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On some aspects of the response to stochastic and deterministic forcings

Santos Gutiérrez, M. and Lucarini, V. ORCID: (2022) On some aspects of the response to stochastic and deterministic forcings. Journal of Physics A: Mathematical and Theoretical, 55 (42). 425002. ISSN 1751-8113

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To link to this item DOI: 10.1088/1751-8121/ac90fd


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 and towards relating forced and natural fluctuations 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 Itô—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.

Item Type:Article
Divisions:Interdisciplinary Research Centres (IDRCs) > Centre for the Mathematics of Planet Earth (CMPE)
Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
ID Code:108412


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