Title:Linear response theory for SDEs: principles and applications
Speaker:He Zhang（Peking University）
Time:Monday, April 24, 2023, 10:30-11:30
Location:Mingde Building B201-1
Abstract: Linear response theory (LRT) constitutes a cornerstone of statistical mechanics. After being developed in the 1960s for thermostatted Hamiltonian systems, applications now include modern research areas such as climate science. LRT allows one to estimate the change of expectation values caused by a perturbation based on the correlation function of the unperturbed system. First, we will review the formulation of LRT under the SDE setup and show how it relates to correlation functions. Then, as for the application, we will consider the parameter estimation problems for Ito diffusions. I will explore how to use LRT as a guideline for choosing the appropriate statistics in the parameter inference, including the corresponding numerical methods and experiments.
