kerstinLux

parametricUncertaintyAMOCtipping

UQbifurcation

Code for "Uncertainty Quantification of Bifurcations in Random Ordinary Differential Equations"

EWStimeCorrelatedNoise

Depending on the chosen noise (BM, fBM, colored or Rosenblatt), sample paths are generated and the reduced SDE driven by the specified noise is solved numerically. The sample paths are drawn along the corresponding critical manifold. Furthermore, the scaling law is calculated and shown in a log-log-plot.