Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory

DOI10.1007/s10955-020-02535-xzbMath1460.60050arXiv1912.03170MaRDI QIDQ781813

Henk A. Dijkstra, Mickaël D. Chekroun, Alexis Tantet, J. David Neelin

Publication date: 20 July 2020

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

Full work available at URL: https://arxiv.org/abs/1912.03170

zbMATH Keywords

conditional expectation; correlation functions; Markov semigroups; Kolmogorov operator; Ruelle-Pollicott resonances

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

35R60: PDEs with randomness, stochastic partial differential equations

60J35: Transition functions, generators and resolvents

35Q84: Fokker-Planck equations

Uses Software

• ARPACK
• GAIO