Izvestiya of Saratov University.
ISSN 1817-3020 (Print)
ISSN 2542-193X (Online)

two finite – difference scheme: outline of the method of fractional steps scheme and variable directions method

Study of Stochastic Andronov – Hopf Bifurcation in the Oscillator by a Numerical Method

We investigate soft Andronov – Hopf bifurcation in the Van der Pol self – sustained oscillator, which is under the influence of additive Gaussian white noise. To determine the bifurcation used numerical solution of the Fokker – Planck – Kolmogorov equation. The results are compared with the data of numerical integration of stochastic equations. Demonstrated the existence of a bifurcation interval calculated theoretically in [6].