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Title: Effective Mori-Zwanzig equation for the reduced-order modeling of stochastic systems
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 derive prior estimates of the observable statistics for systems in the equilibrium and nonequilibrium state. In addition, we introduce both first-principle and data-driven methods to approximate the EMZ memory kernel and prove the convergence of the data-driven parametrization schemes using the regularity estimate of the memory kernel. The analysis results are validated numerically via the Monte-Carlo simulation of the Langevin dynamics for a Fermi-Pasta-Ulam chain model. With the same example, we also show the effectiveness of the proposed memory kernel approximation methods.  more » « less
Award ID(s):
2110981
PAR ID:
10516627
Author(s) / Creator(s):
;
Publisher / Repository:
The American Institute of Mathematical Sciences
Date Published:
Journal Name:
Discrete & Continuous Dynamical Systems - S
Volume:
15
Issue:
4
ISSN:
1937-1632
Page Range / eLocation ID:
959
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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