Estimating the uncertainty in underresolved nonlinear dynamics
Numerical Analysis
2013-06-14 v1
Abstract
The Mori-Zwanzig formalism of statistical mechanics is used to estimate the uncertainty caused by underresolution in the solution of a nonlinear dynamical system. A general approach is outlined and applied to a simple example. The noise term that describes the uncertainty turns out to be neither Markovian nor Gaussian. It is argued that this is the general situation.
Cite
@article{arxiv.1306.2981,
title = {Estimating the uncertainty in underresolved nonlinear dynamics},
author = {Alexandre J. Chorin and Ole H. Hald},
journal= {arXiv preprint arXiv:1306.2981},
year = {2013}
}
Comments
18 pages, 5 figures