相关论文: Hypoellipticity and the Mori-Zwanzig formulation o…

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…

We provide a simple hypocoercivity analysis for the effective Mori-Zwanzig equation governing the time evolution of noise-averaged observables in a stochastic dynamical system. Under the hypocoercivity framework mainly developed by…

Generalized Langevin equations with non-linear forces and position-dependent linear friction memory kernels, such as commonly used to describe the effective dynamics of coarse-grained variables in molecular dynamics, are rigorously derived…

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,…

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…

We present a new method to approximate the Mori-Zwanzig (MZ) memory integral in generalized Langevin equations (GLEs) describing the evolution of smooth observables in high-dimensional nonlinear systems with local interactions. Building…

We analyse various properties of stochastic Markov processes with multiplicative white noise. We take a single-variable problem as a simple example, and we later extend the analysis to the Landau-Lifshitz-Gilbert equation for the stochastic…

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…

We study the long time statistics of a two-dimensional Hamiltonian system in the presence of Gaussian white noise. While the original dynamics is known to exhibit finite time explosion, we demonstrate that under the impact of the stochastic…

We present a macroscopic theory of electroencephalogram (EEG) dynamics based on the laws of motion that govern atomic and molecular motion. The theory is an application of Zwanzig-Mori projection operators. The result is a simple equation…

We consider parabolic stochastic partial differential equations driven by white noise in time. We prove exponential convergence of the transition probabilities towards a unique invariant measure under suitable conditions. These conditions…

A Langevin equation with multiplicative noise is an equation schematically of the form dq/dt = -F(q) + e(q) xi, where e(q) xi is Gaussian white noise whose amplitude e(q) depends on q itself. Such equations are ambiguous, and depend on the…

Simulation of multiscale problems remains a challenge due to the disparate range of spatial and temporal scales and the complex interaction between the resolved and unresolved scales. This work develops a coarse-grained modeling approach…

We investigate the low mass limit of Langevin dynamics for a charged Brownian particle driven by the magnetic Lorentz force. In the low mass limit, velocity variables relaxing quickly are coarse-grained out to yield effective dynamics for…

We consider the stochastic heat equation driven by a multiplicative Gaussian noise that is white in time and spatially homogeneous in space. Assuming that the spatial correlation function is given by a Riesz kernel of order $\alpha \in…

Reconstruction of equations of motion from incomplete or noisy data and dimension reduction are two fundamental problems in the study of dynamical systems with many degrees of freedom. For the latter extensive efforts have been made but…

In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…

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…

In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such…

In the last two decades, there has been a significant progress in the understanding of ergodic properties of white-forced dissipative PDEs. The previous studies mostly focus on equations posed on bounded domains since they rely on different…