Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userNumerical solutions of Hamiltonian PDEs: a multi-symplectic integrator in light-cone coordinates
107
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
We introduce a novel numerical method to integrate partial differential equations representing the Hamiltonian dynamics of field theories. It is a multi-symplectic integrator that locally conserves the stress-energy tensor with an excellent precision over very long periods. Its major advantage is that it is extremely simple (it is basically a centered box scheme) while remaining locally well defined. We put it to the test in the case of the non-linear wave equation (with quartic potential) in one spatial dimension, and we explain how to implement it in higher dimensions. A formal geometric presentation of the multi-symplectic structure is also given as well as a technical trick allowing to solve the degeneracy problem that potentially accompanies the multi-symplectic structure.
rate research
Read More
Methods for solving PDEs using neural networks have recently become a very important topic. We provide an a priori error analysis for such methods which is based on the $mathcal{K}_1(mathbb{D})$-norm of the solution. We show that the resulting constrained optimization problem can be efficiently solved using a greedy algorithm, which replaces stochastic gradient descent. Following this, we show that the error arising from discretizing the energy integrals is bounded both in the deterministic case, i.e. when using numerical quadrature, and also in the stochastic case, i.e. when sampling points to approximate the integrals. In the later case, we use a Rademacher complexity analysis, and in the former we use standard numerical quadrature bounds. This extends existing results to methods which use a general dictionary of functions to learn solutions to PDEs and importantly gives a consistent analysis which incorporates the optimization, approximation, and generalization aspects of the problem. In addition, the Rademacher complexity analysis is simplified and generalized, which enables application to a wide range of problems.
It is well-known that a numerical method which is at the same time geometric structure-preserving and physical property-preserving cannot exist in general for Hamiltonian partial differential equations. In this paper, we present a novel class of parametric multi-symplectic Runge-Kutta methods for Hamiltonian wave equations, which can also conserve energy simultaneously in a weaker sense with a suitable parameter. The existence of such a parameter, which enforces the energy-preserving property, is proved under certain assumptions on the fixed step sizes and the fixed initial condition. We compare the proposed method with the classical multi-symplectic Runge-Kutta method in numerical experiments, which shows the remarkable energy-preserving property of the proposed method and illustrate the validity of theoretical results.
Generalized Additive Runge-Kutta schemes have shown to be a suitable tool for solving ordinary differential equations with additively partitioned right-hand sides. This work generalizes these GARK schemes to symplectic GARK schemes for additively partitioned Hamiltonian systems. In a general setting, we derive conditions for symplecticeness, as well as symmetry and time-reversibility. We show how symplectic and symmetric schemes can be constructed based on schemes which are only symplectic. Special attention is given to the special case of partitioned schemes for Hamiltonians split into multiple potential and kinetic energies. Finally we show how symplectic GARK schemes can use efficiently different time scales and evaluation costs for different potentials by using different order for these parts.
In this paper, we present a numerical method, based on iterative Bregman projections, to solve the optimal transport problem with Coulomb cost. This is related to the strong interaction limit of Density Functional Theory. The first idea is to introduce an entropic regularization of the Kantorovich formulation of the Optimal Transport problem. The regularized problem then corresponds to the projection of a vector on the intersection of the constraints with respect to the Kullback-Leibler distance. Iterative Bregman projections on each marginal constraint are explicit which enables us to approximate the optimal transport plan. We validate the numerical method against analytical test cases.
Performing analysis, optimization and control using simulations of many-particle systems is computationally demanding when no macroscopic model for the dynamics of the variables of interest is available. In case observations on the macroscopic scale can only be produced via legacy simulator code or live experiments, finding a model for these macroscopic variables is challenging. In this paper, we employ time-lagged embedding theory to construct macroscopic numerical models from output data of a black box, such as a simulator or live experiments. Since the state space variables of the constructed, coarse model are dynamically closed and observable by an observation function, we call these variables closed observables. The approach is an online-offline procedure, as model construction from observation data is performed offline and the new model can then be used in an online phase, independent of the original. We illustrate the theoretical findings with numerical models constructed from time series of a two-dimensional ordinary differential equation system, and from the density evolution of a transport-diffusion system. Applicability is demonstrated in a real-world example, where passengers leave a train and the macroscopic model for the density flow onto the platform is constructed with our approach. If only the macroscopic variables are of interest, simulation runtimes with the numerical model are three orders of magnitude lower compared to simulations with the original fine scale model. We conclude with a brief discussion of possibilities of numerical model construction in systematic upscaling, network optimization and uncertainty quantification.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
