Additive noise changes the stability of systems

Axel Hutt, Laboratoire lorrain de recherche en informatique et ses applications (LORIA)
Equipe CORTEX, Villers-les-Nancy Cedex

In the last decades, it has been shown that random fluctuations (noise) can change the stability and the dynamics of a system. In this context, most stability studies focused on multiplicative noise, i.e. noise affecting system parameters. Further it was well accepted that external additive noise, which does not change any system parameter, does not change the systems stability. However the talk shows analytically that the stability of a system can be changed if the additive noise is strong enough. A similar result has been observed previously in experiments, but have not been explained theoretically.