arXiv subjects

Tobias Ehring

Publications and source records attributed to Tobias Ehring.

9 recordsLinked to original sources

arXiv2026

On Symmetric Kernel Collocation for Nonlinear PDEs

This paper considers kernel-based approximation methods for nonlinear partial differential equations. To this end, the problem is formulated as an optimal-recovery generalized interpolation problem, that is, as an optimization problem in an RKHS with nonlinear functional constraints. This formulation provides the basis for a convergence analysis carried out directly in the RKHS and extends existing results by relaxing the uniqueness assumption on the PDE solution. In the nonunique case, the limiting object is characterized as a minimum-norm solution. Furthermore, a residual-greedy strategy for adaptive collocation point selection is proposed, and convergence of the resulting sequence of generalized interpolants is established. Numerical experiments for a stationary nonlinear heat equation illustrate the method and indicate that residual-greedy point selection can lead to markedly smaller PDE residuals than point sets selected according to fill-distance criteria.

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arXiv2026

Symplecticity-preserving prediction of parameter-dependent Hamiltonian dynamics by Generalized Kernel Interpolation

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.

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arXiv2026

Symplecticity-Preserving Prediction of Hamiltonian Dynamics by Generalized Kernel Interpolation

In this work, a kernel-based surrogate for integrating Hamiltonian dynamics that is symplectic by construction and tailored to large prediction horizons is proposed. The method learns a scalar potential whose gradient enters a symplectic-Euler update, yielding a discrete flow map that exactly preserves the canonical symplectic structure. Training is formulated as a gradient Hermite--Birkhoff interpolation problem in a reproducing kernel Hilbert space, providing a systematic framework for existence, uniqueness, and error control. Algorithmically, the symplectic kernel predictor is combined with structure-preserving model order reduction, enabling efficient treatment of high-dimensional discretized PDEs. Numerical tests for a pendulum, a nonlinear spring--mass chain, and a semi-discrete wave equation show nearly algebraic greedy convergence and long-time trajectory errors reduce by two to three orders of magnitude compared to an implicit midpoint baseline at the same macro time step.

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arXiv2025

Escaping the native space of Sobolev kernels by interpolation

Classical convergence analysis for kernel interpolation typically assumes that the target function $f$ lies in the reproducing kernel Hilbert space $\mathcal{H}_k\!\left(\Omega\right)$ induced by a kernel on a domain $\Omega\subset\mathbb{R}^N$. For many applications, however, this assumption is overly restrictive. We develop a general framework for analyzing the convergence of kernel interpolation {beyond the native space}. Let $A(\Omega)$ and $B(\Omega)$ be Banach spaces with continuous embeddings $\mathcal{H}_k\!\left(\Omega\right) \hookrightarrow A(\Omega)\hookrightarrow B(\Omega)$, assume point evaluation is continuous on $A(\Omega)$, and that $\mathcal{H}_k\!\left(\Omega\right)$ is dense in $A(\Omega)$. For a nested sequence of node sets $(X_n)_{n\ge1}\subset\Omega$ with $\bigcup_n X_n$ dense, we characterize convergence of the kernel interpolants in the $B(\Omega)$-norm for all target functions in $A(\Omega)$ via the uniform boundedness of the interpolation operators $\Pi^{\,n}_{A,B}:A(\Omega)\to B(\Omega)$. This yields a necessary and sufficient condition under which kernel interpolation extends beyond $\mathcal{H}_k\!\left(\Omega\right)$. Specializing to Sobolev kernels of order $\tau>N/2$ on bounded Lipschitz domains, we show that every $f \in C(\overline{\Omega})$ can be approximated in the $L^2(\Omega)$-norm by interpolation using quasi-uniform nested centers. Moreover, for a subclass of Sobolev kernels (including integer-order Mat\'ern kernels), we prove that the Lebesgue constant is uniformly bounded on $[a,b]\subset\mathbb{R}$ under quasi-uniform centers; within our framework this implies supremum norm convergence of the interpolants for every target functions $f \in C([a,b])$.

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arXiv2025

Recovery of the optimal control value function in reproducing kernel Hilbert spaces from verification conditions

Approximating the optimal value function $v^*$ for infinite-horizon, nonlinear, autonomous optimal control problems is both challenging and essential for synthesizing real-time optimal feedback. We develop an abstract optimal recovery framework in reproducing kernel Hilbert spaces (RKHS) for reconstructing unknown target functions from mixed equality and inequality functional constraints. Within this framework, the approximation of $v^*$ is cast as a collocation-type problem derived from verification conditions for optimality -- most prominently, the Hamilton-Jacobi-Bellman (HJB) equation -- that uniquely characterizes $v^*$. As the set of collocation points becomes dense in the ambient domain $\Omega$, we establish convergence of the RKHS approximants to $v^*$: globally on $\Omega$ in the RKHS norm when $v^*$ is analytic, and locally (in a neighborhood of the origin) in the RKHS norm when $v^*$ is bounded from above and below by quadratic functions. Furthermore, we show that a practical numerical realization of the abstract scheme reduces to the classical policy iteration algorithm. Numerical experiments support the effectiveness of the proposed approach.

