Articles | Volume 14
https://doi.org/10.5194/ars-14-51-2016
https://doi.org/10.5194/ars-14-51-2016
28 Sep 2016
 | 28 Sep 2016

Adapting the range of validity for the Carleman linearization

Harry Weber and Wolfgang Mathis

Abstract. In this contribution, the limitations of the Carleman linearization approach are presented and discussed. The Carleman linearization transforms an ordinary nonlinear differential equation into an infinite system of linear differential equations. In order to transform the nonlinear differential equation, orthogonal polynomials which represent solutions of a Sturm–Liouville problem are used as basis. The determination of the time derivate of this basis yields an infinite dimensional linear system that depends on the considered nonlinear differential equation. The infinite linear system has the same properties as the nonlinear differential equation such as limit cycles or chaotic behavior. In general, the infinite dimensional linear system cannot be solved. Therefore, the infinite dimensional linear system has to be approximated by a finite dimensional linear system. Due to limitation of dimension the solution of the finite dimensional linear system does not represent the global behavior of the nonlinear differential equation. In fact, the accuracy of the approximation depends on the considered nonlinear system and the initial value. The idea of this contribution is to adapt the range of validity for the Carleman linearization in order to increase the accuracy of the approximation for different ranges of initial values. Instead of truncating the infinite dimensional system after a certain order a Taylor series approach is used to approximate the behavior of the nonlinear differential equation about different equilibrium points. Thus, the adapted finite linear system describes the local behavior of the solution of the nonlinear differential equation.

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Short summary
In this contribution, the limitations of the Carleman linearization approach are presented and discussed. The Carleman linearization transforms an ordinary nonlinear differential equation into an infinite system of linear differential equations which cannot be solved in general. Therefore, the infinite dimensional system has to be approximated by a finite one. The idea of this contribution is to use a Taylor series for the approximation of the infinite system.