Response and Sensitivity Using Markov Chains
- 1University of Reading, Mathematics and Statistics, United Kingdom
- 2Centre for the Mathematics of Planet Earth, University of Reading, Mathematics and Statistics, United Kingdom
- 3CEN-Meteorological Institute, University of Hamburg, Germany
Dynamical systems are often subject to forcing or changes in their governing parameters and it is of interest to study
how this affects their statistical properties. A prominent real-life example of this class of problems is the investigation
of climate response to perturbations. In this respect, it is crucial to determine what the linear response of a system is
as a quantification of sensitivity. Alongside previous work, here we use the transfer operator formalism to study the
response and sensitivity of a dynamical system undergoing perturbations. By projecting the transfer operator onto a
suitable finite dimensional vector space, one is able to obtain matrix representations which determine finite Markov
processes. Further, using perturbation theory for Markov matrices, it is possible to determine the linear and nonlinear
response of the system given a prescribed forcing. Here, we suggest a methodology which puts the scope on the
evolution law of densities (the Liouville/Fokker-Planck equation), allowing to effectively calculate the sensitivity and
response of two representative dynamical systems.
How to cite: Santos Gutiérrez, M. and Lucarini, V.: Response and Sensitivity Using Markov Chains, EGU General Assembly 2020, Online, 4–8 May 2020, EGU2020-4854, https://doi.org/10.5194/egusphere-egu2020-4854, 2020