TY - JOUR T1 - Model Reduction with Memory and the Machine Learning of Dynamical Systems AU - Chao Ma, Jianchun Wang & Weinan E JO - Communications in Computational Physics VL - 4 SP - 947 EP - 962 PY - 2018 DA - 2018/12 SN - 25 DO - http://doi.org/10.4208/cicp.OA-2018-0269 UR - https://global-sci.org/intro/article_detail/cicp/12885.html KW - Model reduction, Mori-Zwanzig, recurrent neural networks. AB -

The well-known Mori-Zwanzig theory tells us that model reduction leads to memory effect. For a long time, modeling the memory effect accurately and efficiently has been an important but nearly impossible task in developing a good reduced model. In this work, we explore a natural analogy between recurrent neural networks and the Mori-Zwanzig formalism to establish a systematic approach for developing reduced models with memory. Two training models — a direct training model and a dynamically coupled training model — are proposed and compared. We apply these methods to the Kuramoto-Sivashinsky equation and the Navier-Stokes equation. Numerical experiments show that the proposed method can produce reduced model with good performance on both short-term prediction and long-term statistical properties.