Optimal prediction and the Mori-Zwanzig representation of irreversible processes.

  title={Optimal prediction and the Mori-Zwanzig representation of irreversible processes.},
  author={Alexandre J. Chorin and Ole H. Hald and Raz Kupferman},
  journal={Proceedings of the National Academy of Sciences of the United States of America},
  volume={97 7},
Optimal prediction methods compensate for a lack of resolution in the numerical solution of complex problems through the use of prior statistical information. We point out a relation between optimal prediction and the statistical mechanics of irreversible processes, and use a version of the Mori-Zwanzig formalism to produce a higher-order optimal prediction method. 
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