On the estimation of the Mori-Zwanzig memory integral

DOI10.1063/1.5003467zbMATH Open1402.60044arXiv1708.02235OpenAlexW3098203661WikidataQ129205634 ScholiaQ129205634MaRDI QIDQ4556643FDOQ4556643

D. Venturi, Jason Dominy, Yuanran Zhu

Publication date: 16 November 2018

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

Abstract: We develop rigorous estimates and provably convergent approximations for the memory integral in the Mori-Zwanzig (MZ) formulation. The new theory is built upon rigorous mathematical foundations and is presented for both state-space and probability density function space formulations of the MZ equation. In particular, we derive errors bounds and sufficient convergence conditions for short-memory approximations, the $t$-model, and hierarchical (finite-memory) approximations. In addition, we derive computable upper bounds for the MZ memory integral, which allow us to estimate (a priori) the contribution of the MZ memory to the dynamics. Numerical examples demonstrating convergence of the proposed algorithms are presented for linear and nonlinear dynamical systems evolving from random initial states.

Full work available at URL: https://arxiv.org/abs/1708.02235

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Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Memory and learning in psychology (91E40) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05) Transport processes in time-dependent statistical mechanics (82C70)

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Cited In (21)

• Generalized Langevin equations for systems with local interactions
• Data-driven closures for stochastic dynamical systems
• Faber approximation of the Mori-Zwanzig equation
• Transitions in stochastic non-equilibrium systems: efficient reduction and analysis
• Effective Mori-Zwanzig equation for the reduced-order modeling of stochastic systems
• Incorporating physical constraints in a deep probabilistic machine learning framework for coarse-graining dynamical systems
• Sampling Low-Dimensional Markovian Dynamics for Preasymptotically Recovering Reduced Models from Data with Operator Inference
• Learning non-Markovian physics from data
• The Mori-Zwanzig formulation of deep learning
• Unveiling the anatomy of mode-coupling theory
• Memory-based reduced modelling and data-based estimation of opinion spreading
• A framework for machine learning of model error in dynamical systems
• Derivation of the Closed-Form Solution to the Mori Formula
• Dynamical Properties of Coarse-Grained Linear SDEs
• A systematic analysis of the memory term in coarse-grained models: the case of the Markovian approximation
• Derivation of delay equation climate models using the Mori-Zwanzig formalism
• Coarse-Graining of Overdamped Langevin Dynamics via the Mori--Zwanzig Formalism
• Recurrent neural network closure of parametric POD-Galerkin reduced-order models based on 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

Uses Software

• Eigtool

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