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.
Authors
- Katherine M. Deck (ORCID: https://orcid.org/0009-0001-0572-7642)
- Tobias Bischoff (ORCID: https://orcid.org/0000-0003-3930-2762)
- L. T. Giorgini
- Andre N. Souza (ORCID: https://orcid.org/0000-0001-8025-3558)
Institutions
- Nordic Institute for Theoretical Physics (SE)
- California Institute of Technology (US)
- Massachusetts Institute of Technology (US)
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
Funders
- Cisco Systems
- Vetenskapsrådet