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At least 19 records

Quadrature Based Neural Network Learning of Stochastic Hamiltonian Systems

Hamiltonian Neural Networks (HNNs) provide structure-preserving learning of Hamiltonian systems. In this paper, we extend HNNs to structure-preserving inversion of stochastic Hamiltonian systems (SHSs) from observational data. We propose the quadrature-based models according to the integral form of the SHSs’ solutions, where we denoise the loss-by-moment calculations of the solutions. The integral pattern of the models transforms the source of the essential learning error from the discrepancy between the modified Hamiltonian and the true Hamiltonian in the classical HNN models into that between the integrals and their quadrature approximations. This transforms the challenging task of deriving the relation between the modified and the true Hamiltonians from the (stochastic) Hamilton–Jacobi PDEs, into the one that only requires invoking results from the numerical quadrature theory. Meanwhile, denoising via moments calculations gives a simpler data fitting method than, e.g., via probability density fitting, which may imply better generalization ability in certain circumstances. Numerical experiments validate the proposed learning strategy on several concrete Hamiltonian systems. The experimental results show that both the learned Hamiltonian function and the predicted solution of our quadrature-based model are more accurate than that of the corrected symplectic HNN method on a harmonic oscillator, and the three-point Gaussian quadrature-based model produces higher accuracy in long-time prediction than the Kramers–Moyal method and the numerics-informed likelihood method on the stochastic Kubo oscillator as well as other two stochastic systems with non-polynomial Hamiltonian functions. Moreover, the Hamiltonian learning error εH arising from the Gaussian quadrature-based model is lower than that from Simpson’s quadrature-based model. These demonstrate the superiority of our approach in learning accuracy and long-time prediction ability compared to certain existing methods and exhibit its potential to improve learning accuracy via applying precise quadrature formulae.

Mathematics

Data-driven reduced-order models for port-Hamiltonian systems with operator inference

Hamiltonian operator inference has been developed in Sharma et al. (2022) to learn structure-preserving reduced-order models (ROMs) for Hamiltonian systems. The method constructs a low-dimensional model using only data and knowledge of the functional form of the Hamiltonian. The resulting ROMs preserve the intrinsic structure of the system, ensuring that the mechanical and physical properties of the system are maintained. In this work, we extend this approach to port-Hamiltonian systems, which generalize Hamiltonian systems by including energy dissipation, external input, and output. Based on snapshots of the system’s state and output, together with the information about the functional form of the Hamiltonian, reduced operators are inferred through optimization and are then used to construct data-driven ROMs. To further alleviate the complexity of evaluating nonlinear terms in the ROMs, a hyper-reduction method via discrete empirical interpolation is applied. Accordingly, we derive error estimates for the ROM approximations of the state and output. Lastly, we demonstrate the structure preservation, as well as the accuracy of the proposed port-Hamiltonian operator inference framework, through numerical experiments on a linear mass–spring-damper problem and a nonlinear Toda lattice problem.

97 MATHEMATICS AND COMPUTING

The wave function and minimum uncertainty function of the bound quadratic Hamiltonian system

The bound quadratic Hamiltonian system is analyzed explicitly on the basis of quantum mechanics. We have derived the invariant quantity with an auxiliary equation as the classical equation of motion. With the use of this invariant it can be determined whether or not the system is bound. In bound system we have evaluated the exact eigenfunction and minimum uncertainty function through unitary transformation.

Yeon, Kyu Hwang

SympGNNs: Symplectic Graph Neural Networks for identifying high-dimensional Hamiltonian systems and node classification

Existing neural network models to learn Hamiltonian systems, such as SympNets, although accurate in low-dimensions, struggle to learn the correct dynamics for high-dimensional many-body systems. Herein, we introduce Symplectic Graph Neural Networks (SympGNNs) that can effectively handle system identification in high-dimensional Hamiltonian systems, as well as node classification. SympGNNs combine symplectic maps with permutation equivariance, a property of graph neural networks. Specifically, we propose two variants of SympGNNs: (i) G-SympGNN and (ii) LA-SympGNN, arising from different parameterizations of the kinetic and potential energy. We demonstrate the capabilities of SympGNN on two physical examples: a 40-particle coupled Harmonic oscillator, and a 2000-particle molecular dynamics simulation in a two-dimensional Lennard-Jones potential. Furthermore, we demonstrate the performance of SympGNN in the node classification task, achieving accuracy comparable to the state-of-the-art. Finally, we also empirically show that SympGNN can overcome the oversmoothing and heterophily problems, two key challenges in the field of graph neural networks.

