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Messenger, Daniel A.

Publications and source records attributed to Messenger, Daniel A..

Weighted Composition Operators for Learning Nonlinear Dynamics

Operator theoretic methods in dynamical system have been dominated by the use of Koopman operators and their continuous time counterparts, such as Koopman Generators and Liouville Operators. The advantage gained from their use primarily stems from the ability to extract subspaces and eigenfunctions within a space of observables that are invariant with respect to the Koopman operator over that space. When this occurs, a dynamic mode decomposition of the systems state provides a linear model for the dynamical system. Not all Koopman operators have eigenfunctions that may be exploited in this manner. However, the framework can still be leveraged for approximations using other operators. In this setting, we present a different operator for the study of dynamical systems, the weighted composition operator. These operators are compact for a wide range of dynamics and spaces, and through their interactions with occupation kernels and vector valued kernels, they admit an estimation of the underlying dynamics. Here, this manuscript presents a new algorithm for the data driven study of dynamical systems from data, and also provides two numerical experiments where convergence is achieved as a proof of concept.

97 MATHEMATICS AND COMPUTING

Coarse-graining Hamiltonian systems using WSINDy

Abstract Weak form equation learning and surrogate modeling has proven to be computationally efficient and robust to measurement noise in a wide range of applications including ODE, PDE, and SDE discovery, as well as in coarse-graining applications, such as homogenization and mean-field descriptions of interacting particle systems. In this work we extend this coarse-graining capability to the setting of Hamiltonian dynamics which possess approximate symmetries associated with timescale separation. A smooth $$\varepsilon$$ ε -dependent Hamiltonian vector field $$X_\varepsilon$$ X ε possesses an approximate symmetry if the limiting vector field $$X_0=\lim _{\varepsilon \rightarrow 0}X_\varepsilon$$ X 0 = lim ε → 0 X ε possesses an exact symmetry. Such approximate symmetries often lead to the existence of a Hamiltonian system of reduced dimension that may be used to efficiently capture the dynamics of the symmetry-invariant dependent variables. Deriving such reduced systems, or approximating them numerically, is an ongoing challenge. We demonstrate that WSINDy can successfully identify this reduced Hamiltonian system in the presence of large perturbations imparted in the $$\varepsilon >0$$ ε > 0 regime, while remaining robust to extrinsic noise. This is significant in part due to the nontrivial means by which such systems are derived analytically. WSINDy naturally preserves the Hamiltonian structure by restricting to a trial basis of Hamiltonian vector fields. The methodology is computationally efficient, often requiring only a single trajectory to learn the global reduced Hamiltonian, and avoiding forward solves in the learning process. In this way, we argue that weak-form equation learning is particularly well-suited for Hamiltonian coarse-graining. Using nearly-periodic Hamiltonian systems as a prototypical class of systems with approximate symmetries, we show that WSINDy robustly identifies the correct leading-order system, with dimension reduced by at least two, upon observation of the relevant degrees of freedom. While our main contribution is computational, we also provide a contribution to the literature on averaging theory by proving that first-order averaging at the level of vector fields preserves Hamiltonian structure in nearly-periodic Hamiltonian systems. This provides theoretical justification for our approach as WSINDy’s computations occur at the level of Hamiltonian vector fields. We illustrate the efficacy of our proposed method using physically relevant examples, including coupled oscillator dynamics, the Hénon–Heiles system for stellar motion within a galaxy, and the dynamics of charged particles.

97 MATHEMATICS AND COMPUTING