English

Stochastic perturbations in open chaotic systems: random versus noisy maps

Chaotic Dynamics 2015-05-12 v2 Data Analysis, Statistics and Probability

Abstract

We investigate the effects of random perturbations on fully chaotic open systems. Perturbations can be applied to each trajectory independently (white noise) or simultaneously to all trajectories (random map). We compare these two scenarios by generalizing the theory of open chaotic systems and introducing a time-dependent conditionally-map-invariant measure. For the same perturbation strength we show that the escape rate of the random map is always larger than that of the noisy map. In random maps we show that the escape rate κ\kappa and dimensions DD of the relevant fractal sets often depend nonmonotonically on the intensity of the random perturbation. We discuss the accuracy (bias) and precision (variance) of finite-size estimators of κ\kappa and DD, and show that the improvement of the precision of the estimations with the number of trajectories NN is extremely slow (1/lnN\propto 1/\ln N). We also argue that the finite-size DD estimators are typically biased. General theoretical results are combined with analytical calculations and numerical simulations in area-preserving baker maps.

Keywords

Cite

@article{arxiv.1211.0698,
  title  = {Stochastic perturbations in open chaotic systems: random versus noisy maps},
  author = {Tamas Bodai and Eduardo G. Altmann and Antonio Endler},
  journal= {arXiv preprint arXiv:1211.0698},
  year   = {2015}
}

Comments

12 pages, 3 figures, 1 table, manuscript submitted to Physical Review E

R2 v1 2026-06-21T22:32:38.244Z