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Related papers: Identities for nonlinear memory kernels

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We study the fluctuations of the autocorrelation and autoresponse functions and, in particular, their variances and co-variance. In a first general part of the Article, we show the equivalence of the variance of the response function with…

Statistical Mechanics · Physics 2015-05-18 Federico Corberi , Eugenio Lippiello , Alessandro Sarracino , Marco Zannetti

We analyze prediction error in stochastic dynamical systems with memory, focusing on generalized Langevin equations (GLEs) formulated as stochastic Volterra equations. We establish that, under a strongly convex potential, trajectory…

Machine Learning · Statistics 2025-12-12 Quanjun Lang , Jianfeng Lu

We make an attempt to understanding convolutional neural network by exploring the relationship between (deep) convolutional neural networks and Volterra convolutions. We propose a novel approach to explain and study the overall…

Machine Learning · Computer Science 2025-11-12 Tenghui Li , Guoxu Zhou , Yuning Qiu , Qibin Zhao

Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…

Statistical Mechanics · Physics 2026-05-06 Jiming Zheng , Zhiyue Lu

We develop a data-driven framework for identifying non-Markovian dynamical equations of motion for open quantum systems. Starting from the Nakajima--Zwanzig formalism, we vectorize the reduced density matrix into a four-dimensional state…

Quantum Physics · Physics 2026-01-15 Jimmie Adriazola , Katarzyna Roszak

There have been increasing interests on the Volterra series identification with the kernel-based regularization method. The major difficulties are on the kernel design and efficiency of the corresponding implementation. In this paper, we…

Systems and Control · Electrical Eng. & Systems 2025-05-28 Yu Xu , Biqiang Mu , Tianshi Chen

The inference of causal relationships among observed variables is a pivotal, longstanding problem in the scientific community. An intuitive method for quantifying these causal links involves examining the response of one variable to…

Statistical Mechanics · Physics 2025-03-27 Gabriele Di Antonio , Gianni Valerio Vinci

The paper is a follow-up of the recently introduced kernel-based framework to identify nonlinear input-output systems regularized by desirable input-output incremental properties. Assuming that the system has fading memory, we propose to…

Systems and Control · Electrical Eng. & Systems 2025-11-14 Yongkang Huo , Thomas Chaffey , Rodolphe Sepulchre

We study the long-range correlations of heartbeat fluctuations with the method of diffusion entropy. We show that this method of analysis yields a scaling parameter $\delta$ that apparently conflicts with the direct evaluation of the…

Statistical Mechanics · Physics 2009-11-07 P. Allegrini , P. Grigolini , P. Hamilton , L. Palatella , G. Raffaelli

This paper applies the classical prediction error method (PEM) to the estimation of nonlinear discrete-time models of neuronal systems subject to input-additive noise. While the nonlinear system exhibits excitability, bifurcations, and…

Systems and Control · Electrical Eng. & Systems 2024-02-19 Thiago B. Burghi , Maarten Schoukens , Rodolphe Sepulchre

We study a fundamental instability mechanism in nonlinear, nonlocal dynamical systems arising from the interaction of long-range memory and stochastic regime switching. The dynamics are governed by network-coupled, operator-valued Volterra…

Statistics Theory · Mathematics 2026-05-04 Mauricio Herrera-Marín

This work considers the subdiffusion problem with non-positive memory, which not only arises from physical laws with memory, but could be transformed from sophisticated models such as subdiffusion or subdiffusive Fokker-Planck equation with…

Numerical Analysis · Mathematics 2025-05-09 Wenlin Qiu , Xiangcheng Zheng

Breakdown of time-reversal symmetry is a defining property of non-equilibrium systems, such as active matter, which is composed of units that consume energy. We employ a formalism that allows us to derive a class of identities associated…

Statistical Mechanics · Physics 2025-09-26 Martin Kjøllesdal Johnsrud , Ramin Golestanian

We derive some nonequilibrium identities such as the integral fluctuation theorem and the Jarzynski equality starting from a nonequilibrium state for dissipative classical systems. Thanks to the existence of the integral fluctuation theorem…

Statistical Mechanics · Physics 2013-09-13 Hisao Hayakawa , Michio Otsuki

In the context of neuroscience the elapsed-time model is an age-structured equation that describes the behavior of interconnected spiking neurons through the time since the last discharge, with many interesting dynamics depending on the…

Analysis of PDEs · Mathematics 2025-07-18 María J Cáceres , José A Cañizo , Nicolas Torres

The definition of memory in operational approaches to quantum non-Markovianity depends on the statistical properties of different sets of outcomes related to successive measurement processes performed over the system of interest. Using…

Quantum Physics · Physics 2021-01-26 Mariano Bonifacio , Adrián A. Budini

We present a numerical method to compute non-equilibrium memory kernels based on experimental data or molecular dynamics simulations. The procedure uses a recasting of the non-stationary generalized Langevin equation, in which we expand the…

Statistical Mechanics · Physics 2019-05-29 Hugues Meyer , Philipp Pelagejcev , Tanja Schilling

The article provides a unitary and complete solution to the fluctuation-dissipation relations for particle hydromechanics in a generic fluid, accounting for the hydrodynamic fluid-particle interactions (including arbitrary memory kernels in…

Statistical Mechanics · Physics 2024-12-30 Massimiliano Giona , Giuseppe Procopio , Chiara Pezzotti

Recurrent neural networks (RNNs) are brain-inspired models widely used in machine learning for analyzing sequential data. The present work is a contribution towards a deeper understanding of how RNNs process input signals using the response…

Machine Learning · Statistics 2021-02-15 Soon Hoe Lim

The irreversibility of trajectories in stochastic dynamical systems is linked to the structure of their causal representation in terms of Bayesian networks. We consider stochastic maps resulting from a time discretization with interval \tau…

Data Analysis, Statistics and Probability · Physics 2018-03-15 Andrea Auconi , Andrea Giansanti , Edda Klipp