Noise-vanishing concentration and limit behaviors of periodic probability solutions

Abstract

The present paper is devoted to the investigation of noisy impacts on the dynamics of periodic ordinary differential equations (ODEs). To do so, we consider a family of stochastic differential equations resulting from a periodic ODE perturbed by small white noises, and study noise-vanishing behaviors of their “steady states” that are characterized by periodic probability solutions of the associated Fokker-Plank equations. By establishing noise-vanishing concentration estimates of periodic probability solutions, we prove that any limit measure of periodic probability solutions must be a periodically invariant measure of the ODE and that the global periodic attractor of a dissipative ODE is stable under general small noise perturbations. For local periodic attractors (resp. local periodic repellers), small noises are constructed to stabilize (resp. de-stabilize) them. Our study provides an elementary step towards the understanding of stochastic stability of periodic ODEs.