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

Structure-Preserving Model-Reduction of Dissipative Hamiltonian Systems

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

Symplectic Model Reduction of Hamiltonian Systems

In this paper, a symplectic model reduction technique, proper symplectic decomposition (PSD) with symplectic Galerkin projection, is proposed to save the computational cost for the simplification of large-scale Hamiltonian systems while preserving the symplectic structure. As an analogy to the classical proper orthogonal decomposition (POD)-Galerkin approach, PSD is designed to build a symplectic subspace to fit empirical data, while the symplectic Galerkin projection constructs a reduced Hamiltonian system on the symplectic subspace. For practical use, we introduce three algorithms for PSD, which are based upon: the cotangent lift, complex singular value decomposition, and nonlinear programming. The proposed technique has been proven to preserve system energy and stability. Moreover, PSD can be combined with the discrete empirical interpolation method to reduce the computational cost for nonlinear Hamiltonian systems. Owing to these properties, the proposed technique is better suited than the classical POD-Galerkin approach for model reduction of Hamiltonian systems, especially when long-time integration is required. The stability, accuracy, and efficiency of the proposed technique are illustrated through numerical simulations of linear and nonlinear wave equations.Comment: 25 pages, 13 figure

On the applicability of constrained symplectic integrators in general relativity

The purpose of this note is to point out that a naive application of symplectic integration schemes for Hamiltonian systems with constraints such as SHAKE or RATTLE which preserve holonomic constraints encounters difficulties when applied to the numerical treatment of the equations of general relativity.Comment: 13 pages, change the title to be more descriptive, typos corrected, added referenc