Learning Hamiltonian Dynamics with Bayesian Data Assimilation
- URL: http://arxiv.org/abs/2501.18808v1
- Date: Fri, 31 Jan 2025 00:03:21 GMT
- Title: Learning Hamiltonian Dynamics with Bayesian Data Assimilation
- Authors: Taehyeun Kim, Tae-Geun Kim, Anouck Girard, Ilya Kolmanovsky,
- Abstract summary: We develop a neural network-based approach for time-series prediction in unknown Hamiltonian dynamical systems.
We introduce an Autoregressive Hamiltonian Neural Network, which incorporates autoregressive prediction errors into the training objective.
- Score: 1.3499500088995464
- License:
- Abstract: In this paper, we develop a neural network-based approach for time-series prediction in unknown Hamiltonian dynamical systems. Our approach leverages a surrogate model and learns the system dynamics using generalized coordinates (positions) and their conjugate momenta while preserving a constant Hamiltonian. To further enhance long-term prediction accuracy, we introduce an Autoregressive Hamiltonian Neural Network, which incorporates autoregressive prediction errors into the training objective. Additionally, we employ Bayesian data assimilation to refine predictions in real-time using online measurement data. Numerical experiments on a spring-mass system and highly elliptic orbits under gravitational perturbations demonstrate the effectiveness of the proposed method, highlighting its potential for accurate and robust long-term predictions.
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