English

Response Theory via Generative Score Modeling

Data Analysis, Statistics and Probability 2024-11-11 v3 Machine Learning

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 (GFDT). 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.

Keywords

Cite

@article{arxiv.2402.01029,
  title  = {Response Theory via Generative Score Modeling},
  author = {Ludovico Theo Giorgini and Katherine Deck and Tobias Bischoff and Andre Souza},
  journal= {arXiv preprint arXiv:2402.01029},
  year   = {2024}
}

Comments

In press. Includes supplementary material in the file supp_material.pdf

R2 v1 2026-06-28T14:35:16.130Z