Data-driven spectral decomposition and forecasting of ergodic dynamical systems

DOI10.1016/j.acha.2017.09.001zbMath1420.37113arXiv1507.02338OpenAlexW2963013180MaRDI QIDQ2325539

Dimitrios Giannakis

Publication date: 26 September 2019

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.02338

zbMATH Keywords

kernel methodsergodic dynamical systemsdiffusion mapsdynamic mode decompositionPerron-Frobenius operatorsnonparametric forecastingKoopman operators

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

Related Items

Operator-theoretic framework for forecasting nonlinear time series with kernel analog techniques ⋮ Lie group valued Koopman eigenfunctions ⋮ tgEDMD: approximation of the Kolmogorov operator in tensor train format ⋮ Spectral Discovery of Jointly Smooth Features for Multimodal Data ⋮ Discriminant Dynamic Mode Decomposition for Labeled Spatiotemporal Data Collections ⋮ Extracting Sparse High-Dimensional Dynamics from Limited Data ⋮ Koopman Operator Family Spectrum for Nonautonomous Systems ⋮ Modern Koopman Theory for Dynamical Systems ⋮ Coupling rare event algorithms with data-based learned committor functions using the analogue Markov chain ⋮ 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 ⋮ On the Koopman Operator of Algorithms ⋮ Time-Delay Observables for Koopman: Theory and Applications ⋮ Quantum Mechanics for Closure of Dynamical Systems ⋮ High-dimensional time series prediction using kernel-based koopman mode regression ⋮ The Adaptive Spectral Koopman Method for Dynamical Systems ⋮ Learning to Forecast Dynamical Systems from Streaming Data ⋮ Ergodic Theory, Dynamic Mode Decomposition, and Computation of Spectral Properties of the Koopman Operator ⋮ Rigorous data‐driven computation of spectral properties of Koopman operators for dynamical systems ⋮ Dynamic mode decomposition for analytic maps ⋮ Data-Driven Identification of Parametric Partial Differential Equations ⋮ Extraction and prediction of coherent patterns in incompressible flows through space-time koopman analysis ⋮ Delay-coordinate maps, coherence, and approximate spectra of evolution operators ⋮ On convergence of extended dynamic mode decomposition to the Koopman operator ⋮ Extended dynamic mode decomposition with dictionary learning: A data-driven adaptive spectral decomposition of 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 ⋮ Data-driven spectral analysis of the Koopman operator ⋮ Dynamic mode decomposition for continuous time systems with the Liouville operator ⋮ Delay-coordinate maps and the spectra of Koopman operators ⋮ Kernel-based prediction of non-Markovian time series ⋮ Koopman spectra in reproducing kernel Hilbert spaces ⋮ Spatiotemporal pattern extraction by spectral analysis of vector-valued observables ⋮ Numerical Model Construction with Closed Observables ⋮ Kernel Analog Forecasting: Multiscale Test Problems ⋮ Graph-theoretic algorithms for Kolmogorov operators: approximating solutions and their gradients in elliptic and parabolic problems on manifolds ⋮ Residual dynamic mode decomposition: robust and verified Koopmanism ⋮ Data-driven approximation of the Koopman generator: model reduction, system identification, and control

Uses Software

• IntDim

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Local kernels and the geometric structure of data
• Multi-scale geometric methods for data sets. II: Geometric multi-resolution analysis
• Geometry of the ergodic quotient reveals coherent structures in flows
• Almost-invariant sets and invariant manifolds - connecting probabilistic and geometric descriptions of coherent structures in flows
• A data-driven approximation of the koopman operator: extending dynamic mode decomposition
• Variable bandwidth diffusion kernels
• Unwrapping eigenfunctions to discover the geometry of almost-invariant sets in hyperbolic maps
• Non-linear independent component analysis with diffusion maps
• Coherent sets for nonautonomous dynamical systems
• A spectral Galerkin method for the coupled Orr-Sommerfeld and induction equations for free-surface MHD
• Embedology
• Spatiotemporal analysis of complex signals: Theory and applications
• Regularized local linear prediction of chaotic time series
• Integral inequalities for the fundamental solutions of diffusions on manifolds with divergence-free drift
• Spectral Galerkin discretization for hydrodynamic stability problems
• Statistically optimal almost-invariant sets
• Comparison of systems with complex behavior
• Variants of dynamic mode decomposition: boundary condition, Koopman, and Fourier analyses
• On Ulam approximation of the isolated spectrum and eigenfunctions of hyperbolic maps
• Diffusion and mixing in fluid flow
• Consistency of spectral clustering
• Diffusion maps
• Geometric harmonics: a novel tool for multiscale out-of-sample extension of empirical functions
• Diffusion wavelets
• From graph to manifold Laplacian: the convergence rate
• Spectral properties of dynamical systems, model reduction and decompositions
• Detecting isolated spectrum of transfer and Koopman operators with Fourier analytic tools
• On dynamic mode decomposition: theory and applications
• Statistical mechanics of a one-dimensional lattice gas
• Dynamic Mode Decomposition with Control
• Multiresolution Dynamic Mode Decomposition
• Analog forecasting with dynamics-adapted kernels
• Time-Scale Separation from Diffusion-Mapped Delay Coordinates
• A Computational Method to Extract Macroscopic Variables and Their Dynamics in Multiscale Systems
• Applied Koopmanism
• Manifold parametrizations by eigenfunctions of the Laplacian and heat kernels
• Dynamic mode decomposition of numerical and experimental data
• Data-Driven Reduction for a Class of Multiscale Fast-Slow Stochastic Dynamical Systems
• Spectral analysis of nonlinear flows
• The behavior of the spectral gap under growing drift
• TIME CHANGES IN FLOWS AND MIXING
• On the Approximation of Complicated Dynamical Behavior
• Turbulence, Coherent Structures, Dynamical Systems and Symmetry
• Detecting and Locating Near-Optimal Almost-Invariant Sets and Cycles
• On the isolated spectrum of the Perron-Frobenius operator
• Analytic mixing reparametrizations of irrational flows
• Learning Theory
• Laplacian Eigenmaps for Dimensionality Reduction and Data Representation
• Nonlinear Laplacian spectral analysis for time series with intermittency and low-frequency variability
• Analysis of Fluid Flows via Spectral Properties of the Koopman Operator
• Operator Theoretic Aspects of Ergodic Theory
• Dynamics-Adapted Cone Kernels
• Transport in time-dependent dynamical systems: Finite-time coherent sets
• On one-parameter Koopman groups
• Graph Laplacian Tomography From Unknown Random Projections
• Learning Theory
• A topological delay embedding theorem for infinite-dimensional dynamical systems
• ATLAS: A Geometric Approach to Learning High-Dimensional Stochastic Systems Near Manifolds
• Stepanoff Flows on the Torus