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Frontiers of Mathematics in China

ISSN 1673-3452

ISSN 1673-3576(Online)

CN 11-5739/O1

Postal Subscription Code 80-964

2018 Impact Factor: 0.565

Front Math Chin    2012, Vol. 7 Issue (2) : 199-216    https://doi.org/10.1007/s11464-012-0192-7
RESEARCH ARTICLE
Improved linear response for stochastically driven systems
Rafail V. ABRAMOV()
Department of Mathematics, Statistics and Computer Science, University of Illinois at Chicago, Chicago, IL 60607, USA
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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 fluctuationdissipation 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.

Keywords Fluctuation-dissipation theorem      linear response      stochastic processes     
Corresponding Author(s): ABRAMOV Rafail V.,Email:abramov@math.uic.edu   
Issue Date: 01 April 2012
 Cite this article:   
Rafail V. ABRAMOV. Improved linear response for stochastically driven systems[J]. Front Math Chin, 2012, 7(2): 199-216.
 URL:  
https://academic.hep.com.cn/fmc/EN/10.1007/s11464-012-0192-7
https://academic.hep.com.cn/fmc/EN/Y2012/V7/I2/199
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