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On some aspects of the response to stochastic and deterministic forcings

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posted on 2024-03-06, 14:37 authored by M Santos Gutiérrez, V Lucarini
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.

Funding

Applied Nonautonomous Dynamical Systems: Theory, Methods and Examples

Engineering and Physical Sciences Research Council

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Multiscales and Critical Transitions in the Earth System

European Commission

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Tipping Points in the Earth System

European Commission

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History

Citation

Manuel Santos Gutiérrez and Valerio Lucarini 2022 J. Phys. A: Math. Theor. 55 425002

Author affiliation

Comp' & Math' Sciences

Version

  • VoR (Version of Record)

Published in

Journal of Physics A: Mathematical and Theoretical

Volume

55

Publisher

IOP Publishing

issn

1751-8113

eissn

1751-8121

Acceptance date

2022-09-09

Copyright date

2022

Available date

2024-03-06

Language

en

Deposited by

Professor Valerio Lucarini

Deposit date

2024-02-26

Data Access Statement

No new data were created or analysed in this study.

Rights Retention Statement

  • No

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