Local adaptive Galerkin bases for large-dimensional dynamical systems

The authors suggest and develop a method for following the dynamics of systems whose long-time behaviour is confined to an attractor or invariant manifold A of potentially large dimension. The idea is to embed A in a set of local coverings. The dynamics of the phase point P on A in each local ball is then approximated by the dynamics of its projections into the local tangent space. Optimal coordinates in each local patch are chosen by a local version of a singular value decomposition (SVD) analysis which picks out the principal axes of inertia of a data set. Because the basis is continually updated, it is natural to call the procedure an adaptive basis method. The advantages of the method are the following. (i) The choice of the local coordinate system in the local tangent space of A is dictated by the dynamics of the system being investigated and can therefore reflect the importance of natural nonlinear structures which occur locally but which could not be used as part of a global basis. (ii) The number of important or active local degrees of freedom is clearly defined by the algorithm and will usually be much lower than the number of coordinates in the local embedding space and certainly considerably fewer than the number which would be required to provide a global embedding of A. (iii) While the local coordinates indicate which nonlinear structures are important there, the transition matrices which glue the coordinate patches together carry information about the global geometry of A. (iv). The method also suggests a useful algorithm for the numerical integration of complicated spatially extended equation systems, by first using crude integration schemes to generate data from which optimal local and sometimes global Galerkin bases are chosen.

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