise, and are explicitly calculated for oscillators with sinusoidal phase sensitivity functions driven by two typical colored Gaussian processes. The results are verified by numerical simulations using several types of stochastic or chaotic noise. The drift and diffusion coefficients of oscillators driven by chaotic noise exhibit anomalous dependence on the oscillator frequency, reflecting the peculiar power spectrum of the chaotic noise.
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http://dx.doi.org/10.1063/1.3488977 | DOI Listing |
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