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Related papers: Relevance of sampling schemes in light of Ruelle's…

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We consider simple examples illustrating some new features of the linear response theory developed by Ruelle for dissipative and chaotic systems [{\em J. of Stat. Phys.} {\bf 95} (1999) 393]. In this theory the concepts of linear response,…

Chaotic Dynamics · Physics 2009-11-11 Bruno Cessac , Jacques-Alexandre Sepulchre

Parametric derivatives of statistics are highly desired quantities in prediction, design optimization and uncertainty quantification. In the presence of chaos, the rigorous computation of these quantities is certainly possible, but…

Dynamical Systems · Mathematics 2022-05-10 Adam A. Sliwiak , Qiqi Wang

We consider nonlinear, or "event-dependent", sampling, i.e. such that the sampling instances {tk} depend on the function being sampled. The use of such sampling in the construction of Lebesgue's integral sums is noted and discussed as…

Data Analysis, Statistics and Probability · Physics 2016-11-17 Emanuel Gluskin

We present a new analytic approach to describe large scale structure formation in the mildly non-linear regime. The central object of the method is the time-dependent probability distribution function generating correlators of the…

Cosmology and Nongalactic Astrophysics · Physics 2016-08-09 Diego Blas , Mathias Garny , Mikhail M. Ivanov , Sergey Sibiryakov

A useful sampling-reconstruction model should be stable with respect to different kind of small perturbations, regardless whether they result from jitter, measurement errors, or simply from a small change in the model assumptions. In this…

General Mathematics · Mathematics 2007-05-31 E. costa-Reyes , A. Aldroubi , I. Krishtal

Linear response theory has developed into a formidable set of tools for studying the forced behaviour of a large variety of systems - including out of equilibrium ones. In this paper we provide a new angle on the problem, by studying under…

Statistical Mechanics · Physics 2018-10-17 Valerio Lucarini

We study the impact of stochastic perturbations to deterministic dynamical systems using the formalism of the Ruelle response theory and explore how stochastic noise can be used to explore the properties of the underlying deterministic…

Statistical Mechanics · Physics 2015-05-27 Valerio Lucarini

This paper shows that sequential statistical analysis techniques can be generalised to the problem of selecting between alternative forecasting methods using scoring rules. A return to basic principles is necessary in order to show that…

Statistics Theory · Mathematics 2025-05-15 David T. Frazier , Donald S. Poskitt

Linear Response theory aims to predict how added forcing alters the statistical properties of an unforced system. These kinds of questions have been studied predominantly for autonomous dynamical systems, yet many systems in the physical,…

Dynamical Systems · Mathematics 2026-04-07 Stefano Galatolo , Valerio Lucarini

We present a computable reformulation of Ruelle's linear response formula for chaotic systems. The new formula, called Space-Split Sensitivity or S3, achieves an error convergence of the order ${\cal O}(1/\sqrt{N})$ using $N$ phase points.…

Dynamical Systems · Mathematics 2020-06-11 Nisha Chandramoorthy , Qiqi Wang

We consider a class of dissipative stochastic differential equations (SDE's) with time-periodic coefficients in finite dimension, and the response of time-asymptotic probability measures induced by such SDE's to sufficiently regular, small…

Probability · Mathematics 2022-01-04 Michal Branicki , Kenneth Uda

We provide a general framework to study differentiability of SRB measures for one dimensional non-uniformly expanding maps. Our technique is based on inducing the non-uniformly expanding system to a uniformly expanding one, and on showing…

Dynamical Systems · Mathematics 2016-07-12 Wael Bahsoun , Benoît Saussol

We consider the general response theory proposed by Ruelle for describing the impact of small perturbations to the non-equilibrium steady states resulting from Axiom A dynamical systems. We show that the causality of the response functions…

Statistical Mechanics · Physics 2011-10-11 Valerio Lucarini

In this work, sample-based observability of linear discrete-time systems is studied. That is, we consider the case where the system output measurements are not available at every time instance. It is shown that some discrete-time systems…

Systems and Control · Electrical Eng. & Systems 2023-04-26 Isabelle Krauss , Victor G. Lopez , Matthias A. Müller

Despite their numerous successes, there are many scenarios where adversarial risk metrics do not provide an appropriate measure of robustness. For example, test-time perturbations may occur in a probabilistic manner rather than being…

Machine Learning · Statistics 2021-08-03 Benjie Wang , Stefan Webb , Tom Rainforth

We introduce a response-theoretic framework that recasts parameter calibration of ergodic stochastic differential equations as a fluctuation-dissipation problem. Our central result is that the full Jacobian of any stationary observable with…

Chaotic Dynamics · Physics 2026-04-02 Ludovico T. Giorgini , Tobias Bischoff , Andre N. Souza

The perturbation theory based on typicality introduced in Ref. [1] and further refined in Refs. [2, 3] provides a powerful tool since it is intended to be applicable to a wide range of scenarios while relying only on a few parameters. Even…

Quantum Physics · Physics 2022-12-07 Mats H. Lamann , Jochen Gemmer

Changing some of its parameters over time is a paradigmatic way of driving an otherwise isolated many-body quantum system out of equilibrium, and a vital ingredient for building quantum computers and simulators. Here, we further develop a…

Quantum Physics · Physics 2024-11-06 Lennart Dabelow , Peter Reimann

A perturbative description of Large Scale Structure is a cornerstone of our understanding of the observed distribution of matter in the universe. Renormalization is an essential and defining step to make this description physical and…

High Energy Physics - Theory · Physics 2016-06-08 Ali Akbar Abolhasani , Mehrdad Mirbabayi , Enrico Pajer

This paper revisits the classical notion of sampling in the setting of real-time temporal logics for the modeling and analysis of systems. The relationship between the satisfiability of Metric Temporal Logic (MTL) formulas over…

Logic in Computer Science · Computer Science 2015-03-13 Carlo A. Furia , Matteo Rossi
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