arXiv subjects

Niccolò Zagli

Publications and source records attributed to Niccolò Zagli.

11 recordsLinked to original sources

arXiv2026

Kolmogorov Modes and Linear Response of Jump-Diffusion Models

We present a generalized linear response theory for mixed jump-diffusion models -- combining Gaussian and Lévy noise interacting with nonlinear dynamics -- by deriving comprehensive response formulas accounting for perturbations to both the drift term and the jumps law. This class of models is particularly relevant for parameterizing the effects of unresolved scales in complex systems. Our formulas thus quantify uncertainties in parameterized components (e.g., jump laws) or measure dynamical changes due to drift term perturbations (e.g., parameter variations). By generalizing the concepts of Kolmogorov operators and Green's functions, we obtain new forms of fluctuation-dissipation relations. The resulting response is decomposed into contributions from the eigenmodes of the Kolmogorov operator, revealing the intimate relationship between a system's natural and forced variability. We demonstrate the theory's predictive power with two distinct climate-centric applications. First, we apply our framework to a paradigmatic ENSO model subject to state-dependent jumps and additive white noise, showing how the theory accurately predicts the system's response to perturbations and how Kolmogorov modes can be used to diagnose its complex time variability. In a second, more challenging application, we use our linear response theory to perform accurate climate change projections in the Ghil-Sellers energy balance climate model, a spatially-extended model forced by a spatio-temporal $α$-stable process. This work provides a comprehensive approach to climate modeling and prediction that enriches Hasselmann's program, with implications for understanding climate sensitivity, detection and attribution of climate change, and assessing climate tipping points. Our results may find applications beyond climate, and are relevant for epidemiology, biology, finance, and quantitative social sciences.

nlin.CD↗

arXiv2025

Phase transitions for interacting particle systems on random graphs

In this paper, we study weakly interacting diffusion processes on random graphs. Our main focus is on the properties of the mean-field limit and, in particular, on the nonuniqueness and bifurcation structure of stationary states. By extending classical bifurcation analysis to include multichromatic interaction potentials and random graph structures, we explicitly identify bifurcation points and relate them to the spectral properties of the graphon integral operator. In addition, we develop a self-consistency formulation of stationary states that recovers the primary critical threshold and reveals secondary bifurcations along non-uniform branches. Furthermore, we characterize the resulting McKean-Vlasov PDE as a gradient flow with respect to a suitable metric. In addition, we provide strong evidence that (minus) the interaction energy of the interacting particle system serves as a natural order parameter. In particular, beyond the transition point and for multichromatic interactions, we observe an energy cascade that is strongly linked to dynamical metastability.

math.DS↗

arXiv2025

A General Framework for Linking Free and Forced Fluctuations via Koopmanism

The link between forced and free fluctuations for nonequilibrium systems can be described via a generalized version of the celebrated fluctuation-dissipation theorem. The use of the formalism of the Koopman operator makes it possible to deliver an intepretable form of the response operators written as a sum of exponentially decaying terms, each associated one-to-one with a mode of natural variability of the system. Here we showcase on a stochastically forced version of the celebrated Lorenz '63 model the feasibility and skill of such an approach by considering different Koopman dictionaries, which allows us to treat also seamlessly coarse-graining approaches like the Ulam method. Our findings provide support for the development of response theory-based investigation methods also in an equation-agnostic, data-driven environment.

cond-mat.stat-mech↗

arXiv2025

Bridging the Gap between Koopmanism and Response Theory: Using Natural Variability to Predict Forced Response

The fluctuation-dissipation theorem is a cornerstone result in statistical mechanics that can be used to translate the statistics of the free natural variability of a system into information on its forced response to perturbations. By combining this viewpoint on response theory with the key ingredients of Koopmanism, it is possible to deconstruct virtually any response operator into a sum of terms, each associated with a specific mode of natural variability of the system. This dramatically improves the interpretability of the resulting response formulas. We show here on three simple yet mathematically meaningful examples how to use the Extended Dynamical Mode Decomposition (EDMD) algorithm on an individual trajectory of the system to compute with high accuracy correlation functions as well as Green functions associated with acting forcings. This demonstrates the great potential of using Koopman analysis for the key problem of evaluating and testing the sensitivity of a complex system.

cond-mat.stat-mech↗

arXiv2024

Resolving the kinetics of an ensemble of muscle myosin motors via a temperature-dependent fitting procedure

A data fitting procedure is devised and thoroughly tested to provide self-consistent estimates of the relevant mechanokinetic parameters involved in a plausible scheme underpinning the output of an ensemble of myosin II molecular motors mimicking the muscle contraction. The method builds on a stochastic model accounting for the force exerted by the motor ensemble operated both in the low and high force-generating regimes corresponding to different temperature ranges. The proposed interpretative framework is successfully challenged against simulated data, meant to mimic the experimental output of a unidimensional synthetic nanomachine powered by pure muscle myosin isoforms.

cond-mat.stat-mech↗

arXiv2023

Response Theory Identifies Reaction Coordinates and Explains Critical Phenomena in Noisy Interacting Systems

We consider a class of nonequilibrium systems of interacting agents with pairwise interactions and quenched disorder in the dynamics featuring, in the thermodynamic limit, phase transitions. We provide conditions on the microscopic structure of interactions among the agents that lead to a dimension reduction of the system in terms of a finite number of reaction coordinates. Such reaction coordinates prove to be proper nonequilibrium thermodynamic variables as they carry information on correlation, memory and resilience properties of the system. Phase transitions can be identified and quantitatively characterised as singularities of the complex valued susceptibility functions associated to the reaction coordinates. We provide analytical and numerical evidence of how the singularities affect the physical properties of finite size systems.

