A comparative study of two stochastic mode reduction methods

DOI10.1016/J.PHYSD.2005.11.010MaRDI QIDQ2492255zbMATH OpenOpenAlexFDO

Authors Panagiotis Stinis

Publication date 9 June 2006

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0509028

zbMATH Keywords

multiple time scalessingular perturbationMori-Zwanzig formalismasymptotic mode reductio strategy

Mathematics Subject Classification ID

Singular perturbations for ordinary differential equations (34E15) Ordinary differential equations and systems with randomness (34F05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Multiple scale methods for ordinary differential equations (34E13)

Abstract: We present a comparative study of two methods for the reduction of the dimensionality of a system of ordinary differential equations that exhibits time-scale separation. Both methods lead to a reduced system of stochastic differential equations. The novel feature of these methods is that they allow the use, in the reduced system, of higher order terms in the resolved variables. The first method, proposed by Majda, Timofeyev and Vanden-Eijnden, is based on an asymptotic strategy developed by Kurtz. The second method is a short-memory approximation of the Mori-Zwanzig projection formalism of irreversible statistical mechanics, as proposed by Chorin, Hald and Kupferman. We present conditions under which the reduced models arising from the two methods should have similar predictive ability. We apply the two methods to test cases that satisfy these conditions. The form of the reduced models and the numerical simulations show that the two methods have similar predictive ability as expected.

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Cited in

(12)

• Generalized Langevin equations for systems with local interactions
• Stochastic model reduction for slow-fast systems with moderate time scale separation
• Faber approximation of the Mori-Zwanzig equation
• Data-driven non-Markovian closure models
• Transitions in stochastic non-equilibrium systems: efficient reduction and analysis
• Effective Mori-Zwanzig equation for the reduced-order modeling of stochastic systems
• Model reduction of Brownian oscillators: quantification of errors and long-time behavior
• Empirical evaluated SDE modelling for dimensionality-reduced systems and its predictability estimates
• On the estimation of the Mori-Zwanzig memory integral
• Dimension reduction for systems with slow relaxation. In memory of Leo P. Kadanoff
• Model reduction in stochastic environments
• A priori tests of a stochastic mode reduction strategy

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