Rigorous error estimates for the memory integral in the Mori-Zwanzig formulation

We develop rigorous error estimates and provably convergent approximations for the memory integral in the Mori-Zwanzig (MZ) formulation. The new theory is build upon rigorous mathematical foundations and it is presented for both state-space and probability density function space formulations of the MZ equation. In particular, we derive error bounds and sufficient convergence conditions for short-memory approximations, the $t$-model and new types of hierarchical finite-memory approximations. Numerical examples demonstrating convergence of the proposed algorithms are presented for linear and nonlinear dynamical systems evolving from random initial states.

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