Effect of boundary conditions on the invariant density of noisy maps at fully-developed chaos

Abstract

The invariant density of one-dimensional maps in the regime of fully-developed chaos with uncorrelated additive noise is considered. Boundary conditions are shown to play a significant role in determining the precise form of the invariant density, via the manner in which they handle the spill-over, caused by the noise, of orbits beyond the interval. The known case of periodic boundary conditions is briefly recapitulated. Analytic solutions for the invariant density that are possible under certain conditions are presented with applications to specific well-known maps. The case of ‘sticky’ boundaries is generalized to ‘re-injection at the nearest boundary’, and the exact functional equations determining the invariant density are derived. Interesting boundary layer effects are shown to occur, that lead to significant modifications of the invariant density corresponding to the unperturbed (noise-free) case, even when the latter is a constant — as illustrated by an application of the formalism to the noisy tent map. All our results are non-perturbative, and hold good for any noise amplitude in the interval.