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 ε\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\varepsilon$$\\end{document}-dependent Hamiltonian vector field Xε\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$X_\\varepsilon$$\\end{document} possesses an approximate symmetry if the limiting vector field X0=limε→0Xε\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$X_0=\\lim _{\\varepsilon \\rightarrow 0}X_\\varepsilon$$\\end{document} 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 ε>0\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\varepsilon >0$$\\end{document} 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.