论文标题

部分可观测时空混沌系统的无模型预测

A New Optimality Property of Strang's Splitting

论文作者

Casas, Fernando, Sanz-Serna, Jesús María, Shaw, Luke

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。

For systems of the form $\dot q = M^{-1} p$, $\dot p = -Aq+f(q)$, common in many applications, we analyze splitting integrators based on the (linear/nonlinear) split systems $\dot q = M^{-1} p$, $\dot p = -Aq$ and $\dot q = 0$, $\dot p = f(q)$. We show that the well-known Strang splitting is optimally stable in the sense that, when applied to a relevant model problem, it has a larger stability region than alternative integrators. This generalizes a well-known property of the common Störmer/Verlet/leapfrog algorithm, which of course arises from Strang splitting based on the (kinetic/potential) split systems $\dot q = M^{-1} p$, $\dot p = 0$ and $\dot q = 0$, $\dot p = -Aq+f(q)$.

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