Data-driven spectral decomposition and forecasting of ergodic dynamical systems
From MaRDI portal
Publication:2325539
Abstract: We develop a framework for dimension reduction, mode decomposition, and nonparametric forecasting of data generated by ergodic dynamical systems. This framework is based on a representation of the Koopman and Perron-Frobenius groups of unitary operators in a smooth orthonormal basis of the L2 space of the dynamical system, acquired from time-ordered data through the diffusion maps algorithm. Using this representation, we compute Koopman eigenfunctions through a regularized advection-diffusion operator, and employ these eigenfunctions in dimension reduction maps with projectible dynamics and high smoothness for the given observation modality. In systems with pure point spectra, we construct a decomposition of the generator of the Koopman group into mutually commuting vector fields that transform naturally under changes of observation modality, which we reconstruct in data space through a representation of the pushforward map in the Koopman eigenfunction basis. We also establish a correspondence between Koopman operators and Laplace-Beltrami operators constructed from data in Takens delay-coordinate space, and use this correspondence to provide an interpretation of diffusion-mapped delay coordinates for this class of systems. Moreover, we take advantage of a special property of the Koopman eigenfunction basis, namely that the basis elements evolve as simple harmonic oscillators, to build nonparametric forecast models for probability densities and observables. In systems with more complex spectral behavior, including mixing systems, we develop a method inspired from time change in dynamical systems to transform the generator to a new operator with potentially improved spectral properties, and use that operator for vector field decomposition and nonparametric forecasting.
Recommendations
- Delay-coordinate maps and the spectra of Koopman operators
- A data-driven approximation of the koopman operator: extending dynamic mode decomposition
- Applied Koopmanism
- Ergodic theory, dynamic mode decomposition, and computation of spectral properties of the Koopman operator
- Reproducing kernel Hilbert space compactification of unitary evolution groups
Cites work
- A computational method to extract macroscopic variables and their dynamics in multiscale systems
- A data-driven approximation of the koopman operator: extending dynamic mode decomposition
- A spectral Galerkin method for the coupled Orr-Sommerfeld and induction equations for free-surface MHD
- A topological delay embedding theorem for infinite-dimensional dynamical systems
- Almost-invariant sets and invariant manifolds - connecting probabilistic and geometric descriptions of coherent structures in flows
- Analog forecasting with dynamics-adapted kernels
- Analysis of Fluid Flows via Spectral Properties of the Koopman Operator
- Analytic mixing reparametrizations of irrational flows
- Applied Koopmanism
- ATLAS: a geometric approach to learning high-dimensional stochastic systems near manifolds
- Basic notions of ergodic theory and examples of dynamical systems
- Coherent sets for nonautonomous dynamical systems
- Comparison of systems with complex behavior
- Consistency of spectral clustering
- Data-Driven Reduction for a Class of Multiscale Fast-Slow Stochastic Dynamical Systems
- Detecting and Locating Near-Optimal Almost-Invariant Sets and Cycles
- Detecting isolated spectrum of transfer and Koopman operators with Fourier analytic tools
- Diffusion and mixing in fluid flow
- Diffusion maps
- Diffusion wavelets
- Dynamic mode decomposition of numerical and experimental data
- Dynamic mode decomposition with control
- Dynamics-adapted cone kernels
- Embedology
- From graph to manifold Laplacian: the convergence rate
- Geometric harmonics: a novel tool for multiscale out-of-sample extension of empirical functions
- Geometry of the ergodic quotient reveals coherent structures in flows
- Graph Laplacian Tomography From Unknown Random Projections
- scientific article; zbMATH DE number 996049 (Why is no real title available?)
- scientific article; zbMATH DE number 996050 (Why is no real title available?)
- scientific article; zbMATH DE number 5163235 (Why is no real title available?)
- scientific article; zbMATH DE number 3810550 (Why is no real title available?)
- scientific article; zbMATH DE number 4074523 (Why is no real title available?)
- scientific article; zbMATH DE number 1201579 (Why is no real title available?)
- scientific article; zbMATH DE number 2079129 (Why is no real title available?)
- scientific article; zbMATH DE number 1779195 (Why is no real title available?)
- scientific article; zbMATH DE number 3222869 (Why is no real title available?)
- scientific article; zbMATH DE number 3375319 (Why is no real title available?)
- scientific article; zbMATH DE number 3403524 (Why is no real title available?)
