Year: 2024
Type: article
Abstract: We introduce an approach for analyzing the responses of dynamical systems to external perturbations that combines score-based generative modeling with the generalized fluctuation-dissipation theorem. The methodology enables accurate estimation of system responses, including those with non-Gaussian statistics. We numerically validate our approach using time-series data from three different stochastic partial differential equations of increasing complexity: an Ornstein-Uhlenbeck process with spatially correlated noise, a modified stochastic Allen-Cahn equation, and the 2D Navier-Stokes equations. We demonstrate the improved accuracy of the methodology over conventional methods and discuss its potential as a versatile tool for predicting the statistical behavior of complex dynamical systems.
Source: Physical Review Letters
Language: English
Subfield: Statistical and Nonlinear Physics
Field: Physics and Astronomy
Domain: Physical Sciences
Open Access status: hybrid
Estimated APC paid: $3,750
Funders: Cisco Systems, Vetenskapsrådet
Award: G1267917646
OpenAlex ID: W4405943563
