Stochastic perturbations to dynamical systems: a response theory approach

TL;DR

This paper develops a response theory framework to analyze how stochastic noise influences deterministic dynamical systems, providing explicit formulas and extending to complex noise patterns, with applications to models like Lorenz 96.

Contribution

It introduces a formalism combining response theory and stochastic perturbations, deriving explicit expressions for system responses and extending to general noise patterns.

Findings

Power spectrum increases at all frequencies under stochastic perturbations.

Explicit formulas for response to additive and multiplicative noise.

Application demonstrated on Lorenz 96 model.

Abstract

We study the impact of stochastic perturbations to deterministic dynamical systems using the formalism of the Ruelle response theory and explore how stochastic noise can be used to explore the properties of the underlying deterministic dynamics of a system. We find the expression for the change in the expectation value of a general observable when a white noise forcing is introduced in the system, both in the case of additive and multiplicative noise. We also show that the difference between the expectation value of the power spectrum of an observable in the stochastically perturbed case and of the same observable in the unperturbed case is equal to the variance of the noise times the square of the modulus of the susceptibility describing the frequency-dependent response of the system to perturbations with the same spatial patterns as the considered stochastic forcing. Using Kramers-Kronig theory, it is then possible to derive the susceptibility and thus deduce the Green function of the system for any desired observable. We then extend our results to rather general patterns of random forcing, from the case of several white noise forcings, to noise terms with memory, up to the case of a space-time random field. Explicit formulas are provided for each relevant case. As a general result, we find, using an argument of positive-definiteness, that the power spectrum of the stochastically perturbed system is larger at all frequencies than the power spectrum of the unperturbed system. We provide a example of application of our results by considering the Lorenz 96 model. These results clarify the property of stochastic stability of SRB measures in Axiom A flows, provide tools for analysing stochastic parameterisations and related closure ansatz to be implemented in modelling studies, and introduce new ways to study the response of a system to external perturbations.