| Abstract: |
| We propose an efficient sensitivity analysis framework for a broad class of interacting particle systems driven by colored noise. The method relies on unperturbed simulations and substantially extends the Malliavin weight sampling approach introduced by Szamel for systems driven by Ornstein--Uhlenbeck noise. It enables the computation of sensitivity indices, including linear response functions, in settings with general colored noise. We show that these sensitivities depend not only on effective quantities such as the noise variance and correlation time, but also explicitly on the full noise spectrum. For a single particle in a harmonic potential, we derive exact analytical expressions for two classes of linear response functions. We then apply the method to a many-particle system interacting through a repulsive screened Coulomb potential, where we compute transport properties such as mobility and effective temperature. Our results demonstrate that dynamical behavior depends on the spectral properties of the driving noise in a nontrivial manner. |
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