Deep learning

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

CLPNets: Coupled Lie–Poisson neural networks for multi-part Hamiltonian systems with symmetries

To accurately compute data-based prediction of Hamiltonian systems, it is essential to utilize methods that preserve the structure of the equations over time. We consider a particularly challenging case of systems with interacting parts that do not reduce to pure momentum evolution. Such systems are essential in scientific computations, such as discretization of a continuum elastic rod, which can be viewed as the group of rotations and translations $SE(3)$. The evolution involves not only the momenta but also the relative positions and orientations of the particles. The presence of Lie group-valued elements, such as relative positions and orientations, poses a problem for applying previously derived methods for data-based computing. We develop a novel method of data-based computation and complete phase space learning of such systems. We follow the original framework of SympNets (Jin et al., 2020) and LPNets (Eldred et al., 2024), building the neural network from phase space mappings that preserve the Lie–Poisson structure. We derive a novel system of mappings that are built into neural networks describing the evolution of such systems. We call such networks Coupled Lie–Poisson Neural Networks, or CLPNets. We consider increasingly complex examples for the applications of CLPNets, starting with the rotation of two rigid bodies about a common axis, progressing to the free rotation of two rigid bodies, and finally to the evolution of two connected and interacting $SE(3)$ components, describing the discretization of an elastic rod into two elements. Our method preserves all Casimir invariants to machine precision, preserves energy to high accuracy, and shows good resistance to the curse of dimensionality, requiring only a few thousand data points for all cases studied (three to eighteen dimensions). Additionally, the method is highly economical in memory requirements, requiring only about 200 parameters for the most complex case considered.

Data-based modeling

Construction of approximate invariants for nonintegrable Hamiltonian systems

We present a method to construct high-order polynomial approximate invariants (AI) for nonintegrable Hamiltonian dynamical systems and apply it to a modern ring-based particle accelerator. Taking advantage of a special property of one-turn transformation maps expressed as square matrices, AIs can be constructed order by order iteratively. Evaluating AI with simulation data, we observe that AI’s fluctuation is actually a measure of chaos. Through minimizing the fluctuations, the stable region of long-term motions, i.e., the dynamic aperture of the accelerator, could be enlarged.

36 MATERIALS SCIENCE

Construction of approximate invariants for non-integrable Hamiltonian systems

We present a method to construct high-order polynomial approximate invariants (AI) for non integrable Hamiltonian dynamical systems, and apply it to a modern ring-based particle accelerator. Taking advantage of a special property of one-turn transformation maps in the form of a square matrix, AIs can be constructed order-by-order iteratively. Evaluating AI with simulation data, we observe that AI’s fluctuation is actually a measure of chaos. Through minimizing the fluctuations, the stable region of long-term motions, i.e., the dynamic aperture of the accelerator, could be enlarged.

43 PARTICLE ACCELERATORS

Polynomial approximation of Poincare maps for Hamiltonian system

Different methods are proposed and tested for transforming a non-linear differential system, and more particularly a Hamiltonian one, into a map without integrating the whole orbit as in the well-known Poincare return map technique. We construct piecewise polynomial maps by coarse-graining the phase-space surface of section into parallelograms and using either only values of the Poincare maps at the vertices or also the gradient information at the nearest neighbors to define a polynomial approximation within each cell. The numerical experiments are in good agreement with both the real symplectic and Poincare maps.

Froeschle, Claude

Numerical integration of nearly-Hamiltonian systems

The reported investigation is concerned with the solution of systems of differential equations which are derived from a Hamiltonian function in the extended phase space. The problem selected involves a one-dimensional perturbed harmonic oscillator. The van der Pol equation considered has an exact asymptotic value for its amplitude. Comparisons are made between a numerical solution and a known analytical solution. In addition to the van der Pol problem, known solutions regarding the restricted problem of three bodies are used as examples for perturbed Keplerian motion. The extended phase space Hamiltonian discussed by Stiefel and Scheifele (1971) is considered. A description is presented of two canonical formulations of the perturbed harmonic oscillator.

Bond, V. R.

Riccati group invariants of linear hamiltonian systems

The action of the Riccati group on the Riccati differential equation is associated with the action of a subgroup of the symplectic group on a set of hamiltonian matrices. Within this framework various sets of canonical forms are developed for the matrix coefficients of the Riccati differential equation. The canonical forms presented are valid for arbitrary Kronecker indices, and it is shown that the Kronecker indices are invariants for this group action. These canonical forms are useful for studying problems arising in the areas of optimal decentralized control and the spectral theory of optimal control problems.

Garzia, M. R.

Linear Hamiltonian systems - The Riccati group and its invariants

The action of the Riccati group on the Riccati differential equation is associated with the action of a subgroup of the symplectic group on a set of Hamiltonian matrices. Within this framework canonical forms are developed for the matrix coefficients of the Riccati differential equation.

Garzia, M. R.

Orbit structure of Hamiltonian systems arising from Lie transformation group actions

This paper associates the Riccati group and its group action on linear-quadratic optimal control problems to the action of a Lie transformation group on a set of Hamiltonian matrices. In this Lie theoretic setting results are presented concerning the associated orbit structure and the structure of the group itself. These results are of importance in understanding the solution structure of matrix Riccati differential equations, and thus also of importance in linear-quadratic optimal control.

Garzia, M. R.

Markov-Tree model of intrinsic transport in Hamiltonian systems

A particle in a chaotic region of phase space can spend a long time near the boundary of a regular region since transport there is slow. This 'stickiness' of regular regions is thought to be responsible for previous observations in numerical experiments of a long-time algebraic decay of the particle survival probability, i.e., survival probability approximately t to the (-z) power for large t. This paper presents a global model for transport in such systems and demonstrates the essential role of the infinite hierarchy of small islands interspersed in the chaotic region. Results for z are discussed.

Meiss, J. D.