Data-driven Prediction of General Hamiltonian Dynamics via Learning Exactly-Symplectic Maps
This addresses the problem of long-term prediction accuracy in dynamical systems for researchers and practitioners, offering a novel method that is incremental in improving error control over existing approaches.
The paper tackles the prediction of nonlinear time series from latent symplectic maps, such as Hamiltonian systems, by directly learning the symplectic evolution map via a generating function approximated by a neural network (GFNN), ensuring exact symplecticity and proving that global prediction error grows linearly rather than exponentially with time.
We consider the learning and prediction of nonlinear time series generated by a latent symplectic map. A special case is (not necessarily separable) Hamiltonian systems, whose solution flows give such symplectic maps. For this special case, both generic approaches based on learning the vector field of the latent ODE and specialized approaches based on learning the Hamiltonian that generates the vector field exist. Our method, however, is different as it does not rely on the vector field nor assume its existence; instead, it directly learns the symplectic evolution map in discrete time. Moreover, we do so by representing the symplectic map via a generating function, which we approximate by a neural network (hence the name GFNN). This way, our approximation of the evolution map is always \emph{exactly} symplectic. This additional geometric structure allows the local prediction error at each step to accumulate in a controlled fashion, and we will prove, under reasonable assumptions, that the global prediction error grows at most \emph{linearly} with long prediction time, which significantly improves an otherwise exponential growth. In addition, as a map-based and thus purely data-driven method, GFNN avoids two additional sources of inaccuracies common in vector-field based approaches, namely the error in approximating the vector field by finite difference of the data, and the error in numerical integration of the vector field for making predictions. Numerical experiments further demonstrate our claims.