Improved linear response for stochastically driven systems
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Publication:693186
DOI10.1007/S11464-012-0192-7zbMATH Open1266.37047arXiv1001.2343OpenAlexW3104455140MaRDI QIDQ693186FDOQ693186
Authors: Rafail V. Abramov 
Publication date: 7 December 2012
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1001.2343
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Dynamical systems in fluid mechanics, oceanography and meteorology (37N10) Meteorology and atmospheric physics (86A10) Stochastic processes (60Gxx)
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Cited In (8)
- Blended response algorithms for linear fluctuation-dissipation for complex nonlinear dynamical systems
- Short-time linear response with reduced-rank tangent map
- New approximations and tests of linear fluctuation-response for chaotic nonlinear forced-dissipative dynamical systems
- Linear response theory for statistical ensembles in complex systems with time-periodic forcing
- Stochastic perturbations to dynamical systems: a response theory approach
- A theory of average response to large jump perturbations
- Leading order response of statistical averages of a dynamical system to small stochastic perturbations
- Ruelle's linear response formula, ensemble adjoint schemes and Lévy flights
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