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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…

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

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

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 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…

The development of reduced models for complex multiscale problems remains one of the principal challenges in computational physics. The optimal prediction framework of Chorin et al., which is a reformulation of the Mori-Zwanzig (M-Z)…

Fluid Dynamics · Physics 2017-09-13 Eric J. Parish , Karthik Duraisamy

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

Only a subset of degrees of freedom are typically accessible or measurable in real-world systems. As a consequence, the proper setting for empirical modeling is that of partially-observed systems. Notably, data-driven models consistently…

Statistical Mechanics · Physics 2023-04-18 Adam Rupe , Velimir V. Vesselinov , James P. Crutchfield

This paper has two interrelated foci: (i) obtaining stable and efficient data-driven closure models by using a multivariate time series of partial observations from a large-dimensional system; and (ii) comparing these closure models with…

Probability · Mathematics 2015-06-23 Dmitri Kondrashov , Mickaël D. Chekroun , Michael Ghil

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 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 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

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

We propose to adopt statistical regression as the projection operator to enable data-driven learning of the operators in the Mori--Zwanzig formalism. We present a principled method to extract the Markov and memory operators for any…

Dynamical Systems · Mathematics 2023-04-24 Yen Ting Lin , Yifeng Tian , Danny Perez , Daniel Livescu

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

This work uses the Mori-Zwanzig (M-Z) formalism, a concept originating from non-equilibrium statistical mechanics, as a basis for the development of coarse-grained models of turbulence. The mechanics of the generalized Langevin equation…

Fluid Dynamics · Physics 2017-02-01 Eric J. Parish , Karthik Duraisamy

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

Models incorporating delay have been frequently used to understand climate variability phenomena, but often the delay is introduced through an ad-hoc physical reasoning, such as the propagation time of waves. In this paper, the Mori-Zwanzig…

Dynamical Systems · Mathematics 2019-09-11 Swinda K. J. Falkena , Courtney Quinn , Jan Sieber , Jason Frank , Henk A. Dijkstra

The numerical simulation of electromagnetic transients in fusion devices is essential for analyzing plasma stability and disruptive events. However, it remains computationally demanding due to the large-scale dense systems arising from…

Numerical Analysis · Mathematics 2026-05-28 Salvatore Ventre
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