Coarse-graining of stochastic dynamics via the Mori-Zwanzig formalism

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• Thomas Hudson (University of Warwick)
• Tuesday 05 April 2022, 14:00-15:00
• Room 119, Arts Building (R16) or zoom https://bham-ac-uk.zoom.us/j/3900445385?pwd=Mk1LSmRiUk5STEJMWVl0bE82NTM1QT09 with Meeting ID: 390 044 5385 and Password: 224714.

If you have a question about this talk, please contact Hong Duong.

The Mori-Zwanzig formalism is a methodology developed in the second half of the 20th century to study dynamical systems in which a reduced number of degrees of freedom are observed and leads to a view of a reduced system as being driven by external fluctuations that may exhibit complex spatio-temporal dependence. Recently, this formalism has been applied to a range of high-dimensional dynamical problems where it has inspired new data-driven approaches. In this talk, I will discuss an ongoing joint project with Xingjie Li concerning an application of the formalism to SDE systems, where we seek to better understand model reduction using this formalism, and in particular, better capture the statistical properties of the dynamics.

This talk is part of the Data Science and Computational Statistics Seminar series.

This talk is included in these lists:

• Data Science and Computational Statistics Seminar
• Room 119, Arts Building (R16) or zoom https://bham-ac-uk.zoom.us/j/3900445385?pwd=Mk1LSmRiUk5STEJMWVl0bE82NTM1QT09 with Meeting ID: 390 044 5385 and Password: 224714
• School of Mathematics events

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