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arXiv · 2205.08896

On Some Aspects of the Response to Stochastic and Deterministic Forcings

Abstract

The perturbation theory of operator semigroups is used to derive response formulas for a variety of combinations of acting forcings and reference background dynamics. In the case of background stochastic dynamics, we decompose the response formulas using the Koopman operator generator eigenfunctions and the corresponding eigenvalues, thus providing a functional basis towards identifying relaxation timescales and modes in physically relevant systems. To leading order, linear response gives the correction to expectation values due to extra deterministic forcings acting on either stochastic or chaotic dynamical systems. When considering the impact of weak noise, the response is linear in the intensity of the (extra) noise for background stochastic dynamics, while the second order response given the leading order correction when the reference dynamics is chaotic. In this latter case we clarify that previously published diverging results can be brought to common ground when a suitable interpretation - Stratonovich vs. Ito - of the noise is given. Finally, the response of two-point correlations to perturbations is studied through the resolvent formalism via a perturbative approach. Our results allow, among other things, to estimate how the correlations of a chaotic dynamical system changes as a results of adding stochastic forcing.

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Manuel Santos Gutiérrez, Valerio Lucarini. 2022-05-18. On Some Aspects of the Response to Stochastic and Deterministic Forcings. https://doi.org/10.1088/1751-8121%2Fac90fd

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