Quadratic Response And Speed Of Convergence Of Invariant Measures In The Zero-Noise Limit

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS(2021)

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摘要
We study the stochastic stability in the zero-noise limit from a quantitative point of view. We consider smooth expanding maps of the circle perturbed by additive noise. We show that in this case the zero-noise limit has a quadratic speed of convergence, as suggested by numerical experiments and heuristics published by Lin, in 2005 (see [25]). This is obtained by providing an explicit formula for the first and second term in the Taylor's expansion of the response of the stationary measure to the small noise perturbation. These terms depend on important features of the dynamics and of the noise which is perturbing it, as its average and variance. We also consider the zero-noise limit from a quantitative point of view for piecewise expanding maps showing estimates for the speed of convergence in this case.
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关键词
Zero noise limit, random dynamical system, linear response, statistical stability
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