Spectral theory for random Poincaré maps

DOI10.1137/16M1103816zbMATH Open1374.60149arXiv1611.04869OpenAlexW3105922179MaRDI QIDQ4591197FDOQ4591197

Authors: Manon Baudel, Nils Berglund 

Publication date: 13 November 2017

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Abstract: We consider stochastic differential equations, obtained by adding weak Gaussian white noise to ordinary differential equations admitting $N$ asymptotically stable periodic orbits. We construct a discrete-time, continuous-space Markov chain, called a random Poincar'e map, which encodes the metastable behaviour of the system. We show that this process admits exactly $N$ eigenvalues which are exponentially close to $1$, and provide expressions for these eigenvalues and their left and right eigenfunctions in terms of committor functions of neighbourhoods of periodic orbits. The eigenvalues and eigenfunctions are well-approximated by principal eigenvalues and quasistationary distributions of processes killed upon hitting some of these neighbourhoods. The proofs rely on Feynman--Kac-type representation formulas for eigenfunctions, Doob's $h$-transform, spectral theory of compact operators, and a recently discovered detailed-balance property satisfied by committor functions.

Full work available at URL: https://arxiv.org/abs/1611.04869

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zbMATH Keywords

stochastic differential equationperiodic orbitspectral theorymetastabilityreturn mapstochastic exit problemDoob \(h\)-transformquasi-stationary distributionFredholm theoryrandom Poincaré map

Mathematics Subject Classification ID

Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05) Transition functions, generators and resolvents (60J35) Fredholm integral equations (45B05)

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