No-propagate algorithm for linear responses of random chaotic systems

08/15/2023
by   Angxiu Ni, et al.
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We develop the no-propagate algorithm for sampling the linear response of random dynamical systems, which are non-uniform hyperbolic deterministic systems perturbed by noise with smooth density. We first derive a Monte-Carlo type formula and then the algorithm, which is different from the ensemble (stochastic gradient) algorithms, finite-element algorithms, and fast-response algorithms; it does not involve the propagation of vectors or covectors, and only the density of the noise is differentiated, so the formula is not cursed by gradient explosion, dimensionality, or non-hyperbolicity. We demonstrate our algorithm on a tent map perturbed by noise and a chaotic neural network with 51 layers × 9 neurons. By itself, this algorithm approximates the linear response of non-hyperbolic deterministic systems, with an additional error proportional to the noise. We also discuss the potential of using this algorithm as a part of a bigger algorithm with smaller error.

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