Errors, correlations and fidelity for noisy Hamilton flows. Theory and numerical examples

DOI10.1088/1751-8121/AA5192zbMATH Open1404.37061arXiv1509.07738OpenAlexW2963162589MaRDI QIDQ2965751FDOQ2965751

Federico Panichi, Sandro Vaienti, Graziano Servizi, Giorgio Turchetti, Stefano Sinigardi

Publication date: 3 March 2017

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Abstract: We analyse the asymptotic growth of the error for Hamiltonian flows due to small random perturbations. We compare the forward error with the reversibility error, showing their equivalence for linear flows on a compact phase space. The forward error, given by the root mean square deviation $sigma(t)$ of the noisy flow, grows according to a power law if the system is integrable and according to an exponential law if it is chaotic. The autocorrelation and the fidelity, defined as the correlation of the perturbed flow with respect to the unperturbed one, exhibit an exponential decay as $expleft(-sigm{a}^2(t)ight)$. Some numerical examples such as the anharmonic oscillator and the H'enon Heiles model confirm these results. We finally consider the effect of the observational noise on an integrable system, and show that the decay of correlations can only be observed after a sequence of measurements and that the multiplicative noise is more effective if the delay between two measurements is large.

Full work available at URL: https://arxiv.org/abs/1509.07738

zbMATH Keywords

fidelityobservational noisenoisy Hamiltonian flowreversibility error

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Generation, random and stochastic difference and differential equations (37H10)

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Cited In (2)

• Dimension spectra and a mathematical model for phase transition
• Lyapunov and reversibility errors for Hamiltonian flows

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