A simple framework to justify linear response theory

From MaRDI portal
Publication:3559674

DOI10.1088/0951-7715/23/4/008zbMath1186.82006arXiv0909.4313OpenAlexW2131983845WikidataQ56894398 ScholiaQ56894398MaRDI QIDQ3559674

Andrew J. Majda, Martin Hairer

Publication date: 6 May 2010

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0909.4313




Related Items (66)

On spurious detection of linear response and misuse of the fluctuation-dissipation theorem in finite time seriesComputation of sensitivities for the invariant measure of a parameter dependent diffusionLinear response based parameter estimation in the presence of model errorChallenges in Climate Science and Contemporary Applied MathematicsContraction in the Wasserstein metric for some Markov chains, and applications to the dynamics of expanding mapsLinear response for intermittent mapsEfficient Computation of Linear Response of Chaotic Attractors with One-Dimensional Unstable ManifoldsLinear response theory for nonlinear stochastic differential equations with \(\alpha\)-stable Lévy noisesOptimal linear response for Markov Hilbert-Schmidt integral operators and stochastic dynamical systemsRegularity of characteristic exponents and linear response for transfer operator cocyclesRigorous justification for the space–split sensitivity algorithm to compute linear response in Anosov systemsA parameter estimation method using linear response statisticsStrategies for Reduced-Order Models for Predicting the Statistical Responses and Uncertainty Quantification in Complex Turbulent Dynamical SystemsA general drift estimation procedure for stochastic differential equations with additive fractional noiseRevisit of macroscopic dynamics for some non-equilibrium chemical reactions from a Hamiltonian viewpointFractional stochastic differential equations satisfying fluctuation-dissipation theoremExponential ergodicity for a stochastic two-layer quasi-geostrophic modelScalable information inequalities for uncertainty quantificationStochastic perturbations to dynamical systems: a response theory approachUnnamed ItemOn inference for fractional differential equationsBackpropagation in hyperbolic chaos via adjoint shadowingFixing the flux: a dual approach to computing transport coefficientsResponse formulae forn-point correlations in statistical mechanical systems and application to a problem of coarse grainingQuenched linear response for smooth expanding on average cocyclesA test model for fluctuation-dissipation theorems with time-periodic statisticsA linear response for dynamical systems with additive noiseUsing statistical functionals for effective control of inhomogeneous complex turbulent dynamical systemsStochastic climate dynamics: random attractors and time-dependent invariant measuresA least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noiseSpectral gaps for a Metropolis-Hastings algorithm in infinite dimensionsUniversal upper estimate for prediction errors under moderate model uncertaintyInstability, rupture and fluctuations in thin liquid films: theory and computationsA parameter estimation method using linear response statistics: Numerical schemeA regularity result for fixed points, with applications to linear responseImproving model fidelity and sensitivity for complex systems through empirical information theoryLink between statistical equilibrium fidelity and forecasting skill for complex systems with model errorResonances in a chaotic attractor crisis of the Lorenz flowOn the validity of linear response theory in high-dimensional deterministic dynamical systemsResponse theory and phase transitions for the thermodynamic limit of interacting identical systemsOptimal linear responses for Markov chains and stochastically perturbed dynamical systemsRevising and extending the linear response theory for statistical mechanical systems: evaluating observables as predictors and predictandsStatistically accurate low-order models for uncertainty quantification in turbulent dynamical systemsPartial differential equations and stochastic methods in molecular dynamicsLarge Prandtl number asymptotics in randomly forced turbulent convectionSteady states, fluctuation-dissipation theorems and homogenization for reversible diffusions in a random environmentPath-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic DynamicsImproving prediction skill of imperfect turbulent models through statistical response and information theoryLinear response for macroscopic observables in high-dimensional systemsMathematical foundation of nonequilibrium fluctuation-dissipation theorems for inhomogeneous diffusion processes with unbounded coefficientsTime-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equationsQuadratic response of random and deterministic dynamical systemsLinear and nonlinear statistical response theories with prototype applications to sensitivity analysis and statistical control of complex turbulent dynamical systemsQuantitative statistical stability and linear response for irrational rotations and diffeomorphisms of the circleLinear response for the dynamic Laplacian and finite-time coherent setsFréchet differentiable drift dependence of Perron–Frobenius and Koopman operators for non-deterministic dynamicsError bounds of the invariant statistics in machine learning of ergodic Itô diffusionsReduced-order models for coupled dynamical systems: Data-driven methods and the Koopman operatorIntroduction to the special issue on the statistical mechanics of climateResponse and sensitivity using Markov chainsArnold maps with noise: differentiability and non-monotonicity of the rotation numberGenerating diffusions with fractional Brownian motionQuantification of model uncertainty on path-spaceviagoal-oriented relative entropyExponential ergodicity for Markov processes with random switchingAn information-theoretic framework for improving imperfect dynamical predictions via multi-model ensemble forecastsOn some aspects of the response to stochastic and deterministic forcings




This page was built for publication: A simple framework to justify linear response theory