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arXiv · 1010.4362

Best-fit quasi-equilibrium ensembles: a general approach to statistical closure of underresolved Hamiltonian dynamics

Bruce Turkington·Petr Plechac
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Abstract

A new method of deriving reduced models of Hamiltonian dynamical systems is developed using techniques from optimization and statistical estimation. Given a set of resolved variables that define a model reduction, the quasi-equilibrium ensembles associated with the resolved variables are employed as a family of trial probability densities on phase space. The residual that results from submitting these trial densities to the Liouville equation is quantified by an ensemble-averaged cost function related to the information loss rate of the reduction. From an initial nonequilibrium state, the statistical state of the system at any later time is estimated by minimizing the time integral of the cost function over paths of trial densities. Statistical closure of the underresolved dynamics is obtained at the level of the value function, which equals the optimal cost of reduction with respect to the resolved variables, and the evolution of the estimated statistical state is deduced from the Hamilton-Jacobi equation satisfied by the value function. In the near-equilibrium regime, or under a local quadratic approximation in the far-from-equilibrium regime, this best-fit closure is governed by a differential equation for the estimated state vector coupled to a Riccati differential equation for the Hessian matrix of the value function. Since memory effects are not explicitly included in the trial densities, a single adjustable parameter is introduced into the cost function to capture a time-scale ratio between resolved and unresolved motions. Apart from this parameter, the closed equations for the resolved variables are completely determined by the underlying deterministic dynamics.

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Bruce Turkington, Petr Plechac. 2010-10-21. Best-fit quasi-equilibrium ensembles: a general approach to statistical closure of underresolved Hamiltonian dynamics. https://arxiv.org/abs/1010.4362

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