An optimization principle for deriving nonequilibrium statistical models of Hamiltonian dynamics
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Abstract: A general method for deriving closed reduced models of Hamiltonian dynamical systems is developed using techniques from optimization and statistical estimation. As in standard projection operator methods, a set of resolved variables is selected to capture the slow, macroscopic behavior of the system, and the family of quasi-equilibrium probability densities on phase space corresponding to these resolved variables is employed as a statistical model. The macroscopic dynamics of the mean resolved variables is determined by optimizing over paths of these probability densities. Specifically, a cost function is introduced that quantifies the lack-of-fit of such paths to the underlying microscopic dynamics; it is an ensemble-averaged, squared-norm of the residual that results from submitting a path of trial densities to the Liouville equation. The evolution of the macrostate is estimated by minimizing the time integral of the cost function. The value function for this optimization satisfies the associated Hamilton-Jacobi equation, and it determines the optimal relation between the statistical parameters and the irreversible fluxes of the resolved variables, thereby closing the reduced dynamics. The resulting equations for the macroscopic variables have the generic form of governing equations for nonequilibrium thermodynamics, and they furnish a rational extension of the classical equations of linear irreversible thermodynamics beyond the near-equilibrium regime. In particular, the value function is a thermodynamic potential that extends the classical dissipation function and supplies the nonlinear relation between thermodynamics forces and fluxes.
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- A nonequilibrium statistical model of spectrally truncated Burgers-Hopf dynamics
- Extracting macroscopic dynamics: model problems and algorithms
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Cited in
(13)- A path integral formalism for non-equilibrium Hamiltonian statistical systems
- A hierarchy of Poisson brackets in non-equilibrium thermodynamics
- Coarse-graining two-dimensional turbulence via dynamical optimization
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- A new framework for extracting coarse-grained models from time series with multiscale structure
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- A nonequilibrium statistical model of spectrally truncated Burgers-Hopf dynamics
- Optimal response to non-equilibrium disturbances under truncated Burgers-Hopf dynamics
- Generalization of the dynamical lack-of-fit reduction from GENERIC to GENERIC
- Combinatorial optimization by simulating adiabatic bifurcations in nonlinear Hamiltonian systems
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