cond-mat.stat-mech↗

arXiv2023

Dimension reduction of noisy interacting systems

We consider a class of models describing an ensemble of identical interacting agents subject to multiplicative noise. In the thermodynamic limit, these systems exhibit continuous and discontinuous phase transitions in a, generally, nonequilibrium setting. We provide a systematic dimension reduction methodology for constructing low dimensional, reduced-order dynamics based on the cumulants of the probability distribution of the infinite system. We show that the low dimensional dynamics returns the correct diagnostic properties since it produces a quantitatively accurate representation of the stationary phase diagram of the system that we compare with exact analytical results and numerical simulations. Moreover, we prove that the reduced order dynamics yields also the prognostic, i.e., time dependent properties, as it provides the correct response of the system to external perturbations. On the one hand, this validates the use of our complexity reduction methodology since it retains information not only of the invariant measure of the system but also of the transition probabilities and time dependent correlation properties of the stochastic dynamics. On the other hand, the breakdown of linear response properties is a key signature of the occurrence of a phase transition. We show that the reduced response operators capture the correct diverging resonant behaviour by quantitatively assessing the singular nature of the susceptibility of the system and the appearance of a pole for real value of frequencies. Hence, this methodology can be interpreted as a low dimensional, reduced order approach to the investigation and detection of critical phenomena in high dimensional interacting systems in settings where order parameters are not known.

cond-mat.stat-mech↗

arXiv2020

Response Theory and Phase Transitions for the Thermodynamic Limit of Interacting Identical Systems

We study the response to perturbations in the thermodynamic limit of a network of coupled identical agents undergoing a stochastic evolution which, in general, describes non-equilibrium conditions. All systems are nudged towards the common centre of mass. We derive Kramers-Kronig relations and sum rules for the linear susceptibilities obtained through mean field Fokker-Planck equations and then propose corrections relevant for the macroscopic case, which incorporates in a self-consistent way the effect of the mutual interaction between the systems. Such an interaction creates a memory effect. We are able to derive conditions determining the occurrence of phase transitions specifically due to system-to-system interactions. Such phase transitions exist in the thermodynamic limit and are associated with the divergence of the linear response but are not accompanied by the divergence in the integrated autocorrelation time for a suitably defined observable. We clarify that such endogenous phase transitions are fundamentally different from other pathologies in the linear response that can be framed in the context of critical transitions. Finally, we show how our results can elucidate the properties of the Desai-Zwanzig model and of the Bonilla-Casado-Morillo model, which feature paradigmatic equilibrium and non-equilibrium phase transitions, respectively.

cond-mat.stat-mech↗

arXiv2019

Resilience for stochastic systems interacting via a quasi-degenerate network

A stochastic reaction-diffusion model is studied on a networked support. In each patch of the network two species are assumed to interact following a non-normal reaction scheme. When the interaction unit is replicated on a directed linear lattice, noise gets amplified via a self-consistent process which we trace back to the degenerate spectrum of the embedding support. The same phenomenon holds when the system is bound to explore a quasi degenerate network. In this case, the eigenvalues of the Laplacian operator, which governs species diffusion, accumulate over a limited portion of the complex plane. The larger the network, the more pronounced the amplification. Beyond a critical network size, a system deemed deterministically stable, hence resilient, may turn unstable, yielding seemingly regular patterns in the concentration amount. Non-normality and quasi-degenerate networks may therefore amplify the inherent stochasticity, and so contribute to altering the perception of resilience, as quantified via conventional deterministic methods.

cond-mat.dis-nn↗

arXiv2018

Non normal amplification of stochastic quasi-cycles

Stochastic quasi-cycles for a two species model of the excitatory-inhibitory type, arranged on a triangular loop, are studied. By increasing the strength of the inter-nodes coupling, one moves the system towards the Hopf bifurcation and the amplitude of the stochastic oscillations are consequently magnified. When the system is instead constrained to evolve on specific manifolds, selected so as to return a constant rate of deterministic damping for the perturbations, the observed amplification correlates with the degree of non normal reactivity, here quantified by the numerical abscissa. The thermodynamics of the reactive loop is also investigated and the degree of inherent reactivity shown to facilitate the out-of-equilibrium exploration of the available phase space.

cond-mat.stat-mech↗

arXiv2017

Noise driven neuromorphic tuned amplifier

Living systems implement and execute an extraordinary plethora of computational tasks. The inherent degree of large scale coordination emerges as a global property, from the intricate sea of microscopic interactions. The brain, with its structural and functional architecture, represents an emblematic example of hierarchic self-organization: elementary units, the neurons, act much like instruments of an orchestra, which combine diverse timbres to create harmonious symphonies. Neurons come indeed in different types, varying in shapes, connections and electrical properties. They all team up to process external stimuli from a number of sources and integrate the information to yield, from neurons to mind, different cognitive faculties. Identifying the coarse grained modules that exert, from bottom to up, pivotal neuronal functions constitutes a goal of paramount importance. On the other hand, the brain and its unraveled secrets could inspire novel biomimetics technologies to adaptively handle complex problems. Here, we investigate the intertwined stochastic dynamics of two populations of excitatory and inhibitory units, arranged in a directed lattice. The endogenous noise seeds a coherent amplification across the chain generating giant oscillations with tunable frequencies, a process that the brain could exploit to enhance, and eventually encode, different signals. The system works as an out-equilibrium thermal device under stationary operating conditions, the associated entropy production rate being analytically quantified. The same scheme could be invoked to design a novel family of manmade detectors capable of reacting to spatially distributed low intensity alerts.

cond-mat.dis-nn↗