Fréchet differentiable drift dependence of Perron–Frobenius and Koopman operators for non-deterministic dynamics
DOI10.1088/1361-6544/ab1f2azbMath1475.60104arXiv1805.06719OpenAlexW3104208014MaRDI QIDQ5240837
Han Cheng Lie, Péter Koltai, Martin Plonka
Publication date: 29 October 2019
Published in: Nonlinearity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.06719
stochastic differential equationsPerron-Frobenius operatortransfer operatorlinear responseKoopman operatorpathwise expectationssmooth drift dependence
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Particular nonlinear operators (superposition, Hammerstein, Nemytski?, Uryson, etc.) (47H30) Differentiation theory (Gateaux, Fréchet, etc.) on manifolds (58C20) Random dynamical systems (37H99)
Related Items (6)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sensitivity analysis for diffusion processes constrained to an orthant
- Mosco convergence of Dirichlet forms in infinite dimensions with changing reference measures
- On the Trotter--Kato theorem in a variable space
- Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift
- Coherent sets for nonautonomous dynamical systems
- No explosion criteria for stochastic differential equations
- A direct approach to conformational dynamics based on hybrid Monte Carlo
- Chaos, fractals, and noise: Stochastic aspects of dynamics.
- Continuous exponential martingales and BMO
- Global heat kernel estimates
- Transition manifolds of complex metastable systems. Theory and data-driven computation of effective dynamics
- An analytic framework for identifying finite-time coherent sets in time-dependent dynamical systems
- Applications of Malliavin calculus to Monte Carlo methods in finance
- On the differentiability of solutions of stochastic evolution equations with respect to their initial values
- Isostables, isochrons, and Koopman spectrum for the action-angle representation of stable fixed point dynamics
- An introduction to Markov state models and their application to long timescale molecular simulation
- Smooth Anosov flows: Correlation spectra and stability
- Perturbation of linear operators in Banach spaces
- Malliavin Calculus Method for Asymptotic Expansion of Dual Control Problems
- Norm convergence of sectorial operators on varying Hilbert spaces
- Global Stability Analysis Using the Eigenfunctions of the Koopman Operator
- Analysis of \mathbb{C}P^{N-1} sigma models via projective structures
- Optimal Mixing Enhancement by Local Perturbation
- Banach spaces adapted to Anosov systems
- A simple framework to justify linear response theory
- GREEN'S MATRICES OF BOUNDARY VALUE PROBLEMS FOR PETROVSKIĬ PARABOLIC SYSTEMS OF GENERAL FORM. I
- GREEN'S MATRICES OF BOUNDARY VALUE PROBLEMS FOR PETROVSKIĬ PARABOLIC SYSTEMS OF GENERAL FORM. II
- Generalizing Koopman Theory to Allow for Inputs and Control
- Studying an Agulhas ring's long-term pathway and decay with finite-time coherent sets
- Dynamical Zeta Functions and Dynamical Determinants for Hyperbolic Maps
- A regularity result for fixed points, with applications to linear response
- On the exponential Orlicz norms of stopped Brownian motion
- Transport in time-dependent dynamical systems: Finite-time coherent sets
- Estimating long-term behavior of periodically driven flows without trajectory integration
- Eigenmode analysis of scalar transport in distributive mixing
- Sensitivity Analysis Using Itô--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control
- Optimal Mixing Enhancement
- Linear response, or else
- A linear response for dynamical systems with additive noise
- Tracer microstructure in the large-eddy dominated regime
This page was built for publication: Fréchet differentiable drift dependence of Perron–Frobenius and Koopman operators for non-deterministic dynamics