Effective Mori-Zwanzig equation for the reduced-order modeling of stochastic systems

DOI10.3934/DCDSS.2021096zbMATH Open1484.65020arXiv2102.01377OpenAlexW3197283585MaRDI QIDQ2129159FDOQ2129159

Yuanran Zhu, Huan Lei

Publication date: 22 April 2022

Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Abstract: Built upon the hypoelliptic analysis of the effective Mori-Zwanzig (EMZ) equation for observables of stochastic dynamical systems, we show that the obtained semigroup estimates for the EMZ equation can be used to drive prior estimates of the observable statistics for system in the equilibrium and non-equilibrium state. In addition, we introduce both first-principle and data-driven methods to approximate the EMZ memory kernel, and prove the convergence of the data-driven parametrization schemes using the regularity estimate of the memory kernel. The analysis results are validated numerically via the Monte-Carlo simulation of the Langevin dynamics for a Fermi-Pasta-Ulam chain model. With the same example, we also show the effectiveness of the proposed memory kernel approximation methods.

Full work available at URL: https://arxiv.org/abs/2102.01377

Recommendations

• Hypoellipticity and the Mori-Zwanzig formulation of stochastic differential equations
• A comparative study of two stochastic mode reduction methods
• \textit{A priori} estimation of memory effects in reduced-order models of nonlinear systems using the Mori-Zwanzig formalism
• On the estimation of the Mori-Zwanzig memory integral
• Model reduction with memory and the machine learning of dynamical systems

zbMATH Keywords

stochastic differential equationreduced-order modelingMori-Zwanzig equation

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Hypoelliptic estimates and spectral theory for Fokker-Planck operators and Witten Laplacians
• Title not available (Why is that?)
• The Fokker-Planck equation. Methods of solution and applications.
• Transport, Collective Motion, and Brownian Motion
• Isotropic hypoelliptic and trend to equilibrium for the Fokker-Planck equation with a high-degree potential
• Non-equilibrium statistical mechanics of strongly anharmonic chains of oscillators.
• Stochastic Processes and Applications
• Optimal prediction and the Mori–Zwanzig representation of irreversible processes
• Memory Effects in Irreversible Thermodynamics
• A computable evolution equation for the joint response-excitation probability density function of stochastic dynamical systems
• Non-equilibrium statistical mechanics of anharmonic chains coupled to two heat baths at different temperatures
• Spectral properties of hypoelliptic operators
• Existence proof for orthogonal dynamics and the Mori-Zwanzig formalism
• Data-driven parameterization of the generalized Langevin equation
• Convolutionless Nakajima–Zwanzig equations for stochastic analysis in nonlinear dynamical systems
• Data-based stochastic model reduction for the Kuramoto-Sivashinsky equation
• A dynamic subgrid scale model for large eddy simulations based on the Mori-Zwanzig formalism
• On the estimation of the Mori-Zwanzig memory integral
• Stochastic Optimal Prediction for the Kuramoto--Sivashinsky Equation
• Contraction of state variables in nonequilibrium open systems. II.
• Duality and conditional expectations in the Nakajima-Mori-Zwanzig formulation
• The Mori-Zwanzig formalism for the derivation of a fluctuating heat conduction model from molecular dynamics
• Generalized Langevin equations for systems with local interactions
• Faber approximation of the Mori-Zwanzig equation
• Data-driven model reduction, Wiener projections, and the Koopman-Mori-Zwanzig formalism
• Data-driven molecular modeling with the generalized Langevin equation
• 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

Cited In (4)

• Learning stochastic dynamics with statistics-informed neural network
• NySALT: Nyström-type inference-based schemes adaptive to large time-stepping
• Mobility, response and transport in non-equilibrium coarse-grained models
• Renormalized Mori–Zwanzig-reduced models for systems without scale separation

This page was built for publication: Effective Mori-Zwanzig equation for the reduced-order modeling of stochastic systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2129159)