DOE PAGES title logo U.S. Department of Energy
Office of Scientific and Technical Information

Title: Computing Nonequilibrium Responses with Score-Shifted Stochastic Differential Equations

Journal Article · · Physical Review Letters

Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic dynamics. For nonequilibrium systems, perturbations cannot be interpreted simply by monitoring fluctuations in a conjugate observable and general response results rely on path ensemble averaging. Furthermore, these techniques do not apply to perturbations that affect the diffusion tensor in a stochastic system. Here, we introduce an “effective” physical process that represents the diffusion perturbed dynamics and enables accurate calculations of responses to a change in the diffusion. Interestingly, the effective dynamics contain an additional drift involving the instantaneous “score” of the system, and we leverage score matching algorithms to carry out nonequilibrium response calculations on systems for which the exact stationary distribution is unknown.

Research Organization:
Stanford University, CA (United States)
Sponsoring Organization:
USDOE Office of Science (SC), Basic Energy Sciences (BES)
Grant/Contract Number:
SC0022917
OSTI ID:
2526584
Journal Information:
Physical Review Letters, Journal Name: Physical Review Letters Journal Issue: 9 Vol. 134; ISSN 0031-9007
Publisher:
American Physical Society (APS)Copyright Statement
Country of Publication:
United States
Language:
English

References (30)

Stochastic Processes and Applications book January 2014
Stochastic Differential Equations book January 2003
Statistical Physics II book January 1991
Nonlinear generalized Langevin equations journal November 1973
Applications of Malliavin calculus to Monte Carlo methods in finance journal August 1999
Fluctuation–dissipation: Response theory in statistical physics journal June 2008
Temperature in and out of equilibrium: A review of concepts, tools and attempts journal November 2017
Theory of Nonequilibrium Free Energy Transduction by Molecular Machines journal August 2019
Array programming with NumPy journal September 2020
SciPy 1.0: fundamental algorithms for scientific computing in Python journal February 2020
Off equilibrium dynamics and aging in unfrustrated systems journal November 1994
On the fluctuation-dissipation relation in non-equilibrium and non-Hamiltonian systems journal August 2019
Probing the theoretical and computational limits of dissipative design journal November 2021
Deep learning probability flows and entropy production rates in active matter journal June 2024
The Pricing of Options and Corporate Liabilities journal May 1973
The fluctuation-dissipation theorem journal January 1966
An update on the nonequilibrium linear response journal January 2013
Fluctuation dissipation relations far from equilibrium journal July 2007
Reciprocal Relations in Irreversible Processes. I. journal February 1931
Nonlinear response and fluctuation-dissipation relations journal October 2008
Fluctuation-response relations for nonequilibrium diffusions with memory journal February 2013
Malliavin Weight Sampling for Computing Sensitivity Coefficients in Brownian Dynamics Simulations journal December 2012
Information Engine in a Nonequilibrium Bath journal August 2023
Nonequilibrium Green-Kubo relations for hydrodynamic transport from an equilibrium-like fluctuation-response equality journal December 2021
Thermodynamics of Micro- and Nano-Systems Driven by Periodic Temperature Variations journal August 2015
Active Particles in Complex and Crowded Environments journal November 2016
Dynamic interactions between a membrane binding protein and lipids induce fluctuating diffusivity journal January 2017
Numerical Solution of Polymer Self-Consistent Field Theory journal January 2004
Thermal response in driven diffusive systems journal November 2014
Temperature response in nonequilibrium stochastic systems journal January 2016