It depends on the type of chemical bonds that form the compound.
You are looking at three different types of energy input – thermal (heat), photolysis (light, radiation), and electrical. Electrolytic dissociation requires a compound that is ionic in character. It must have a driving force that is affected by electrical potentials. Examples are water, many minerals and salts.
Photolysis works by providing enough energy to break a bond between atoms. Such atoms may also be susceptible to thermal decomposition. Unique to photolysis is that the compound must be “transparent” to the required light wavelength, or the energy will not reach the intended bonds.
Thermal decomposition is really applicable to all compounds, as long as you have enough heat energy available to break the desired (or all) bonds in the compound. It is used as a useful analytical method in a Differential Scanning Calorimeter (DSC) where a temperature gradient is used to determine molecular structure by the heat adsorption different profiles given by different compounds as they are thermally decomposed.
Maybe more than you want to know about DSC here: