Optimal prediction and the Mori-Zwanzig representation of irreversible processes

Alexandre J. Chorin; Ole H. Hald; Raz Kupferman

doi:10.1073/pnas.97.7.2968

Optimal prediction and the Mori-Zwanzig representation of irreversible processes

Alexandre J. Chorin^*, Ole H. Hald, Raz Kupferman

^*Corresponding author for this work

Einstein Institute of Mathematics

Research output: Contribution to journal › Article › peer-review

213 Scopus citations

Abstract

Optimal prediction methods compensate for a lack of resolution in the numerical solution of complex problems through the use of prior statistical information. We point out a relation between optimal prediction and the statistical mechanics of irreversible processes, and use a version of the Mori-Zwanzig formalism to produce a higher-order optimal prediction method.

Original language	American English
Pages (from-to)	2968-2973
Number of pages	6
Journal	Proceedings of the National Academy of Sciences of the United States of America
Volume	97
Issue number	7
DOIs	https://doi.org/10.1073/pnas.97.7.2968
State	Published - 28 Mar 2000

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title = "Optimal prediction and the Mori-Zwanzig representation of irreversible processes",

abstract = "Optimal prediction methods compensate for a lack of resolution in the numerical solution of complex problems through the use of prior statistical information. We point out a relation between optimal prediction and the statistical mechanics of irreversible processes, and use a version of the Mori-Zwanzig formalism to produce a higher-order optimal prediction method.",

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T1 - Optimal prediction and the Mori-Zwanzig representation of irreversible processes

AU - Chorin, Alexandre J.

AU - Hald, Ole H.

AU - Kupferman, Raz

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N2 - Optimal prediction methods compensate for a lack of resolution in the numerical solution of complex problems through the use of prior statistical information. We point out a relation between optimal prediction and the statistical mechanics of irreversible processes, and use a version of the Mori-Zwanzig formalism to produce a higher-order optimal prediction method.

AB - Optimal prediction methods compensate for a lack of resolution in the numerical solution of complex problems through the use of prior statistical information. We point out a relation between optimal prediction and the statistical mechanics of irreversible processes, and use a version of the Mori-Zwanzig formalism to produce a higher-order optimal prediction method.

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U2 - 10.1073/pnas.97.7.2968

DO - 10.1073/pnas.97.7.2968

M3 - Article

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SN - 0027-8424

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JO - Proceedings of the National Academy of Sciences of the United States of America

JF - Proceedings of the National Academy of Sciences of the United States of America

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Optimal prediction and the Mori-Zwanzig representation of irreversible processes

Abstract

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