Mori-Zwanzig Formalisms
Last update: 12 Apr 2025 22:33First version: 1 May 2021
Yet Another Inadequate Placeholder, or perhaps a confession of incompetence
This is an idea from statistical mechanics, which I understand in broad outline as follows. We have a system obeying some sort of high-dimensional, microscopic dynamics, with state (say) \( X \) that evolves deterministically. (I'm most interested in the classical case, but of course quantum time evolution is deterministic too [between observations]), say with evolution semi-group \( \rho_t \), so \( X(t) = \rho_t X(0) \). We also have a favored macroscopic observable, say \( M(t) = m(X(t)) = m \circ \rho_t X(0) \). This is in general not a deterministic system at the level of the macroscopic variable \( M \). Mori-Zwanzig is a formalism getting an autonomous stochastic dynamical system for the \( M \) level, as a deterministic function of the history of \( M \) plus noise from the "unresolved" microscopic degrees of freedom. The classic examples lead to first-order stochastic differential equations for \( M \), i.e., \( \frac{dM}{dt} = a M(t) + b \xi(t) \) where \( \xi(t) \) is white noise. (Or, really, \( dM = a M(t) dt + b d\xi \) to appease the stochastic-calculus gods....)
I can follow derivations about Mori-Zwanzig when I read them, but something's missing in my understanding, because I can only follow the derivations. My hope in writing this notebook, and collecting these things to read, is that if I immerse myself in it enough, it will eventually click for me. At that point, presumably, I'll get how much of it really involves physics, and how much would work for any dynamical system, or even any stochastic processes.
- Specific questions:
- How does this relate to the old Volterra / Wiener theory of nonlinear systems, where we extract successively higher-order kernels to represent memory effects?
- How does this relate to the De Roeck / Maes / Netocny results linking autonomous evolution of macroscopic variables to Boltzmann style H-theorems for those variables? (See under nonequilibrium statistical mechanics.)
- See also:
- Emergent Properties
- Fluctuation-Response Relations
- Large Deviations
- Macroscopic Consequences of Microscopic Interactions
- Nonequilibrium Statistical Mechanics
- Recommended (with thanks to Nick Watkins for recommendations):
- Alexandre J. Chorin and Ole H. Hald, Stochastic Tools in Mathematics and Science [That link is to a later edition than the one I read in 2006...]
- Philip Pechukas, "Generalized Langevin Equation of Mori and Kubo", Physical Review 164 (1967): 174--175 [Showing that the form of the stochastic differential equation one gets from the M-Z formalism follows from assuming (i) stationarity and (ii) the mean-square differentiability of what I called \( M(t) \), without needing any appeals to physical or mechanical considerations. In fact, the way Pechukas does the derivation makes me think this is yet another iteration of the optimal linear prediction machinery, though I should check that carefully.]
- To read (with further thanks to Nick Watkins):
- Ricardo Buitrago Ruiz, Tanya Marwah, Albert Gu, Andrej Risteski, "On the Benefits of Memory for Modeling Time-Dependent PDEs", arxiv:2409.02313
- Shin-Ho Chung and Michael Roper, "Generalized Langevin Equation: An Introductory Review for Biophysicists", Biophysical Reviews and Letters 14 (2019): 171--196
- Gerhard Jung, Friederike Schmid, "Fluctuation-Dissipation Relations Far from Equilibrium: A Case Study", arxiv:2106.00818
- Yen Ting Lin, Yifeng Tian, Daniel Livescu, Marian Anghel, "Data-driven learning for the Mori--Zwanzig formalism: a generalization of the Koopman learning framework", arxiv:2101.05873
- E. A. J. F. Peters, "Projection-operator formalism and coarse-graining", arxiv:0810.2894
- Michael te Vrugt, Sabine Hossenfelder, Raphael Wittkowski, "Mori-Zwanzig formalism for general relativity: a new approach to the averaging problem", arxiv:2107.11497
- Nicholas W. Watkins, Raphael Calel, Sandra C. Chapman, Aleksei Chechkin, Rainer Klages, and David A. Stainforth, "The challenge of non-Markovian energy balance models in climate", Chaos 34 (2024): 072105
- Jeroen Wouters, Valerio Lucarini, "Multi-level Dynamical Systems: Connecting the Ruelle Response Theory and the Mori-Zwanzig Approach", Journal of Statistical Physics 151 (2013): 850--860, arxiv:1208.3080
- Yuanran Zhu, Huan Lei, "Effective Mori-Zwanzig equation for the reduced-order modeling of stochastic systems", arxiv:2102.01377
- Robert Zwanzig, Nonequilibrium Statistical Mechanics