The Sparse-Grid-Based Adaptive Spectral Koopman Method

Publication date 20 June 2022

Simulation of dynamical systems (37M05) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

Abstract: The adaptive spectral Koopman (ASK) method was introduced to numerically solve autonomous dynamical systems that lay the foundation of numerous applications across different fields in science and engineering. Although ASK achieves high accuracy, it is computationally more expensive for multi-dimensional systems compared with conventional time integration schemes like Runge-Kutta. In this work, we combine the sparse grid and ASK to accelerate the computation for multi-dimensional systems. This sparse-grid-based ASK (SASK) method uses the Smolyak structure to construct multi-dimensional collocation points as well as associated polynomials that are used to approximate eigenfunctions of the Koopman operator of the system. In this way, the number of collocation points is reduced compared with using the tensor product rule. We demonstrate that SASK can be used to solve partial differential equations based-on their semi-discrete forms. Numerical experiments illustrate that SASK balances the accuracy with the computational cost, and hence accelerates ASK.

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