Noise-induced dynamics in bistable systems with delay

Abstract

Noise-induced dynamics of a prototypical bistable system with delayed feedback is studied theoretically and numerically. For small noise and magnitude of the feedback, the problem is reduced to the analysis of the two-state model with transition rates depending on the earlier state of the system. In this two-state approximation, we found analytical formulae for the autocorrelation function, the power spectrum, and the linear response to a periodic perturbation. They show very good agreement with direct numerical simulations of the original Langevin equation. The power spectrum has a pronounced peak at the frequency corresponding to the inverse delay time, whose amplitude has a maximum at a certain noise level, thus demonstrating coherence resonance. The linear response to the external periodic force also has maxima at the frequencies corresponding to the inverse delay time and its harmonics.