Noise corrections to stochastic trace formulas

Gergely Palla, G. Vattay, André Voros, Niels Søndergaard, Carl Philip Dettmann

Research output: Contribution to journalArticle

7 Citations (Scopus)

Abstract

We review studies of an evolution operator ℒ for a discrete Langevin equation with a strongly hyperbolic classical dynamics and a Gaussian noise. The leading eigenvalue of ℒ yields a physically measurable property of the dynamical system, the escape rate from the repeller. The spectrum of the evolution operator ℒ in the weak noise limit can be computed in several ways. A method using a local matrix representation of the operator allows to push the corrections to the escape rate up to order eight in the noise expansion parameter. These corrections then appear to form a divergent series. Actually, via a cumulant expansion, they relate to analogous divergent series for other quantities, the traces of the evolution operators ℒn. Using an integral representation of the evolution operator ℒ, we then investigate the high order corrections to the latter traces. Their asymptotic behavior is found to be controlled by sub-dominant saddle points previously neglected in the perturbative expansion, and to be ultimately described by a kind of trace formula.

Original languageEnglish
Pages (from-to)641-657
Number of pages17
JournalFoundations of Physics
Volume31
Issue number4
DOIs
Publication statusPublished - Apr 2001

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operators
escape
expansion
saddle points
random noise
dynamical systems
eigenvalues
matrices

ASJC Scopus subject areas

  • Physics and Astronomy(all)

Cite this

Palla, G., Vattay, G., Voros, A., Søndergaard, N., & Dettmann, C. P. (2001). Noise corrections to stochastic trace formulas. Foundations of Physics, 31(4), 641-657. https://doi.org/10.1023/A:1017569010085

Noise corrections to stochastic trace formulas. / Palla, Gergely; Vattay, G.; Voros, André; Søndergaard, Niels; Dettmann, Carl Philip.

In: Foundations of Physics, Vol. 31, No. 4, 04.2001, p. 641-657.

Research output: Contribution to journalArticle

Palla, G, Vattay, G, Voros, A, Søndergaard, N & Dettmann, CP 2001, 'Noise corrections to stochastic trace formulas', Foundations of Physics, vol. 31, no. 4, pp. 641-657. https://doi.org/10.1023/A:1017569010085
Palla, Gergely ; Vattay, G. ; Voros, André ; Søndergaard, Niels ; Dettmann, Carl Philip. / Noise corrections to stochastic trace formulas. In: Foundations of Physics. 2001 ; Vol. 31, No. 4. pp. 641-657.
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