Symplectic model reduction of Hamiltonian systems

DOI10.1137/140978922zbMATH Open1330.65193arXiv1407.6118OpenAlexW1665592869MaRDI QIDQ3460269FDOQ3460269

Authors: Liqian Peng, Kamran Mohseni 

Publication date: 7 January 2016

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Abstract: 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.

Full work available at URL: https://arxiv.org/abs/1407.6118

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zbMATH Keywords

nonlinear programmingstabilityalgorithmHamiltonian systemsnumerical examplewave equationproper orthogonal decompositionenergy preservationstability preservationcotangent liftsymplectic model reductioncomplex singular value decompositionproper symplectic decompositionsymplectic discrete empirical interpolation methodsymplectic Galerkin projectionsymplectic structure preservation

Mathematics Subject Classification ID

Stability problems for finite-dimensional Hamiltonian and Lagrangian systems (37J25) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)

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