Sensitivity analysis of colored-noise-driven interacting particle systems

被引:0
|
作者
Garnier, Josselin [1 ]
Ip, Harry L. F. [2 ]
Mertz, Laurent [2 ]
机构
[1] Inst Polytech Paris, Ecole Polytech, Ctr Math Appl, F-91120 Palaiseau, France
[2] City Univ Hong Kong, Dept Math, Kowloon, Hong Kong, Peoples R China
关键词
Compendex;
D O I
10.1103/PhysRevE.110.044119
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We propose an efficient sensitivity analysis method for a wide class of colored-noise-driven interacting particle systems (IPSs). Our method is based on unperturbed simulations and significantly extends the Malliavin weight sampling method proposed by Szamel [Europhys. Lett. 117, 50010 (2017)] for evaluating sensitivities such as linear response functions of IPSs driven by simple Ornstein-Uhlenbeck processes. We show that the sensitivity index depends not only on two effective parameters that characterize the variance and correlation time of the noise, but also on the noise spectrum. In the case of a single particle in a harmonic potential, we obtain exact analytical formulas for two types of linear response functions. By applying our method to a system of many particles interacting via a repulsive screened Coulomb potential, we compute the mobility and effective temperature of the system. Our results show that the system dynamics depend, in a nontrivial way, on the noise spectrum.
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页数:21
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