Optimal linear response for Markov Hilbert-Schmidt integral operators and stochastic dynamical systems
Abstract
We consider optimal control problems for discrete-time random dynamical systems, finding unique perturbations that provoke maximal responses of statistical properties of the system. We treat systems whose transfer operator has an kernel, and we consider the problems of finding (i) the infinitesimal perturbation maximising the expectation of a given observable and (ii) the infinitesimal perturbation maximising the spectral gap, and hence the exponential mixing rate of the system. Our perturbations are either (a) perturbations of the kernel or (b) perturbations of a deterministic map subjected to additive noise. We develop a general setting in which these optimisation problems have a unique solution and construct explicit formulae for the unique optimal perturbations. We apply our results to a Pomeau-Manneville map and an interval exchange map, both subjected to additive noise, to explicitly compute the perturbations provoking maximal responses.
Cite
@article{arxiv.2101.09411,
title = {Optimal linear response for Markov Hilbert-Schmidt integral operators and stochastic dynamical systems},
author = {Fadi Antown and Gary Froyland and Stefano Galatolo},
journal= {arXiv preprint arXiv:2101.09411},
year = {2022}
}