TY - JOUR
T1 - Chaotic systems with asymmetric heavy-tailed noise
T2 - Application to 3D attractors
AU - Contreras-Reyes, Javier E.
N1 - Publisher Copyright:
© 2021 Elsevier Ltd
PY - 2021/4
Y1 - 2021/4
N2 - Yilmaz et al. (Fluct. Noise Lett. 17, 1830002, 2018) investigated the stochastic phenomenological bifurcations of a generalized Chua circuit driven by Skew-Gaussian distributed noise. They proved it is possible to decrease the number of scrolls by properly choosing the stochastic excitation, manipulating the skewness and noise intensity parameters. Based on the latter, this paper proposes an extension of skew-gaussian noise based on the family of Scale Mixtures of Skew-normal (SMSN) distributions, which includes the skew-t, the skew-gaussian, and the gaussian noises as particular cases. The Lorenz, Generalized Lorenz, Proto–Lorenzand Rössler attractors driven by skew-t distributed noise are considered. Results show that the chaotic regime's behavior is influenced by the freedom parameter degrees of skew-t noise, increasing the noise variance. This paper concludes that noise intensity increases by rescaling the skew-t distribution at zero mean, rather than by increasing the asymmetry parameter.
AB - Yilmaz et al. (Fluct. Noise Lett. 17, 1830002, 2018) investigated the stochastic phenomenological bifurcations of a generalized Chua circuit driven by Skew-Gaussian distributed noise. They proved it is possible to decrease the number of scrolls by properly choosing the stochastic excitation, manipulating the skewness and noise intensity parameters. Based on the latter, this paper proposes an extension of skew-gaussian noise based on the family of Scale Mixtures of Skew-normal (SMSN) distributions, which includes the skew-t, the skew-gaussian, and the gaussian noises as particular cases. The Lorenz, Generalized Lorenz, Proto–Lorenzand Rössler attractors driven by skew-t distributed noise are considered. Results show that the chaotic regime's behavior is influenced by the freedom parameter degrees of skew-t noise, increasing the noise variance. This paper concludes that noise intensity increases by rescaling the skew-t distribution at zero mean, rather than by increasing the asymmetry parameter.
KW - Chaotic systems
KW - Euler–Maruyama algorithm
KW - Kullback–Leibler divergence
KW - Lorenz attractors
KW - Non-gaussian noise
KW - Rössler attractor
UR - http://www.scopus.com/inward/record.url?scp=85102002125&partnerID=8YFLogxK
U2 - 10.1016/j.chaos.2021.110820
DO - 10.1016/j.chaos.2021.110820
M3 - Article
AN - SCOPUS:85102002125
SN - 0960-0779
VL - 145
JO - Chaos, Solitons and Fractals
JF - Chaos, Solitons and Fractals
M1 - 110820
ER -