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In many time-dependent problems of practical interest the parameters and/or initial conditions entering the equations describing the evolution of the various quantities exhibit uncertainty. One way to address the problem of how this…

Numerical Analysis · Mathematics 2018-03-09 Jing Li , Panos Stinis

While model order reduction is a promising approach in dealing with multi-scale time-dependent systems that are too large or too expensive to simulate for long times, the resulting reduced order models can suffer from instabilities. We have…

Fluid Dynamics · Physics 2022-06-08 Jacob Price , Brek Meuris , Madelyn Shapiro , Panos Stinis

In a recent preprint (arXiv:1211.4285v1) we addressed the problem of constructing reduced models for time-dependent systems described by differential equations which involve uncertain parameters. In the current work, we focus on the…

Numerical Analysis · Mathematics 2013-01-01 Panagiotis Stinis

We present a novel way of constructing reduced models for systems of ordinary differential equations. The reduced models we construct depend on coefficients which measure the importance of the different terms appearing in the model and need…

Numerical Analysis · Mathematics 2016-01-20 Panagiotis Stinis

The well-known Mori-Zwanzig theory tells us that model reduction leads to memory effect. For a long time, modeling the memory effect accurately and efficiently has been an important but nearly impossible task in developing a good reduced…

Machine Learning · Computer Science 2018-08-14 Chao Ma , Jianchun Wang , Weinan E

In this work, we apply, for the first time to spatially inhomogeneous flows, a recently developed data-driven learning algorithm of Mori-Zwanzig (MZ) operators, which is based on a generalized Koopman's description of dynamical systems. The…

Understanding, predicting and controlling laminar-turbulent boundary-layer transition is crucial for the next generation aircraft design. However, in real flight experiments, or wind tunnel tests, often only sparse sensor measurements can…

We present a comparative study of two methods for the reduction of the dimensionality of a system of ordinary differential equations that exhibits time-scale separation. Both methods lead to a reduced system of stochastic differential…

Numerical Analysis · Mathematics 2009-11-11 Panagiotis Stinis

Standard projection-based model reduction for dynamical systems incurs closure error because it only accounts for instantaneous dependence on the resolved state. From the Mori-Zwanzig (MZ) perspective, projecting the full dynamics onto a…

Dynamical Systems · Mathematics 2026-01-13 Arjun Vijaywargiya , George Biros

We describe a paradigm for multiscale modeling that combines the Mori-Zwanzig (MZ) formalism of Statistical Mechanics with the Variational Multiscale (VMS) method. The MZ-VMS approach leverages both VMS scale-separation projectors as well…

Numerical Analysis · Mathematics 2017-12-29 Eric J. Parish , Karthik Duraisamy

Many complex engineering systems consist of multiple subsystems that are developed by different teams of engineers. To analyse, simulate and control such complex systems, accurate yet computationally efficient models are required. Modular…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Lars A. L. Janssen , Bart Besselink , Rob H. B. Fey , Nathan van de Wouw

Developing reduced-order models for turbulent flows, which contain dynamics over a wide range of scales, is an extremely challenging problem. In statistical mechanics, the Mori-Zwanzig (MZ) formalism provides a mathematically formal…

Fluid Dynamics · Physics 2021-12-22 Yifeng Tian , Yen Ting Lin , Marian Anghel , Daniel Livescu

In many time-dependent problems of practical interest the parameters entering the equations describing the evolution of the various quantities exhibit uncertainty. One way to address the problem of how this uncertainty impacts the solution…

Numerical Analysis · Mathematics 2012-11-20 Panagiotis Stinis

Recent research in non-intrusive data-driven model order reduction (MOR) enabled accurate and efficient approximation of parameterized ordinary differential equations (ODEs). However, previous studies have focused on constant parameters,…

Dynamical Systems · Mathematics 2021-10-27 Jonas Kneifl , Julian Hay , Jörg Fehr

We develop a new formulation of deep learning based on the Mori-Zwanzig (MZ) formalism of irreversible statistical mechanics. The new formulation is built upon the well-known duality between deep neural networks and discrete dynamical…

Machine Learning · Computer Science 2023-05-23 Daniele Venturi , Xiantao Li

In this paper we consider the problem of deriving approximate autonomous dynamics for a number of variables of a dynamical system, which are weakly coupled to the remaining variables. In a previous paper we have used the Ruelle response…

Statistical Mechanics · Physics 2015-06-11 Jeroen Wouters , Valerio Lucarini

The dynamics of Lagrangian particles in turbulence play a crucial role in mixing, transport, and dispersion in complex flows. Their trajectories exhibit highly non-trivial statistical behavior, motivating the development of surrogate models…

Reduced Order Models (ROMs) of complex, nonlinear dynamical systems often require closure, which is the process of representing the contribution of the unresolved physics on the resolved physics. The Mori-Zwanzig (M-Z) procedure allows one…

Numerical Analysis · Mathematics 2017-09-26 Ayoub Gouasmi , Eric Parish , Karthik Duraisamy

We introduce the Mori-Zwanzig Mode Decomposition (MZMD), a novel data-driven technique for efficient modal analysis of and reduced-order modeling of large-scale spatio-temporal dynamical systems. MZMD represents an extension of Dynamic Mode…

Fluid Dynamics · Physics 2025-05-09 Michael Woodward , Yen Ting Lin , Yifeng Tian , Christoph Hader , Hermann Fasel , Daniel Livescu

Complex dynamical systems are used for predictions in many domains. Because of computational costs, models are truncated, coarsened, or aggregated. As the neglected and unresolved terms become important, the utility of model predictions…

Machine Learning · Computer Science 2021-08-19 Abhinav Gupta , Pierre F. J. Lermusiaux
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