We summarize and compare our recent methods for reducing the complexity of computational problems, in particular dimensional reduction methods based on the Mori–Zwanzig formalism of statistical physics, block Monte-Carlo methods, and an averaging method for deriving an effective equation for a nonlinear wave propagation problem. We show that their common thread is scale change and renormalization.
Similar content being viewed by others
References
Barenblatt G.I., Ivanov M., and Shapiro G.I. (1985). On the structure of wave fronts in nonlinear dissipative media. Arch. Rat. Mech. Anal. 87:293–303
Barenblatt G.I. (2002). Scaling. Cambridge University Press, Cambridge
Benettin G., di Castro C., Jona-Lasinio G., Peliti L., and Stella A. (1976). On the equivalence of different renormalization groups. In: Levy M. and Mitter P. (eds) New developments in quantum theory and statistical mechanics, Cargese Conf. Theor. Physics. Springer, NewYork
Bona J. and Schonbek M. (1985). Travelling-wave solutions to the Korteveg-deVries-Burgers equation. Proc. R. Soc. Edinburgh 101A:207–226
Burkhardt T. and van Leeuwen J. (1982). Real-Space Renormalization. Springer, Berlin
Chorin A.J. (2003). Conditional expectations and renormalization Multiscale Model. Simulation 1:105–118
Chorin A.J. (2003). Averaging and renormalization for the Korteveg-deVries-Burgers equation. Proc. Nat. Acad. Sci. 100:9674–9679
Chorin A.J., Hald O., and Kupferman R. (2000). Optimal prediction and the Mori-Zwanzig representation of irreversible processes. Proc. Nat. Acad. Sc. USA. 97:2968–2973
Chorin A.J., Hald O., and Kupferman R. (2002). Optimal prediction with memory. Phys. D 166:239–257
Chorin A.J., Kast A., and Kupferman R. (1998). Optimal prediction of underresolved dynamics. Proc. Nat. Acad. Sc. USA, 95:4094–4098
Chorin A.J., Kupferman R., and Levy D. (2000). Optimal prediction for Hamiltonian partial differential equations. J. Comput. Phys. 162:267–297
Evans D. and Morriss G. (1990). Statistical Mechanics of Nonequilibrium Liquids. Academic, London
Givon D., Hald O. and Kupferman R. (2004). Existence proof for orthogonal dynamics in the Mori-Zwanzig formalism. Israel J. Math. 145:221–241
Goldenfeld N. (1992). Lectures on Phase Transitions and the Renormalization Group. Books, Reading, MA
Goldenfeld N., McKane A., and Hou Q. (1998). Block spins for partial differential equations. J. Stat. Phys. 93:699–714
Gorban A. (2001). Ehrenfest’s argument extended to a formalism of nonequilibrium thermodynamics. Phy. Rev. E 63: 0661241–0661246
Grabert H. (1982). Projection Operator Techniques in Nonequilibrium Statistical Mechanics. Springer, Berlin
Hald O., and Kupferman R. (2001). Convergence of optimal prediction for nonlinear Hamiltonian systems. SIAM J. Num. Anal. 39:983–1000
Hohenberg P., and Halperin B. (1977). Theory of dynamical critical phenomena. Rev. Mod. Phys. 49:435–479
Hopf E. (1952). Statistical hydromechanics and functional calculus. J. Rat. Mech. Anal. 1:87–141
Kadanoff L. (2000). Statistical Physics: statics, Dynamics, and Renormalization. World Scientific, Singapore
Kupferman R. (2004). Fractional kinetics in Kac-Zwanzig heat bath models. J. Stat. Phys. 114:291–326
Landau L., and Lifshitz E.(1979). Statistical Physics. Pergamon, New York
Langford J., and Moser R. (1999). Optimal LES formulations for isotropic turbulence. J. Fluid Mech. 398:321–346
Liu J. (2001). Monte-Carlo Strategies in Scientific Computing. Springer-Verlag, New York
Majda A., Timofeyev I., and Vanden Eijnden E. (1999). Models for stochastic climate prediction. Proc. Natl. Acad. Sci. USA 96:14687–14691
Majda A., Timofeyev I., and Vanden Eijnden E., (2001). A mathematical framework for stochastic climate models. Comm. Pure Appl. Math. 54:891–974
Mori H. (1965). Transport, collective motion and Brownian motion. Prog. Th. Phys. 33:423–450
Okunev, P. (2005). Optimal prediction in physics and finance, PhD thesis, math. dept.
Stinis P. (2004). Optimal prediction for the Kuramoto-Sivashinski equation. Multiscale Model. Simul. 2:580–612
Swendsen R. (1979). Monte-Carlo renormalization group. Phys. Rev. Lett. 42:859–861
Zwanzig R. (1961). Memory effects in irreversible thermodynamics. Phys. Rev. 124:983–992
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Chorin, A.J., Hald, O.H. & Kupferman, R. Prediction from Partial Data, Renormalization, and Averaging. J Sci Comput 28, 245–261 (2006). https://doi.org/10.1007/s10915-006-9089-5
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10915-006-9089-5