Amplitude and phase dynamics of noisy oscillators

Michele Bonnin

Published 2015-03-23Version 1

A description in terms of phase and amplitude variables is given, for nonlinear oscillators subject to white Gaussian noise described by It\^o stochastic differential equations. The stochastic differential equations derived for the amplitude and the phase are rigorous, and their validity is not limited to the weak noise limit. If the noise intensity is small, the equations can be efficiently solved using asymptotic expansions. Formulas for the expected angular frequency, expected oscillation amplitude and amplitude variance are derived using It\^o calculus.