No Arabic abstract
This work presents a nonintrusive physics-preserving method to learn reduced-order models (ROMs) of Hamiltonian systems. Traditional intrusive projection-based model reduction approaches utilize symplectic Galerkin projection to construct Hamiltonian reduced models by projecting Hamiltons equations of the full model onto a symplectic subspace. This symplectic projection requires complete knowledge about the full model operators and full access to manipulate the computer code. In contrast, the proposed Hamiltonian operator inference approach embeds the physics into the operator inference framework to develop a data-driven model reduction method that preserves the underlying symplectic structure. Our method exploits knowledge of the Hamiltonian functional to define and parametrize a Hamiltonian ROM form which can then be learned from data projected via symplectic projectors. The proposed method is `gray-box in that it utilizes knowledge of the Hamiltonian structure at the partial differential equation level, as well as knowledge of spatially local components in the system. However, it does not require access to computer code, only data to learn the models. Our numerical results demonstrate Hamiltonian operator inference on a linear wave equation, the cubic nonlinear Schr{o}dinger equation, and a nonpolynomial sine-Gordon equation. Accurate long-time predictions far outside the training time interval for nonlinear examples illustrate the generalizability of our learned models.
The paper deals with numerical discretizations of separable nonlinear Hamiltonian systems with additive noise. For such problems, the expected value of the total energy, along the exact solution, drifts linearly with time. We present and analyze a time integrator having the same property for all times. Furthermore, strong and weak convergence of the numerical scheme along with efficient multilevel Monte Carlo estimators are studied. Finally, extensive numerical experiments illustrate the performance of the proposed numerical scheme.
This paper contributes with a new formal method of spatial discretization of a class of nonlinear distributed parameter systems that allow a port-Hamiltonian representation over a one dimensional manifold. A specific finite dimensional port-Hamiltonian element is defined that enables a structure preserving discretization of the infinite dimensional model that inherits the Dirac structure, the underlying energy balance and matches the Hamiltonian function on any, possibly nonuniform mesh of the spatial geometry.
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.
Reduced basis methods are popular for approximately solving large and complex systems of differential equations. However, conventional reduced basis methods do not generally preserve conservation laws and symmetries of the full order model. Here, we present an approach for reduced model construction, that preserves the symplectic symmetry of dissipative Hamiltonian systems. The method constructs a closed reduced Hamiltonian system by coupling the full model with a canonical heat bath. This allows the reduced system to be integrated with a symplectic integrator, resulting in a correct dissipation of energy, preservation of the total energy and, ultimately, in the stability of the solution. Accuracy and stability of the method are illustrated through the numerical simulation of the dissipative wave equation and a port-Hamiltonian model of an electric circuit.
While reduced-order models (ROMs) have been popular for efficiently solving large systems of differential equations, the stability of reduced models over long-time integration is of present challenges. We present a greedy approach for ROM generation of parametric Hamiltonian systems that captures the symplectic structure of Hamiltonian systems to ensure stability of the reduced model. Through the greedy selection of basis vectors, two new vectors are added at each iteration to the linear vector space to increase the accuracy of the reduced basis. We use the error in the Hamiltonian due to model reduction as an error indicator to search the parameter space and identify the next best basis vectors. Under natural assumptions on the set of all solutions of the Hamiltonian system under variation of the parameters, we show that the greedy algorithm converges with exponential rate. Moreover, we demonstrate that combining the greedy basis with the discrete empirical interpolation method also preserves the symplectic structure. This enables the reduction of the computational cost for nonlinear Hamiltonian systems. The efficiency, accuracy, and stability of this model reduction technique is illustrated through simulations of the parametric wave equation and the parametric Schrodinger equation.