Model reduction techniques for the computation of extended Markov parameterizations for generalized Langevin equations

N Bockius and J Shea and G Jung and F Schmid and M Hanke, JOURNAL OF PHYSICS-CONDENSED MATTER, 33, 214003 (2021).

DOI: 10.1088/1361-648X/abe6df

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 anomalous diffusion, where data are given analytically, and then apply our method to velocity autocorrelation data of molecular dynamics simulations of a colloid in a Lennard-Jones fluid. In both cases, the velocity autocorrelation function and the memory kernel can be reproduced very accurately. Moreover, we show that the algorithm can also handle input data with large statistical noise. We anticipate that it will be a very useful tool in future studies that involve dynamic coarse-graining of complex soft matter systems.

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