Improved linear response for stochastically driven systems
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Abstract: The recently developed short-time linear response algorithm, which predicts the average response of a nonlinear chaotic system with forcing and dissipation to small external perturbation, generally yields high precision of the response prediction, although suffers from numerical instability for long response times due to positive Lyapunov exponents. However, in the case of stochastically driven dynamics, one typically resorts to the classical fluctuation-dissipation formula, which has the drawback of explicitly requiring the probability density of the statistical state together with its derivative for computation, which might not be available with sufficient precision in the case of complex dynamics (usually a Gaussian approximation is used). Here we adapt the short-time linear response formula for stochastically driven dynamics, and observe that, for short and moderate response times before numerical instability develops, it is generally superior to the classical formula with Gaussian approximation for both the additive and multiplicative stochastic forcing. Additionally, a suitable blending with classical formula for longer response times eliminates numerical instability and provides an improved response prediction even for long response times.
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Cited in
(13)- A theory of average response to large jump perturbations
- Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations
- On some aspects of the response to stochastic and deterministic forcings
- Linear response theory for statistical ensembles in complex systems with time-periodic forcing
- Blended response algorithms for linear fluctuation-dissipation for complex nonlinear dynamical systems
- Stochastic perturbations to dynamical systems: a response theory approach
- Extending the Regime of Linear Response with Synthetic Forcings
- Optimal linear responses for Markov chains and stochastically perturbed dynamical systems
- Ruelle's linear response formula, ensemble adjoint schemes and Lévy flights
- Revising and extending the linear response theory for statistical mechanical systems: evaluating observables as predictors and predictands
- Short-time linear response with reduced-rank tangent map
- New approximations and tests of linear fluctuation-response for chaotic nonlinear forced-dissipative dynamical systems
- Leading order response of statistical averages of a dynamical system to small stochastic perturbations
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