论文标题

部分可观测时空混沌系统的无模型预测

Preservation of Quadratic Invariants by Semiexplicit Symplectic Integrators for Non-separable Hamiltonian Systems

论文作者

Ohsawa, Tomoki

论文摘要

储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。

We prove that the recently developed semiexplicit symplectic integrators for non-separable Hamiltonian systems preserve any linear and quadratic invariants possessed by the Hamiltonian systems. This is in addition to being symmetric and symplectic as shown in our previous work; hence it shares the crucial structure-preserving properties with some of the well-known symplectic Runge--Kutta methods such as the Gauss--Legendre methods. The proof follows two steps: First we show how the extended Hamiltonian system proposed by Pihajoki inherits linear and quadratic invariants in the extended phase space from the original Hamiltonian system. Then we show that this inheritance in turn implies that our integrator preserves the original linear and quadratic invariants in the original phase space. We also analyze preservation/non-preservation of these invariants by Tao's extended Hamiltonian system and the extended phase space integrators of Pihajoki and Tao. The paper concludes with numerical demonstrations of our results using a simple test case and a system of point vortices.

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