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arXiv2025

Solving Approximation Tasks with Greedy Deep Kernel Methods

Kernel methods are versatile tools for function approximation and surrogate modeling. In particular, greedy techniques offer computational efficiency and reliability through inherent sparsity and provable convergence. Inspired by the success of deep neural networks and structured deep kernel networks, we consider deep, multilayer kernels for greedy approximation. This multilayer structure, consisting of linear kernel layers and optimizable kernel activation function layers in an alternating fashion, increases the expressiveness of the kernels and thus of the resulting approximants. Compared to standard kernels, deep kernels are able to adapt kernel intrinsic shape parameters automatically, incorporate transformations of the input space and induce a data-dependent reproducing kernel Hilbert space. For this, deep kernels need to be pretrained using a specifically tailored optimization objective. In this work, we not only introduce deep kernel greedy models, but also present numerical investigations and comparisons with neural networks, which clearly show the advantages in terms of approximation accuracies. As applications we consider the approximation of model problems, the prediction of breakthrough curves for reactive flow through porous media and the approximation of solutions for parameterized ordinary differential equation systems.

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arXiv2025

On the Convergence of the Policy Iteration for Infinite-Horizon Nonlinear Optimal Control Problems

Policy iteration (PI) is a widely used algorithm for synthesizing optimal feedback control policies across many engineering and scientific applications. When PI is deployed on infinite-horizon, nonlinear, autonomous optimal-control problems, however, a number of significant theoretical challenges emerge - particularly when the computational state space is restricted to a bounded domain. In this paper, we investigate these challenges and show that the viability of PI in this setting hinges on the existence, uniqueness, and regularity of solutions to the Generalized Hamilton-Jacobi-Bellman (GHJB) equation solved at each iteration. To ensure a well-posed iterative scheme, the GHJB solution must possess sufficient smoothness, and the domain on which the GHJB equation is solved must remain forward-invariant under the closed-loop dynamics induced by the current policy. Although fundamental to the method's convergence, previous studies have largely overlooked these aspects. This paper closes that gap by introducing a constructive procedure that guarantees forward invariance of the computational domain throughout the entire PI sequence and by establishing sufficient conditions under which a suitably regular GHJB solution exists at every iteration. Numerical results are presented for a grid-based implementation of PI to support the theoretical findings.

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arXiv2025

A trust-region framework for optimization using Hermite kernel surrogate models

In this work, we present a trust-region optimization framework that employs Hermite kernel surrogate models. The method targets optimization problems with computationally demanding objective functions, for which direct optimization is often impractical due to expensive function evaluations. To address these challenges, we leverage a trust-region strategy, where the objective function is approximated by an efficient surrogate model within a local neighborhood of the current iterate. In particular, we construct the surrogate using Hermite kernel interpolation and define the trust-region based on bounds for the interpolation error. As mesh-free techniques, kernel-based methods are naturally suited for medium- to high-dimensional problems. Furthermore, the Hermite formulation incorporates gradient information, enabling precise gradient estimates that are crucial for many optimization algorithms. We prove that the proposed algorithm converges to a stationary point, and we demonstrate its effectiveness through numerical experiments, which illustrate the convergence behavior as well as the efficiency gains compared to direct optimization.

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arXiv2023

Hermite kernel surrogates for the value function of high-dimensional nonlinear optimal control problems

Numerical methods for the optimal feedback control of high-dimensional dynamical systems typically suffer from the curse of dimensionality. In the current presentation, we devise a mesh-free data-based approximation method for the value function of optimal control problems, which partially mitigates the dimensionality problem. The method is based on a greedy Hermite kernel interpolation scheme and incorporates context-knowledge by its structure. Especially, the value function surrogate is elegantly enforced to be 0 in the target state, non-negative and constructed as a correction of a linearized model. The algorithm is proposed in a matrix-free way, which circumvents the large-matrix-problem for multivariate Hermite interpolation. For finite time horizons, both convergence of the surrogate to the value function as well as for the surrogate vs. the optimal controlled dynamical system are proven. Experiments support the effectiveness of the scheme, using among others a new academic model that has a scalable dimension and an explicitly given value function. It may also be useful for the community to validate other optimal control approaches.

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