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A Priori Estimation Of Memory Effects In Coarse-Grained Nonlinear Systems Using The Mori-Zwanzig Formalism

Published 18 Nov 2016 in math.NA | (1611.06277v2)

Abstract: 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 to write down formally closed evolution equations for the resolved physics. In these equations, the unclosed terms are recast as a memory integral involving the past history of the resolved variables, and a "noise" term. While the M-Z procedure does not directly reduce the complexity of the original system, these equations can serve as a mathematically consistent starting point to develop closures based on approximations of the memory. In this scenario, a priori knowledge of the memory kernel, which is not explicitly known for nonlinear systems, is of paramount importance to assess the validity of a memory approximation. Unraveling the memory kernel requires the determination of the orthogonal dynamics which is a projected high-dimensional partial differential equation that is not tractable in general. A method to estimate the memory kernel a priori, using full-order solution snapshots, is proposed. The main idea is to solve a pseudo orthogonal dynamics equation, that has a convenient Liouville form, instead of the original one. This ersatz arises from the assumption that the semi-group of the orthogonal dynamics operator is a composition operator, akin to semi-groups of Liouville operators, for one observable. The method is exact in the linear case where the kernel is known explicitly. Results for under-resolved simulations of the Burgers and Kuramoto-Sivashinsky equations demonstrate that the proposed technique can accurately reconstruct the transfer of information between the resolved and unresolved dynamics through memory, and provide valuable information about the kernel.

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