Noise is your friend, or: How well can we resolve state space?

Speaker: Prof. Predrag Cvitanovic, Georgia Institute of Technology

When: November 18, 2015 (Wed), 04:00PM to 05:00PM (add to my calendar)
Location: SCI 352

This event is part of the Biophysics/Condensed Matter Seminar Series.


All physical systems are affected by some noise that limits the resolution that can be attained in partitioning their state space. What is the best resolution possible for a given physical system?

It turns out that for nonlinear dynamical systems the noise itself is highly nonlinear, with the effective noise different for different regions of system's state space. The best obtainable resolution thus depends on the observed state, the interplay of local stretching/contraction with the smearing due to noise, as well as the memory of its previous states. We show how that is computed, orbit by orbit. But noise also associates to each a finite state space volume, thus helping us by both smoothing out what is deterministically a fractal strange attractor, and restricting the computation to a set of unstable periodic orbits of finite period. By computing the local eigenfunctions of the Fokker-Planck evolution operator, forward operator along stable linearized directions and the adjoint operator along the unstable directions, we determine the `finest attainable' partition for a given hyperbolic dynamical system and a given weak additive noise. The space of all chaotic spatiotemporal states is infinite, but noise kindly coarse-grains it into a finite set of resolvable states.