title: Principal axes for stochastic dynamics.
abstract: We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the computation of the eigenvalues and the corresponding eigenvectors of local diffusion matrices. We demonstrate our algorithm by applying it to two examples of systems showing Hopf bifurcation. We argue that computing the eigenvectors associated to the eigenvalues of the diffusion matrix at local mesh points in the phase space enables one to define vector fields of stochastic eigendirections. In particular, the eigenvector associated to the lowest eigenvalue defines the path of minimum stochastic forcing in phase space, and a transform to a new coordinate system aligned with the eigenvectors can increase the predictability of the system.
authors: Physics Department, Faculty of Sciences, University of Lisbon, P-1649-003 Lisbon, Portugal.
authors: V V
authors: VV
authors: Vasconcelos
authors: F
authors: F
authors: Raischel
authors: M
authors: M
authors: Haase
authors: J
authors: J
authors: Peinke
authors: M
authors: M
authors: Wächter
authors: P G
authors: PG
authors: Lind
authors: D
authors: D
authors: Kleinhans