Response Theory via Generative Score Modeling

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.

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Publication Details

Journal
Physical Review Letters
Published
2024-12-31
DOI
https://doi.org/10.1103/physrevlett.133.267302
Citations
8
Primary Topic
Statistical Methods and Bayesian Inference
Type
article
Field-Weighted Citation Impact
5.67

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article

Response Theory via Generative Score Modeling

Katherine M. Deck, Tobias Bischoff, L. T. Giorgini, Andre N. Souza
8 citations
Physical Review Letters
Statistical Methods and Bayesian Inference
5.67
article

Response Theory via Generative Score Modeling

Katherine M. Deck, Tobias Bischoff, L. T. Giorgini, Andre N. Souza
article en
8 citations

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.

Physical Review LettersVol. 133(26)
Nordic Institute for Theoretical Physics (SE), California Institute of Technology (US), Massachusetts Institute of Technology (US)
Cisco Systems, Vetenskapsrådet
Openalex Percentile: Top 3%
Statistical Methods and Bayesian Inference
5.67
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