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On learning Hamiltonian systems from data
Tom Bertalan1, Felix Dietrich2, Igor Mezić3
1Department of Mechanical Engineering, The Massachusetts Institute of Technology, Cambridge, Massachusetts 02139, USA.
This study introduces a data-driven method to uncover hidden structures in data, specifically identifying Hamiltonian systems by extracting conserved energy and dynamics. It enables the discovery of phase space and generating functions from observations.
Area of Science:
- Data Science
- Physics
- Machine Learning
Background:
- Scientific descriptions often leverage conserved quantities, but data science typically lacks this.
- Current data science methods often overlook underlying physical system assumptions.
Purpose of the Study:
- To develop a data-driven approach for identifying Hamiltonian systems and their properties.
- To extract phase space coordinates and the generating Hamiltonian function from observational data.
Main Methods:
- Utilizing an autoencoder neural network to map observations to phase space coordinates.
- Employing a second neural network to approximate the Hamiltonian function, trained jointly with the autoencoder.
- Exploring Gaussian processes as an alternative for Hamiltonian estimation.
Main Results:
- Successfully extracted phase space and generating Hamiltonians from observational data.
- Demonstrated the approach with two illustrative examples and a pendulum system.
- The method is fully data-driven, requiring no prior assumptions on the Hamiltonian's form.
Conclusions:
- This data-driven framework effectively identifies and characterizes Hamiltonian systems.
- The approach offers a novel way to integrate physical principles into data analysis.
- Enables the discovery of underlying dynamics and conserved quantities in complex systems.
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