- Integral inequalities for the fundamental solutions of diffusions on manifolds with divergence-free drift
- Laplacian Eigenmaps for Dimensionality Reduction and Data Representation
- Learning Theory
- Learning Theory
- Local kernels and the geometric structure of data
- Manifold parametrizations by eigenfunctions of the Laplacian and heat kernels
- Multi-scale geometric methods for data sets. II: Geometric multi-resolution analysis
- Multiresolution dynamic mode decomposition
- Non-linear independent component analysis with diffusion maps
- Nonlinear Laplacian spectral analysis for time series with intermittency and low-frequency variability
- On dynamic mode decomposition: theory and applications
- On one-parameter Koopman groups
- On the Approximation of Complicated Dynamical Behavior
- On the isolated spectrum of the Perron-Frobenius operator
- On Ulam approximation of the isolated spectrum and eigenfunctions of hyperbolic maps
- Operator theoretic aspects of ergodic theory
- Regularized local linear prediction of chaotic time series
- Spatiotemporal analysis of complex signals: Theory and applications
- Spectral analysis of nonlinear flows
- Spectral Galerkin discretization for hydrodynamic stability problems
- Spectral properties of dynamical systems, model reduction and decompositions
- Statistical mechanics of a one-dimensional lattice gas
- Statistically optimal almost-invariant sets
- Stepanoff Flows on the Torus
- The behavior of the spectral gap under growing drift
- TIME CHANGES IN FLOWS AND MIXING
- Time-scale separation from diffusion-mapped delay coordinates
- Transport in time-dependent dynamical systems: finite-time coherent sets
- Turbulence, Coherent Structures, Dynamical Systems and Symmetry
- Unwrapping eigenfunctions to discover the geometry of almost-invariant sets in hyperbolic maps
- Variable bandwidth diffusion kernels
- Variants of dynamic mode decomposition: boundary condition, Koopman, and Fourier analyses
Cited in
(61)- High-dimensional time series prediction using kernel-based koopman mode regression
- On convergence of extended dynamic mode decomposition to the Koopman operator
- Koopman operator spectrum for random dynamical systems
- Go with the flow, on Jupiter and snow. Coherence from model-free video data without trajectories
- Data-driven Koopman operator approach for computational neuroscience
- Geometric considerations of a good dictionary for Koopman analysis of dynamical systems: cardinality, ``primary eigenfunction, and efficient representation
- Reproducing kernel Hilbert space compactification of unitary evolution groups
- Dynamic mode decomposition for continuous time systems with the Liouville operator
- Kernel-based prediction of non-Markovian time series
- Graph-theoretic algorithms for Kolmogorov operators: approximating solutions and their gradients in elliptic and parabolic problems on manifolds
- Data-driven approximation of the Koopman generator: model reduction, system identification, and control
- Operator-theoretic framework for forecasting nonlinear time series with kernel analog techniques
- tgEDMD: approximation of the Kolmogorov operator in tensor train format
- Dynamic mode decomposition for analytic maps
- Extraction and prediction of coherent patterns in incompressible flows through space-time koopman analysis
- Delay-coordinate maps, coherence, and approximate spectra of evolution operators
- Data-driven spectral analysis of the Koopman operator
- Delay-coordinate maps and the spectra of Koopman operators
- Spatiotemporal pattern extraction by spectral analysis of vector-valued observables
- Extracting Sparse High-Dimensional Dynamics from Limited Data
- Koopman Operator Family Spectrum for Nonautonomous Systems
- Ergodic theory, dynamic mode decomposition, and computation of spectral properties of the Koopman operator
- Extended dynamic mode decomposition with dictionary learning: A data-driven adaptive spectral decomposition of the Koopman operator
- scientific article; zbMATH DE number 7370558 (Why is no real title available?)
- Kernel Analog Forecasting: Multiscale Test Problems
- Spectral Discovery of Jointly Smooth Features for Multimodal Data
- Discriminant Dynamic Mode Decomposition for Labeled Spatiotemporal Data Collections
- Modern Koopman theory for dynamical systems
- Coupling rare event algorithms with data-based learned committor functions using the analogue Markov chain
- On the Koopman operator of algorithms
- Time-delay observables for Koopman: theory and applications
- Data-driven identification of parametric partial differential equations
- Numerical model construction with closed observables
- Residual dynamic mode decomposition: robust and verified Koopmanism
- Lie group valued Koopman eigenfunctions
- Data-driven probability density forecast for stochastic dynamical systems
- Mitigating Model Error via a Multimodel Method and Application to Tropical Intraseasonal Oscillations
- Convergence Rates for Learning Linear Operators from Noisy Data
- Quantum Mechanics for Closure of Dynamical Systems
- The Adaptive Spectral Koopman Method for Dynamical Systems
- Learning to Forecast Dynamical Systems from Streaming Data
- Rigorous data‐driven computation of spectral properties of Koopman operators for dynamical systems
- Data-driven models of nonautonomous systems
- The spatiotemporal coupling in delay-coordinates dynamic mode decomposition
- Maximally predictive states: from partial observations to long timescales
- Existence and uniqueness of solutions of the Koopman-von Neumann equation on bounded domains
- The sparse-grid-based adaptive spectral Koopman method
- Representing turbulent statistics with partitions of state space. I: Theory and methodology
- EDMD for expanding circle maps and their complex perturbations
- Control based on the Koopman operator: a comprehensive review
- Beyond linear decomposition: a nonlinear eigenspace decomposition for a moist atmosphere with clouds
- Estimate of Koopman modes and eigenvalues with Kalman filter
- Physics-informed spectral approximation of Koopman operators
- Convergence properties of dynamic mode decomposition for analytic interval maps
- A gradient-based optimization method using the Koopman operator
- Inferring kernel -machines: discovering structure in complex systems
- Diffusion forecasting model with basis functions from QR-decomposition
- Forecasting the evolution of three-dimensional turbulent recirculating flows from sparse sensor data
- A modified bisecting K-means for approximating transfer operators
- A multichannel generalization of the HAVOK method for the analysis of nonlinear dynamical systems
- Koopman spectra in reproducing kernel Hilbert spaces
This page was built for publication: Data-driven spectral decomposition and forecasting of ergodic dynamical systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2325539)
