Linear response theory for nonlinear stochastic differential equations with -stable Lévy noises

DOI10.1007/S10955-021-02714-4zbMATH Open1457.60093arXiv2008.06394OpenAlexW3128994049WikidataQ115382596 ScholiaQ115382596MaRDI QIDQ2658413FDOQ2658413

Authors: Qi Zhang, Jinqiao Duan 

Publication date: 22 March 2021

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: We consider a nonlinear stochastic differential equation driven by an $alpha$-stable L'{e}vy process ($1<alpha<2$). We first obtain some regularity results for the probability density of its invariant measure via establishing the a priori estimate of the corresponding stationary Fokker-Planck equation. Then by the a priori estimate of Kolmogorov backward equations and the perturbation property of Markov semigroup, we derive the response function and generalize the famous linear response theory in nonequilibrium statistical mechanics to non-Gaussian stochastic dynamic systems.

Full work available at URL: https://arxiv.org/abs/2008.06394

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zbMATH Keywords

Fokker-Planck equationsinvariant measurelinear response theory\(\alpha\)-stable Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Markov semigroups and applications to diffusion processes (47D07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited In (5)

• Homogenization of dissipative Hamiltonian systems under Lévy fluctuations
• Linear and fractional response for nonlinear dissipative SPDEs
• Variational methods for some singular stochastic elliptic PDEs
• Differentiable approximation of diffusion equations driven by \(\alpha\)-stable Lévy noise
• Stability of stochastic Gilpin-Ayala model driven by α -stable process under regime switching

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