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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

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 general numerical approach for constructing governing equations for unknown dynamical systems when only data on a subset of the state variables are available. The unknown equations for these observed variables are thus a…

Machine Learning · Statistics 2020-04-21 Xiaohan Fu , Lo-Bin Chang , Dongbin Xiu

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

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 examine the challenging problem of constructing reduced models for the long time prediction of systems where there is no timescale separation between the resolved and unresolved variables. In previous work we focused on the case where…

Numerical Analysis · Mathematics 2017-07-10 Jacob Price , Panos Stinis

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…

Numerical Analysis · Mathematics 2018-10-17 Yuanran Zhu , Jason M. Dominy , Daniele Venturi

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

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…

A new technique to derive delay models from systems of partial differential equations, based on the Mori-Zwanzig formalism, is used to derive a delay difference equation model for the Atlantic Multidecadal Oscillation. The Mori-Zwanzig…

Dynamical Systems · Mathematics 2021-03-17 Swinda K. J. Falkena , Courtney Quinn , Jan Sieber , Henk A. Dijkstra

Energy transport equations are derived directly from full molecular dynamics models as coarse-grained description. With the local energy chosen as the coarse-grained variables, we apply the Mori-Zwanzig formalism to derive a reduced model,…

Statistical Mechanics · Physics 2017-09-19 Weiqi Chu , Xiantao Li

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

We present a novel way of deciding when and where to refine a mesh in probability space in order to facilitate the uncertainty quantification in the presence of discontinuities in random space. A discontinuity in random space makes the…

Numerical Analysis · Mathematics 2015-06-18 Jing Li , Panagiotis Stinis

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

The Dynamic Mode Decomposition has proved to be a very efficient technique to study dynamic data. This is entirely a data-driven approach that extracts all necessary information from data snapshots which are commonly supposed to be sampled…

Numerical Analysis · Mathematics 2023-02-01 Aleksandr Katrutsa , Sergey Utyuzhnikov , Ivan Oseledets

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…

Mathematical Physics · Physics 2021-06-21 Yuanran Zhu , Huan Lei

In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations…

Atmospheric and Oceanic Physics · Physics 2016-12-23 Georg A. Gottwald , Daan T. Crommelin , Christian L. E. Franzke

We present a formalism that explicitly unifies the commonly used Nakajima-Zwanzig approach for reduced density matrix dynamics with the more versatile Mori theory in the context of nonequilibrium dynamics. Employing a Dyson-type expansion…

Chemical Physics · Physics 2016-05-25 Andrés Montoya-Castillo , David. R. Reichman

Propagating uncertainties introduced by chemical reaction rate parameters to high-fidelity numerical simulations of complex combustion devices is necessary to ascertain impact on computational predictions. However, the high cost of detailed…

Computational Physics · Physics 2026-03-12 Vansh Sharma , Shuzhi Zhang , Rahul Jain , Venkat Raman
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