Errors, correlations and fidelity for noisy Hamilton flows. Theory and numerical examples

Abstract

We analyse the asymptotic growth of the error for Hamiltonian flows due to small random perturbations. We compare the forward error with the reversibility error, showing their equivalence for linear flows on a compact phase space. The forward error, given by the root mean square deviation σ(t) of the noisy flow, grows according to a power law if the system is integrable and according to an exponential law if it is chaotic. The autocorrelation and the fidelity, defined as the correlation of the perturbed flow with respect to the unperturbed one, exhibit an exponential decay as exp −σ 2 (t) . Some numerical examples such as the anharmonic oscillator and the Hénon Heiles model confirm these results. We finally consider the effect of the observational noise on an integrable system, and show that the decay of correlations can only be observed after a sequence of measurements and that the multiplicative noise is more effective if the delay between two measurements is large.Errors, correlations, fidelity for noisy Hamiltonian flows.

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