This work proposes an adaptive structure-preserving model order reduction method for finite-dimensional parametrized Hamiltonian systems modeling non-dissipative phenomena. To overcome the slowly decaying Kolmogorov width typical of transport problems, the full model is approximated on local reduced spaces that are adapted in time using dynamical low-rank approximation techniques. The reduced dynamics is prescribed by approximating the symplectic projection of the Hamiltonian vector field in the tangent space to the local reduced space. This ensures that the canonical symplectic structure of the Hamiltonian dynamics is preserved during the reduction. In addition, accurate approximations with low-rank reduced solutions are obtained by allowing the dimension of the reduced space to change during the time evolution. Whenever the quality of the reduced solution, assessed via an error indicator, is not satisfactory, the reduced basis is augmented in the parameter direction that is worst approximated by the current basis. Extensive numerical tests involving wave interactions, nonlinear transport problems, and the Vlasov equation demonstrate the superior stability properties and considerable runtime speedups of the proposed method as compared to global and traditional reduced basis approaches.
Methods for discretizing port-Hamiltonian systems are of interest both for simulation and control purposes. Despite the large literature on mixed finite elements, no rigorous analysis of the connections between mixed elements and port-Hamiltonian systems has been carried out. In this paper we demonstrate how existing methods can be employed to discretize dynamical plate problems in a structure-preserving way. Based on convergence results of existing schemes, new error estimates are conjectured; numerical simulations confirm the expected behaviors.
A structure preserving proper orthogonal decomposition reduce-order modeling approach has been developed in [Gong et al. 2017] for the Hamiltonian system, which uses the traditional framework of Galerkin projection-based model reduction but modifies the reduced order model so that the appropriate Hamiltonian structure is preserved. However, its computational complexity for online simulations is still high if the Hamiltonian involves non-polynomial nonlinearities. In this paper, we apply the discrete empirical interpolation method to improve the online efficiency of the structure-preserving red…
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 compa…
Kahan's method and a two-step generalization of the discrete gradient method are both linearly implicit methods that can preserve a modified energy for Hamiltonian systems with a cubic Hamiltonian. These methods are here investigated and compared. The schemes are applied to the Korteweg-de Vries equation and the Camassa-Holm equation, and the numerical results are presented and analysed.
Structure-preserving algorithms and algorithms with uniform error bound have constituted two interesting classes of numerical methods. In this paper, we blend these two kinds of methods for solving nonlinear Hamiltonian systems with highly oscillatory solution, and the blended algorithms inherit and respect the advantage of each method. Two kinds of algorithms are presented to preserve the symplecticity and energy of the Hamiltonian systems, respectively. Moreover, the proposed algorithms are shown to have uniform error bound for the highly oscillatory structure. A numerical experiment is carr…
We present a gradient-based calibration algorithm to identify a port-Hamiltonian system from given time-domain input-output data. The gradient is computed with the help of sensitivities and the algorithm is tailored such that the structure of the system matrices of the port-Hamiltonian system (skew-symmetry and positive semi-definiteness) is preserved in each iteration of the algorithm. As we only require input-output data, we need to calibrate the initial condition of the internal state of the port-Hamiltonian system as well. Numerical results with synthetic data show the feasibility of the a…
We introduce a dynamical low-rank method to reduce the computational complexity for solving the multi-scale multi-dimensional linear transport equation. The method is based on a macro-micro decomposition of the equation. The proposed numerical method uses the low rank approximation only for the micro part of the solution. The time and spatial discretizations are done properly so that the overall scheme is second order accurate and asymptotic-preserving (AP); that is, in the diffusive regime, the scheme becomes a macroscopic solver for the limiting diffusion equation and is automatically low ra…
Analisys of Hamiltonian Boundary Value Methods (HBVMs): a class of energy-preserving Runge-Kutta methods for the numerical solution of polynomial Hamiltonian systems
Università di Firenze（佛罗伦萨大学）；Università di Bari（巴里大学）
In this paper we propose and investigate a general approach to constructing local energy-preserving algorithms which can be of arbitrarily high order in time for solving Hamiltonian PDEs. This approach is based on the temporal discretization using continuous Runge-Kutta-type methods, and the spatial discretization using pseudospectral methods or Gauss--Legendre collocation methods. The local energy conservation law of our new schemes is analyzed in detail. The effectiveness of the novel local energy-preserving integrators is demonstrated by coupled nonlinear Schrödinger equations and 2D nonlin…
A novel class of explicit high-order energy-preserving methods are proposed for general Hamiltonian partial differential equations with non-canonical structure matrix. When the energy is not quadratic, it is firstly done that the original system is reformulated into an equivalent form with a modified quadratic energy conservation law by the energy quadratization approach. Then the resulting system that satisfies the quadratic energy conservation law is discretized in time by combining explicit high-order Runge-Kutta methods with orthogonal projection techniques. The proposed schemes are shown …
We present linearly implicit methods that preserve discrete approximations to local and global energy conservation laws for multi-symplectic PDEs with cubic invariants. The methods are tested on the one-dimensional Korteweg-de Vries equation and the two-dimensional Zakharov-Kuznetsov equation; the numerical simulations confirm the conservative properties of the methods, and demonstrate their good stability properties and superior running speed when compared to fully implicit schemes.
In the last few decades, numerical simulation for nonlinear oscillators has received a great deal of attention, and many researchers have been concerned with the design and analysis of numerical methods for solving oscillatory problems. In this paper, from the perspective of the continuous finite element method, we propose and analyze new energy-preserving functionally fitted methods, in particular trigonometrically fitted methods of an arbitrarily high order for solving oscillatory nonlinear Hamiltonian systems with a fixed frequency. To implement these new methods in a widespread way, they a…
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.
Radiation transport problems are posed in a high-dimensional phase space, limiting the use of finely resolved numerical simulations. An emerging tool to efficiently reduce computational costs and memory footprint in such settings is dynamical low-rank approximation (DLRA). Despite its efficiency, numerical methods for DLRA need to be carefully constructed to guarantee stability while preserving crucial properties of the original problem. Important physical effects that one likes to preserve with DLRA include capturing the diffusion limit in the high-scattering regimes as well as dissipating en…
We discuss the recent developments of projection-based model order reduction (MOR) techniques targeting Hamiltonian problems. Hamilton's principle completely characterizes many high-dimensional models in mathematical physics, resulting in rich geometric structures, with examples in fluid dynamics, quantum mechanics, optical systems, and epidemiological models. MOR reduces the computational burden associated with the approximation of complex systems by introducing low-dimensional surrogate models, enabling efficient multi-query numerical simulations. However, standard reduction approaches do no…
We introduce a new class of parametricization structure-preserving partitioned Runge-Kutta ($α$-PRK) methods for Hamiltonian systems with holonomic constraints. When the scalar parameter $α=0$, the methods are reduced to the usual symplectic PRK methods like Shake-Rattle method or PRK schemes based on Lobatto IIIA-IIIB pairs, which can preserve all the quadratic invariants and the constraints. When $α\neq 0$, the methods are also shown to preserve all the quadratic invariants and the constraints manifold exactly. At the same time, for any given consistent initial values $(p_{0}, q_0)$ and smal…
In this paper, we develop a framework to construct energy-preserving methods for multi-components Hamiltonian systems, combining the exponential integrator and the partitioned averaged vector field method. This leads to numerical schemes with both advantages of long-time stability and excellent behavior for highly oscillatory or stiff problems. Compared to the existing energy-preserving exponential integrators (EP-EI) in practical implementation, our proposed methods are much efficient which can at least be computed by subsystem instead of handling a nonlinear coupling system at a time. Moreov…
In this paper, we present and study discontinuous Galerkin (DG) methods for one-dimensional multi-symplectic Hamiltonian partial differential equations. We particularly focus on semi-discrete schemes with spatial discretization only, and show that the proposed DG methods can simultaneously preserve the multi-symplectic structure and energy conservation with a general class of numerical fluxes, which includes the well-known central and alternating fluxes. Applications to the wave equation, the Benjamin-Bona-Mahony equation, the Camassa-Holm equation, the Korteweg-de Vries equation and the nonli…
The structure-preserving doubling algorithm (SDA) is a fairly efficient method for solving problems closely related to Hamiltonian (or Hamiltonian-like) matrices, such as computing the required solutions to algebraic Riccati equations. However, for large-scale problems in $\mathbb{C}^n$ (also $\mathbb{R}^n$), the SDA with an $O(n^3)$ computational complexity does not work well. In this paper, we propose a new decoupled form of the SDA (we name it as dSDA), building on the associated Krylov subspaces thus leading to the inherent low-rank structures. Importantly, the approach decouples the origi…
This work presents a nonintrusive physics-preserving method to learn reduced-order models (ROMs) of canonical Hamiltonian systems. Traditional intrusive projection-based model reduction approaches utilize symplectic Galerkin projection to construct Hamiltonian ROMs by projecting Hamilton's 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 frame…
Computationally efficient, structure-preserving reduced-order methods are developed for the Korteweg de Vries (KdV) equations in Hamiltonian form. The KdV equation is discretized in space by finite differences. The resulting skew-gradient system of ordinary differential equations (ODEs) is integrated with the linearly implicit Kahan's method, which preserves the Hamiltonian approximately. We have shown, using proper orthogonal decomposition (POD), the Hamiltonian structure of the full-order model (FOM) is preserved by the reduced-order model (ROM). The quadratic nonlinear terms of the KdV equa…
In this work we consider a class of delay eigenvalue problems that admit a spectrum similar to that of a Hamiltonian matrix, in the sense that the spectrum is symmetric with respect to both the real and imaginary axis. More precisely, we present a method to iteratively approximate the eigenvalues of such delay eigenvalue problems closest to a given purely real or imaginary shift, while preserving the symmetries of the spectrum. To this end the presented method exploits the equivalence between the considered delay eigenvalue problem and the eigenvalue problem associated with a linear but infini…
We propose a discretization of vector fields that are Hamiltonian up to multiplication by a positive function on the phase space that may be interpreted as a time reparametrization. We prove that our method is structure preserving in the sense that the discrete flow is interpolated to arbitrary order by the flow of a continuous system possessing the same structure. In particular, our discretization preserves a smooth measure on the phase space to arbitrary order. We present applications to a remarkable class of nonholonomic mechanical systems that allow Hamiltonization. To our best knowledge, …
The anisotropic and heterogeneous $N$-dimensional wave equation, controlled and observed at the boundary, is considered as a port-Hamiltonian system. A recent structure-preserving mixed Galerkin method is applied, leading directly to a finite-dimensional port-Hamiltonian system: its numerical analysis is carried out in a general framework. Optimal choices of mixed finite elements are then proved to reach the best trade-off between the convergence rate and the number of degrees of freedom for the state error. Exta compatibility conditions are identified for the Hamiltonian error to be twice tha…
