Coarse-Graining Hamiltonian Systems Using WSINDy

TL;DR

This paper extends WSINDy to effectively identify reduced Hamiltonian systems with approximate symmetries, demonstrating robustness to noise and large perturbations, and preserving Hamiltonian structure in nearly-periodic systems.

Contribution

It introduces a method to coarse-grain Hamiltonian dynamics using WSINDy, capable of handling large perturbations and noise while maintaining Hamiltonian structure, with theoretical and practical validation.

Findings

Successfully identifies reduced Hamiltonian systems with at least two dimensions reduction.

Robustly recovers the correct leading-order system in nearly-periodic Hamiltonian dynamics.

Preserves Hamiltonian structure through averaging at the vector field level.

Abstract

The Weak-form Sparse Identification of Nonlinear Dynamics algorithm (WSINDy) has been demonstrated to offer coarse-graining capabilities in the context of interacting particle systems (https://doi.org/10.1016/j.physd.2022.133406). In this work we extend this capability to the problem of coarse-graining Hamiltonian dynamics which possess approximate symmetries associated with timescale separation. 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 intrinsic perturbations while remaining robust to extrinsic noise. This is significant in part due to the nontrivial means by which such systems are derived analytically. WSINDy also naturally preserves the Hamiltonian structure by restricting to a trial basis of Hamiltonian vector fields. The methodology is computational efficient, often requiring only a single trajectory to learn the global reduced Hamiltonian, and avoiding forward solves in the learning process. 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. We also provide a contribution to averaging theory by proving that first-order averaging at the level of vector fields preserves Hamiltonian structure in nearly-periodic Hamiltonian systems. We provide physically relevant examples, namely coupled oscillator dynamics, the H\'enon-Heiles system for stellar motion within a galaxy, and the dynamics of charged particles.