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Abstract

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.

Keywords

Noise memory approximation data assimilation Monte Carlo

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Estimating the uncertainty in underresolved nonlinear dynamics

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