Physics-informed traditional and generative Mori-Zwanzig-reduced models for multiscale systems

Model reduction via the Mori-Zwanzig (MZ) formalism is well understood for coarse-grained representations constructed from standard basis functions such as Fourier functions. We show that the same formalism can be used to build reduced-order models in bases discovered by physics-informed machine learning. The fluctuation-dissipation theorem (FDT) is used to close the resulting non-Markovian evolution equations for the expansion coefficients of the learned basis. We further introduce a complementary, generative closure model. Relative to the Markovian dynamics alone, both the MZ and generative closures substantially improve predictions of the filtered states.