M. Dykman et al., STATIONARY PROBABILITY-DISTRIBUTION NEAR STABLE LIMIT-CYCLES FAR FROMHOPF-BIFURCATION POINTS, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 48(3), 1993, pp. 1646-1654
We obtain analytic results for the stationary probability distribution
in the vicinity of a stable limit cycle for Markov systems described
by a Fokker-Planck equation or a birth-death master equation. The resu
lts apply best for ranges of parameters removed from Hopf bifurcation
points. As a by-product, we demonstrate that there holds a Liouville-l
ike theorem for the stationary probability distribution: the product o
f the velocity along the limit cycle times the area of the cross secti
on of the probability distribution transverse to the cycle is a consta
nt. A numerical simulation of a chemical model system with a limit cyc
le shows good agreement with the analytic results.