Journal
MATHEMATICS AND MECHANICS OF SOLIDS
Volume 19, Issue 1, Pages 28-38Publisher
SAGE PUBLICATIONS LTD
DOI: 10.1177/1081286513505465
Keywords
Noise; memory; approximation; data assimilation; Monte Carlo
Categories
Funding
- Office of Science, Computational and Technology Research, U.S. Department of Energy [DE-AC02-05CH11231]
- National Science Foundation [DMS-1217065]
- Direct For Mathematical & Physical Scien
- Division Of Mathematical Sciences [1217065] Funding Source: National Science Foundation
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The Mori-Zwanzig formalism of statistical mechanics is used to estimate the uncertainty caused by underresolution in the solution of a nonlinear dynamical system. A general approach is outlined and applied to a simple example. The noise term that describes the uncertainty turns out to be neither Markovian nor Gaussian. It is argued that this is the general situation.
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