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Optimal prediction and the Mori-Zwanzig representation of irreversible processes
A J Chorin1, O H Hald, R Kupferman
1Department of Mathematics, Lawrence Berkeley National Laboratory, 1 Cyclotron Road, Berkeley CA, 94720, USA.
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.