Spectral theory for random Poincaré maps

DOI10.1137/16M1103816MaRDI QIDQ4591197zbMATH OpenOpenAlexFDO

Authors Manon Baudel, Nils Berglund

Publication date 13 November 2017

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

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

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)

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.

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