Dimension Reduction for Systems with Slow Relaxation

Abstract

We develop reduced, stochastic models for high dimensional, dissipative dynamical systems that relax very slowly to equilibrium and can encode long term memory. We present a variety of empirical and first principles approaches for model reduction, and build a mathematical framework for analyzing the reduced models. We introduce the notions of universal and asymptotic filters to characterize ‘optimal’ model reductions for sloppy linear models. We illustrate our methods by applying them to the practically important problem of modeling evaporation in oil spills.