Koopman Operator, Geometry, and Learning of Dynamical Systems

DOI10.1090/NOTI2306zbMATH Open1490.37107arXiv2010.05377OpenAlexW3186144926MaRDI QIDQ5029862FDOQ5029862

Igor Mezić

Publication date: 15 February 2022

Published in: Notices of the American Mathematical Society (Search for Journal in Brave)

Abstract: We provide a framework for learning of dynamical systems rooted in the concept of representations and Koopman operators. The interplay between the two leads to the full description of systems that can be represented linearly in a finite dimension, based on the properties of the Koopman operator spectrum. The geometry of state space is connected to the notion of representation, both in the linear case - where it is related to joint level sets of eigenfunctions - and in the nonlinear representation case. As shown here, even nonlinear finite-dimensional representations can be learned using the Koopman operator framework, leading to a new class of representation eigenproblems. The connection to learning using neural networks is given. An extension of the Koopman operator theory to "static" maps between different spaces is provided. The effect of the Koopman operator spectrum on Mori-Zwanzig type representations is discussed.

Full work available at URL: https://arxiv.org/abs/2010.05377

zbMATH Keywords

Koopman operatorsgeometry of state spaceMori-Zwanzig type representations

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Approximation methods and numerical treatment of dynamical systems (37M99)

Cited In (8)

• Reduced Order Characterization of Nonlinear Oscillations Using an Adaptive Phase-Amplitude Coordinate Framework
• Data-driven reduced order models using invariant foliations, manifolds and autoencoders
• Neural dynamic mode decomposition for end-to-end modeling of nonlinear dynamics
• Rigorous data‐driven computation of spectral properties of Koopman operators for dynamical systems
• Residual dynamic mode decomposition: robust and verified Koopmanism
• Generative Stochastic Modeling of Strongly Nonlinear Flows with Non-Gaussian Statistics
• Spectral Properties of Pullback Operators on Vector Bundles of a Dynamical System
• The mpEDMD Algorithm for Data-Driven Computations of Measure-Preserving Dynamical Systems

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