Collaborative Research: Computational Geometric Uncertainty Propagation for Hamiltonian Systems on a Lie Group

合作研究：李群上哈密顿系统的计算几何不确定性传播

• 批准号: 1029445
• 负责人: Melvin Leok
• 金额: $ 11.11万
• 依托单位: University of California-San Diego
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2010
• 资助国家: 美国
• 起止时间: 2010-09-01 至 2014-08-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1029445&HistoricalAwards=false
• 关键词: Collaborative; Research; Computational; Geometric; Uncertainty

This collaborative research project is concerned with the development of accurate and efficient computational uncertainty propagation techniques for nonlinear stochastic Hamiltonian systems that evolve on Lie group configuration spaces. Uncertainties in a dynamic system arise from multiple sources such as unmodeled dynamics, parametric uncertainty, and uncertainty in initial conditions. As they cannot be completely eliminated from any computational experiment or physical measurement, a careful characterization of the evolution of uncertainties is essential in scientific and engineering problems. This project involves the application of computational geometric mechanics, geometric numerical integration, noncommutative harmonic analysis, and generalized polynomial chaos techniques, and will yield mesh-free, coordinate-free methods for the numerically stable long-time propagation of uncertainty in a Hamiltonian system, while explicitly addressing the underlying stochastic and geometric properties of the system.Most mathematical models have sources of uncertainty that may arise from physical processes that are poorly understood, a lack of precise knowledge of the parameters, or incomplete information about the current state of the system, and it is important to understand how these model uncertainties affect the predictions that arise from the mathematical model. In particular, a computer prediction without some indication of the reliability and confidence in the prediction can be disastrously misleading. This project aims to address the essential task of developing accurate mathematical and numerical methods for characterizing the effects of uncertainty in complex systems, which is a particularly timely and pressing need, since mathematical models of complex systems are increasingly relied upon to inform public policy decisions with long lasting and far reaching consequences. A graduate textbook will be prepared that discusses in parallel the continuous and discrete time approach to geometric mechanics on Lie groups that aims to be accessible to professional programs in computational science, and which will be field tested in the CSME graduate program at UCSD. This textbook includes accompanying code that will facilitate the reuse of the computational infrastructure funded by this project in other applications involving uncertainty propagation on nonlinear spaces.

这个合作研究项目是关于在李群构型空间上演化的非线性随机哈密顿系统的精确和有效的计算不确定性传播技术的发展。动态系统中的不确定性来自多个来源，如未建模动力学、参数不确定性和初始条件的不确定性。由于它们不能从任何计算实验或物理测量中完全消除，因此在科学和工程问题中，仔细描述不确定性的演变是必不可少的。该项目涉及计算几何力学、几何数值积分、非交换谐波分析和广义多项式混沌技术的应用，并将为哈密顿系统中不确定性的数值稳定长期传播提供无网格、无坐标的方法，同时明确地解决系统的潜在随机和几何特性。大多数数学模型都有不确定性的来源，这些不确定性可能来自于人们对物理过程的理解不足，缺乏对参数的精确了解，或者关于系统当前状态的信息不完整，了解这些模型的不确定性如何影响从数学模型中产生的预测是很重要的。特别是，一个没有可靠性和可信度的计算机预测可能会造成灾难性的误导。该项目旨在解决发展精确的数学和数值方法来描述复杂系统中不确定性影响的基本任务，这是一个特别及时和迫切的需要，因为复杂系统的数学模型越来越多地依赖于为具有长期和深远影响的公共政策决策提供信息。将编写一本研究生教材，同时讨论李群几何力学的连续时间和离散时间方法，旨在供计算科学专业课程使用，并将在加州大学圣地亚哥分校的CSME研究生课程中进行实地测试。本教材包括随附的代码，这些代码将促进本项目资助的计算基础设施在涉及非线性空间上的不确定性传播的其他应用中的重用。