Fokker-Planck dynamics of two coupled van der Pol oscillators subjected to stochastic forcing.

Abstract

We present probabilistic solutions to a pair of mutually coupled Van der Pol oscillators subjected to stochastic forcing. We consider three different types of coupling: reactive, dissipative, and nonlinear coupling. Using stochastic averaging, we derive the stationary Fokker-Planck equation for each oscillator, yielding a probability density function for the fluctuation amplitude. For each coupling type, we numerically validate the Fokker-Planck solutions for different noise levels and coupling strengths, with a focus on the stochastic and bifurcation characteristics. The validated analytical expressions derived in this study could serve to improve the prediction and control of a generic class of coupled oscillator systems operating near the Hopf point in the presence of noise.