Model reduction techniques for the computation of extended Markov parameterizations for generalized Langevin equations
Niklas Bockius, Jeanine Shea, Gerhard Jung, Friederike Schmid, Martin, Hanke

TL;DR
This paper introduces a data-driven model reduction method for generalized Langevin equations that efficiently computes Markov models from velocity autocorrelation data, bypassing explicit memory kernel estimation.
Contribution
The authors develop a novel approach using exponential interpolation and the Positive Real Lemma to construct Markov models directly from autocorrelation data, improving efficiency and noise robustness.
Findings
Accurately reproduces VACF and memory kernel in test cases
Handles noisy input data effectively
Applicable to molecular dynamics simulations of complex fluids
Abstract
The generalized Langevin equation is a model for the motion of coarse-grained particles where dissipative forces are represented by a memory term. The numerical realization of such a model requires the implementation of a stochastic delay-differential equation and the estimation of a corresponding memory kernel. Here we develop a new approach for computing a data-driven Markov model for the motion of the particles, given equidistant samples of their velocity autocorrelation function. Our method bypasses the determination of the underlying memory kernel by representing it via up to about twenty auxiliary variables. The algorithm is based on a sophisticated variant of the Prony method for exponential interpolation and employs the Positive Real Lemma from model reduction theory to extract the associated Markov model. We demonstrate the potential of this approach for the test case of…
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