Abstract:We extend the kernel-based symplectic predictor of [1] to a parameter-augmented setting in which the learned flow-map surrogate depends not only on the state, but also on additional variables such as physical parameters and macro time-step sizes. The method uses a product kernel ansatz on a parameter and macro step augmented domain and constructs the prediction through an implicit symplectic-Euler-type update. Hence, for every fixed admissible parameter and time-step instance, the resulting large-step predictor is symplectic by construction. The training problem is formulated as gradient Hermite--Birkhoff interpolation in a reproducing kernel Hilbert space. Efficient surrogates are obtained by greedy center selection. We show that the convergence analysis from the non-augmented setting carries over to the product-kernel framework and derive corresponding prediction error bounds. Numerical experiments for a pendulum with varying length and time-step size and for a parameter-dependent discretized wave equation illustrate the accuracy and structure-preserving behavior of the proposed approach.
From: Robin Herkert [view email]
[v1]
Wed, 17 Jun 2026 11:20:31 UTC (233 KB)
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