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

asymptotic mode reductio strategyMori-Zwanzig formalismmultiple time scalessingular perturbation

Mathematics Subject Classification ID

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

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.

Review text

The paper provides a comparison of two methods for the reduction of the dimension of systems of nonlinear ordinary differential equations which exhibit two time-scale behaviour. One method, called asymptotic mode reduction strategy and proposed by Majda, Timofeyev and Vanden-Eijnden, consists in replacing the nonlinear self-interaction by a singularly perturbed stochastic term and using Kurtz's asymptotic theorem to arrive at an approximating equation describing the evolution of slow (resolved) variables. The other method is based on the Mori-Zwanzig projection formalism and the short-memory approximation arising from it. The author discusses the role of the specific projection operators used in both methods and notes that both methods lead to similar predictions provided the fast dynamics can be properly represented by a stochastic operator. Finally, the two methods are applied to some models and the earlier discussion is illustrated by numerical results.

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Cited in

(14)

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• Data-driven non-Markovian closure models
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