Chaotic systems with asymmetric heavy-tailed noise: Application to 3D attractors

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Abstract

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.

Original languageEnglish
Article number110820
JournalChaos, Solitons and Fractals
Volume145
DOIs
StatePublished - Apr 2021
Externally publishedYes

Keywords

  • Chaotic systems
  • Euler–Maruyama algorithm
  • Kullback–Leibler divergence
  • Lorenz attractors
  • Non-gaussian noise
  • Rössler attractor

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