Traces and determinants of strongly stochastic operators

Authors
Citation
Cp. Dettmann, Traces and determinants of strongly stochastic operators, PHYS REV E, 59(5), 1999, pp. 5231-5234
Citations number
16
Categorie Soggetti
Physics
Journal title
PHYSICAL REVIEW E
ISSN journal
1063651X → ACNP
Volume
59
Issue
5
Year of publication
1999
Part
A
Pages
5231 - 5234
Database
ISI
SICI code
1063-651X(199905)59:5<5231:TADOSS>2.0.ZU;2-G
Abstract
Periodic orbit theory allows calculations of long-time properties of chaoti c systems from traces, dynamical zeta functions, and spectral determinants of deterministic evolution operators, which are in turn evaluated in terms of periodic orbits. For the case of stochastic dynamics a direct numerical evaluation of the trace of an evolution operator is possible as a multidime nsional integral. Techniques for evaluating such path integrals are discuss ed. Using as an example the logistic map f(x) = lambda x(1 - x) with modera te to strong additive Gaussian noise, rapid convergence is demonstrated for all values of lambda with strong noise as well as at fixed lambda = 5 for all noise levels. [S1063-651X(99)10604-4].