Study of stochastic Andronov – Hopf bifurcation in the oscillator by a numerical method

We investigate soft Andronov – Hopf bifurcation in the Van der Pol self – sustained oscillator, which is under the influence of additive Gaussian white noise. To determine the bifurcation used numerical solution of the Fokker – Planck – Kolmogorov equation. The results are compared with the data of numerical integration of stochastic equations. Demonstrated the existence of a bifurcation interval calculated theoretically in [6].