On spurious detection of linear response and misuse of the fluctuation-dissipation theorem in finite time series
From MaRDI portal
Publication:2357740
Abstract: Using a sensitive statistical test we determine whether or not one can detect the breakdown of linear response given observations of deterministic dynamical systems. A goodness-of-fit statistics is developed for a linear statistical model of the observations, based on results on central limit theorems for deterministic dynamical systems, and used to detect linear response breakdown. We apply the method to discrete maps which do not obey linear response and show that the successful detection of breakdown depends on the length of the time series, the magnitude of the perturbation and on the choice of the observable. We find that in order to reliably reject the assumption of linear response for typical observables sufficiently large data sets are needed. Even for simple systems such as the logistic map, one needs of the order of observations to reliably detect the breakdown, if less observations are available one may be falsely led to conclude that linear response theory is valid. The amount of data required is larger the smaller the applied perturbation. For judiciously chosen observables the necessary amount of data can be drastically reduced, but requires detailed {em{a priori}} knowledge about the invariant measure which is typically not available for complex dynamical systems. Furthermore we explore the use of the fluctuation-dissipation theorem (FDT) in cases with limited data length or coarse-graining of observations. The FDT, if applied naively to a system without linear response, is shown to be very sensitive to the details of the sampling method, resulting in erroneous predictions of the response.
Recommendations
- New approximations and tests of linear fluctuation-response for chaotic nonlinear forced-dissipative dynamical systems
- Information Theory and Stochastics for Multiscale Nonlinear Systems
- Numerical aspects of applying the fluctuation dissipation theorem to study climate system sensitivity to external forcings
- Markovian perturbation, response and fluctuation dissipation theorem
- A simple framework to justify linear response theory
Cites work
- A note on diffusion limits of chaotic skew-product flows
- A review of linear response theory for general differentiable dynamical systems
- A simple framework to justify linear response theory
- Absolutely continuous invariant measures for one-parameter families of one-dimensional maps
- Almost every real quadratic map is either regular or stochastic.
- Alternative proofs of linear response for piecewise expanding unimodal maps
- Approximation theory and approximation practice
- Blended response algorithms for linear fluctuation-dissipation for complex nonlinear dynamical systems
- CENTRAL LIMIT THEOREM FOR THE MODULUS OF CONTINUITY OF AVERAGES OF OBSERVABLES ON TRANSVERSAL FAMILIES OF PIECEWISE EXPANDING UNIMODAL MAPS
- Construction of the linear response operator of an atmospheric general circulation model to small external forcing
- Deterministic homogenization for fast-slow systems with chaotic noise
- Differentiation of SRB states
- Dynamical ensembles in stationary states.
- General linear response formula in statistical mechanics, and the fluctuation-dissipation theorem far from equilibrium
- High order approximation of the Frobenius-Perron operator
- High skill in low-frequency climate response through fluctuation dissipation theorems despite structural instability
- Homogenization for deterministic maps and multiplicative noise
- scientific article; zbMATH DE number 1736203 (Why is no real title available?)
- scientific article; zbMATH DE number 1516956 (Why is no real title available?)
- scientific article; zbMATH DE number 2172949 (Why is no real title available?)
- scientific article; zbMATH DE number 3261539 (Why is no real title available?)
- Linear response for intermittent maps with summable and nonsummable decay of correlations
- Linear response formula for piecewise expanding unimodal maps
- Linear response, or else
- Linear response, susceptibility and resonances in chaotic toy models
- New approximations and tests of linear fluctuation-response for chaotic nonlinear forced-dissipative dynamical systems
- Nonequilibrium statistical mechanics
- On differentiability of SRB states for partially hyperbolic systems
- On iterations of 1- x^2 on (-1,1)
- Positive Liapunov exponents and absolute continuity for maps of the interval
- Rational Chebyshev spectral methods for unbounded solutions on an infinite interval using polynomial-growth special basis functions
- Spectral theory, zeta functions and the distribution of periodic points for Collet-Eckmann maps
- Statistical properties of unimodal maps: The quadratic family
- Structure and \(f\)-dependence of the a.c.i.m. for a unimodal map \(f\) of Misiurewicz type
- What are SRB measures, and which dynamical systems have them?
- Whitney-Hölder continuity of the SRB measure for transversal families of smooth unimodal maps
Cited in
(15)- Spectral Galerkin methods for transfer operators in uniformly expanding dynamics
- On the validity of linear response theory in high-dimensional deterministic dynamical systems
- A parameter estimation method using linear response statistics
- On the timescale at which statistical stability breaks down
- A parameter estimation method using linear response statistics: Numerical scheme
- Linear and nonlinear statistical response theories with prototype applications to sensitivity analysis and statistical control of complex turbulent dynamical systems
- Edgeworth expansions for slow-fast systems with finite time-scale separation
- Numerical aspects of applying the fluctuation dissipation theorem to study climate system sensitivity to external forcings
- Rigorous justification for the space-split sensitivity algorithm to compute linear response in Anosov systems
- Linear response for macroscopic observables in high-dimensional systems
- Linear and fractional response for the SRB measure of smooth hyperbolic attractors and discontinuous observables
- Response formulae for n-point correlations in statistical mechanical systems and application to a problem of coarse graining
- Fast Adjoint Algorithm for Linear Responses of Hyperbolic Chaos
- On convergence of linear response formulae in some piecewise hyperbolic maps
- Mean field responses in disordered systems: an example from nonlinear MHD
This page was built for publication: On spurious detection of linear response and misuse of the fluctuation-dissipation theorem in finite time series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2357740)
