Separatrix crossing due to multiplicative colored noise

Abstract

The effect of weak multiplicative colored noise on the dynamics of a Hamiltonian system is studied by means of asymptotic methods, in the vicinity of homoclinic or heteroclinic trajectories. A general expression for the probability of noise-induced separatrix crossing is obtained, and is illustrated by means of a two-well Duffing oscillator. It shows how weak noise can significantly affect the dynamics near separatrices. In addition, the influence of the degree of non-linearity of the noise amplitude is discussed.