Globalizing the Carleman linear embedding method for nonlinear dynamics

Abstract

The Carleman embedding method is a widely used technique for linearizing a system of nonlinear differential equations, but fails to converge in regions where there are multiple fixed points. We propose and test three different versions of a global piecewise Carleman embedding technique, based on partitioning space into multiple regions where the center and size of the embedding region are chosen to control convergence. The first method switches between local linearization regions of fixed size once the trajectory reaches the boundary of the current linearization chart. During the transition, the embedding is reconstructed within the newly created chart, centered at the transition point. The second method also adapts the chart size dynamically, enhancing accuracy in regions where multiple fixed points are located. The third method partitions the state space using a static grid with precomputed linearization charts of fixed size, making it more suitable for applications that require high speed. All techniques are numerically tested on multiple integrable and chaotic nonlinear dynamical systems demonstrating their applicability for problems that are completely intractable for the standard Carleman embedding method. Simulations of chaotic dynamical systems such as various types of strange attractors demonstrate the power of the adaptive methods, if a sufficiently low tolerance is imposed. Still, the non-adaptive version of the method, with fixed centers and sizes of the linearization charts, can be faster in simulating dynamical systems while providing similar accuracy and may be more appropriate as the basis of algorithms for future quantum computers.