On the estimation of the Mori-Zwanzig memory integral
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Publication:4556643
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)
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 -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.
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Cited in
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- Coarse-graining of overdamped Langevin dynamics via the Mori-Zwanzig formalism
- Hypoellipticity and the Mori-Zwanzig formulation of stochastic differential equations
- 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
- Higher Order Mori–Zwanzig Models for the Euler Equations
- Sampling Low-Dimensional Markovian Dynamics for Preasymptotically Recovering Reduced Models from Data with Operator Inference
- Learning non-Markovian physics from data
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- Memory-based reduced modelling and data-based estimation of opinion spreading
- Unveiling the anatomy of mode-coupling theory
- 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
- Recurrent neural network closure of parametric POD-Galerkin reduced-order models based on the Mori-Zwanzig formalism
- Multi-level dynamical systems: connecting the Ruelle response theory and the Mori-Zwanzig approach
- Data-driven molecular modeling with the generalized Langevin equation
- \textit{A priori} estimation of memory effects in reduced-order models of nonlinear systems using the Mori-Zwanzig formalism
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