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We develop a thorough mathematical analysis of the effective Mori-Zwanzig (EMZ) equation governing the dynamics of noise-averaged observables in stochastic differential equations driven by multiplicative Gaussian white noise. Building upon…

Mathematical Physics · Physics 2021-10-27 Yuanran Zhu , Daniele Venturi

A theoretical framework which unifies the conventional Mori-Zwanzig formalism and the approximate Koopman learning is presented. In this framework, the Mori-Zwanzig formalism, developed in statistical mechanics to tackle the hard problem of…

Statistical Mechanics · Physics 2021-07-27 Yen Ting Lin , Yifeng Tian , Marian Anghel , Daniel Livescu

The Mori-Zwanzig projection operator formalism is a powerful method for the derivation of mesoscopic and macroscopic theories based on known microscopic equations of motion. It has applications in a large number of areas including fluid…

Statistical Mechanics · Physics 2019-06-26 Michael te Vrugt , Raphael Wittkowski

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…

In statistical physics, the Nakajima-Mori-Zwanzig projection operator formalism is used to derive an integro-differential equation for observables in a Hilbert space, the generalized Langevin equation (GLE). This technique relies on the…

Mathematical Physics · Physics 2026-04-27 Christoph Widder , Johannes Zimmer , Tanja Schilling

We study quantitative large-time averages for Hamilton--Jacobi equations in a dynamic random environment that is stationary ergodic and has unit-range dependence in time. Our motivation comes from stochastic growth models related to the…

Analysis of PDEs · Mathematics 2026-05-22 Xiaoqin Guo , Wenjia Jing , Hung Vinh Tran , Yuming Paul Zhang

We analyze infinite-dimensional non-linear degenerate stochastic differential equations with multiplicative noise. First, essential m-dissipativity of their associated Kolmogorov backward generators on $L^2(\mu^{\Phi})$ defined on smooth…

Probability · Mathematics 2023-06-26 Alexander Bertram , Benedikt Eisenhuth , Martin Grothaus

Based on the hypocoercivity approach due to Villani \cite{Villani}, Dolbeault, Mouhot and Schmeiser \cite{DMS} established a new and simple framework to investigate directly the $L^2$-exponential convergence to the equilibrium for the…

Probability · Mathematics 2024-01-17 Bao Jianhai , Wang Jian

The Koopman operator presents an attractive approach to achieve global linearization of nonlinear systems, making it a valuable method for simplifying the understanding of complex dynamics. While data-driven methodologies have exhibited…

Machine Learning · Computer Science 2025-05-08 Priyam Gupta , Peter J. Schmid , Denis Sipp , Taraneh Sayadi , Georgios Rigas

This paper is concerned with the ergodicity for stochastic 2D fractional magneto-hydrodynamic equations on the two-dimensional torus driven by a highly degenerate pure jump L\'{e}vy noise. We focus on the challenging case where the noise…

Probability · Mathematics 2025-05-01 Xue Wang , Jiangwei Zhang , Jianhua Huang

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 study stability, long-time behavior and moment estimates for stochastic evolution equations with additive Wiener noise and with singular drift given by a divergence type quasilinear diffusion operator which may not necessarily exhibit a…

Analysis of PDEs · Mathematics 2023-09-28 Florian Seib , Wilhelm Stannat , Jonas M. Tölle

The Mori-Zwanzig projection operator formalism is one of the central tools of nonequilibrium statistical mechanics, allowing to derive macroscopic equations of motion from the microscopic dynamics through a systematic coarse-graining…

Statistical Mechanics · Physics 2020-06-18 Michael te Vrugt , Raphael Wittkowski

We study a stochastic complex Ginzburg--Landau (CGL) equation driven by a smooth noise in space and we establish exponential convergence of the Markovian transition semi-group toward a unique invariant probability measure. Since Doob…

Probability · Mathematics 2007-05-23 Cyril Odasso

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

Ergodic properties of a stochastic medium complexity model for atmosphere and ocean dynamics are analysed. More specifically, a two-layer quasi-geostrophic model for geophysical flows is studied, with the upper layer being perturbed by…

Probability · Mathematics 2024-12-20 Giulia Carigi , Jochen Bröcker , Tobias Kuna

We provide a complete elaboration of the $L^2$-Hilbert space hypocoercivity theorem for the degenerate Langevin dynamics with multiplicative noise, studying the longtime behaviour of the strongly continuous contraction semigroup solving the…

Functional Analysis · Mathematics 2022-05-25 Alexander Bertram , Martin Grothaus

This paper investigates the ergodicity of Markov--Feller semigroups on Polish spaces, focusing on very weak regularity conditions, particularly the Ces\`aro eventual continuity. First, it is showed that the Ces\`aro average of such…

Probability · Mathematics 2024-12-30 Fuzhou Gong , Yong Liu , Yuan Liu , Ziyu Liu

The Mori-Zwanzig formalism is a powerful theoretical framework for deriving equations of motion for coarse-grained observables in the form of generalized Langevin equations (GLEs) involving evolution and projection operators. Using a…

We investigate the well-posedness and long-time behavior of a general continuum neural field model with Gaussian noise on possibly unbounded domains. In particular, we give conditions for the existence of invariant probability measures by…

Probability · Mathematics 2025-05-21 Anna-Mariya Otsetova , Jonas M. Tölle
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