Faber approximation of the Mori-Zwanzig equation

DOI10.1016/J.JCP.2018.06.047zbMATH Open1415.37074arXiv1708.03806OpenAlexW2963894861MaRDI QIDQ2000458FDOQ2000458

Yuanran Zhu, D. Venturi

Publication date: 28 June 2019

Published in: Journal of Computational Physics (Search for Journal in Brave)

Abstract: We develop a new effective approximation of the Mori-Zwanzig equation based on operator series expansions of the orthogonal dynamics propagator. In particular, we study the Faber series, which yields asymptotically optimal approximations converging at least $R$-superlinearly with the polynomial order for linear dynamical systems. We provide a through theoretical analysis of the new method and present numerical applications to random wave propagation and harmonic chains of oscillators interacting on the Bethe lattice and on graphs with arbitrary topology.

Full work available at URL: https://arxiv.org/abs/1708.03806

zbMATH Keywords

dimensional reductionrandom wavesstochastic dynamical systemsgeneralized Langevin equation

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Dynamical systems involving smooth mappings and diffeomorphisms (37C05) Generation, random and stochastic difference and differential equations (37H10) Linear operator approximation theory (47A58)

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Cited In (14)

• Generalized Langevin equations for systems with local interactions
• Data-driven closures for stochastic dynamical systems
• Effective Mori-Zwanzig equation for the reduced-order modeling of stochastic systems
• Learning non-Markovian physics from data
• The Mori-Zwanzig formulation of deep learning
• Unveiling the anatomy of mode-coupling theory
• Variational multiscale closures for finite element discretizations using the Mori-Zwanzig approach
• On the estimation of the Mori-Zwanzig memory integral
• Kernel-based prediction of non-Markovian time series
• Derivation of delay equation climate models using the Mori-Zwanzig formalism
• Coarse-Graining of Overdamped Langevin Dynamics via the Mori--Zwanzig Formalism
• Hypoellipticity and the Mori–Zwanzig formulation of stochastic differential equations
• Data-driven molecular modeling with the generalized Langevin equation
• Nonlinear Constitutive Models for Nano-Scale Heat Conduction

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