Towards tensor-based methods for the numerical approximation of the Perron-Frobenius and Koopman operator
From MaRDI portal
Publication:523959
DOI10.3934/JCD.2016007zbMATH Open1369.37080arXiv1512.06527OpenAlexW3099026129MaRDI QIDQ523959FDOQ523959
Authors: Stefan Klus, Christof Schütte 
Publication date: 25 April 2017
Published in: Journal of Computational Dynamics (Search for Journal in Brave)
Abstract: The global behavior of dynamical systems can be studied by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with the system. Two important operators which are frequently used to gain insight into the system's behavior are the Perron-Frobenius operator and the Koopman operator. Due to the curse of dimensionality, computing the eigenfunctions of high-dimensional systems is in general infeasible. We will propose a tensor-based reformulation of two numerical methods for computing finite-dimensional approximations of the aforementioned infinite-dimensional operators, namely Ulam's method and Extended Dynamic Mode Decomposition (EDMD). The aim of the tensor formulation is to approximate the eigenfunctions by low-rank tensors, potentially resulting in a significant reduction of the time and memory required to solve the resulting eigenvalue problems, provided that such a low-rank tensor decomposition exists. Typically, not all variables of a high-dimensional dynamical system contribute equally to the system's behavior, often the dynamics can be decomposed into slow and fast processes, which is also reflected in the eigenfunctions. Thus, the weak coupling between different variables might be approximated by low-rank tensor cores. We will illustrate the efficiency of the tensor-based formulation of Ulam's method and EDMD using simple stochastic differential equations.
Full work available at URL: https://arxiv.org/abs/1512.06527
Recommendations
- On the numerical approximation of the Perron-Frobenius and Koopman operator
- Ergodic theory, dynamic mode decomposition, and computation of spectral properties of the Koopman operator
- Discretization of the Frobenius-Perron operator using a sparse Haar tensor basis: the sparse Ulam method
- Eigendecompositions of transfer operators in reproducing kernel Hilbert spaces
- Tensor-based computation of metastable and coherent sets
Multilinear algebra, tensor calculus (15A69) Functional analytic techniques in dynamical systems; zeta functions, (Ruelle-Frobenius) transfer operators, etc. (37C30) Numerical solutions to equations with linear operators (65J10) Special approximation methods (nonlinear Galerkin, etc.) for infinite-dimensional dissipative dynamical systems (37L65)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Tensor-Train Decomposition
- Numerical operator calculus in higher dimensions
- Algorithms for Numerical Analysis in High Dimensions
- