Structure Preserving Model Reduction of Parametric Hamiltonian Systems

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

On the nonlinear stability of symplectic integrators

The modified Hamiltonian is used to study the nonlinear stability of symplectic integrators, especially for nonlinear oscillators. We give conditions under which an initial condition on a compact energy surface will remain bounded for exponentially long times for sufficiently small time steps. For example, the implicit midpoint rule achieves this for the critical energy surface of the H´enon- Heiles system, while the leapfrog method does not. We construct explicit methods which are nonlinearly stable for all simple mechanical systems for exponentially long times. We also address questions of topological stability, finding conditions under which the original and modified energy surfaces are topologically equivalent

Symplectic Geometry and Its Applications on Time Series Analysis

This chapter serves to introduce the symplectic geometry theory in time series analysis and its applications in various fields. The basic concepts and basic elements of mathematics relevant to the symplectic geometry are introduced in the second section. It includes the symplectic space, symplectic transformation, Hamiltonian matrix, symplectic principal component analysis (SPCA), symplectic geometry spectrum analysis (SGSA), symplectic geometry mode decomposition (SGMD), and symplectic entropy (SymEn), etc. In addition, it also briefly reviews the applications of symplectic geometry on time series analysis, such as the embedding dimension estimation, nonlinear testing, noise reduction, as well as fault diagnosis. Readers who are familiar with the mathematical preliminaries may omit the second section, i.e. the theory part, and go directly to the third section, i.e. the application part

Space-time FLAVORS: finite difference, multisymlectic, and pseudospectral integrators for multiscale PDEs

We present a new class of integrators for stiff PDEs. These integrators are generalizations of FLow AVeraging integratORS (FLAVORS) for stiff ODEs and SDEs introduced in [Tao, Owhadi and Marsden 2010] with the following properties: (i) Multiscale: they are based on flow averaging and have a computational cost determined by mesoscopic steps in space and time instead of microscopic steps in space and time; (ii) Versatile: the method is based on averaging the flows of the given PDEs (which may have hidden slow and fast processes). This bypasses the need for identifying explicitly (or numerically) the slow variables or reduced effective PDEs; (iii) Nonintrusive: A pre-existing numerical scheme resolving the microscopic time scale can be used as a black box and easily turned into one of the integrators in this paper by turning the large coefficients on over a microscopic timescale and off during a mesoscopic timescale; (iv) Convergent over two scales: strongly over slow processes and in the sense of measures over fast ones; (v) Structure-preserving: for stiff Hamiltonian PDEs (possibly on manifolds), they can be made to be multi-symplectic, symmetry-preserving (symmetries are group actions that leave the system invariant) in all variables and variational

Steve Smale and Geometric Mechanics

Thus, one can say-perhaps with only a slight danger of oversimplification- that reduction theory synthesises the work of Smale, Arnold (and their predecesors of course) into a bundle, with Smale as the base and Arnold as the fiber. This bundle has interesting topology and carries mechanical connections (with associated Chern classes and Hannay-Berry phases) and has interesting singularities (Arms, Marsden, and Moncrief, Guillemin and Sternberg, Atiyab, and otbers). We will describe some of these features later