CRM: Centro De Giorgi
logo sns
Seminari di Sistemi Dinamici Olomorfi 2017-2018

seminar: Perturbations of dynamical systems with additive noise, noise induced order and linear response

speaker: Stefano Galatolo (Università di Pisa)

abstract: Dynamical systems perturbed by noise appear naturally as models of physical systems. The study of their statistical properties is somewhat simpler than purely deterministic ones. It can be approached rigorously by computational methods. As a nontrivial example of this, we show a computer aided proof to rigorously show the existence of noise induced order in the model of chaotic chemical reactions where it was first discovered numerically by Matsumoto and Tsuda in 1983. We show that in this random dynamical system the increase of noise causes the Lyapunov exponent to decrease from positive to negative, stabilizing the system. The method is based on a certified approximation of the stationary measure in the L1 norm. This is done by an efficient algorithm which is general enough to be adapted to any dynamical system with additive noise on the interval. Time permitting we will also talk about linear response of such systems when the deterministic part of the system is perturbed deterministically.


timetable:
Wed 8 Nov, 14:45 - 16:45, Sala Conferenze Centro De Giorgi
<< Go back