Analysis of Stochastic Cycles in the Chen System

We study the stochastically forced Chen system in its parameter zone under the transition to chaos via period-doubling bifurcations. We suggest a stochastic sensitivity function technique for the analysis of stochastic cycles. We show that this approach allows to construct the dispersion ellipses of random trajectories for any Poincaré sections, and these ellipses reflect the essential features of a spatial arrangement of random trajectories near deterministic cycles. For the Chen system, we demonstrate a growth of stochastic sensitivity of the forced cycles under transition to chaos.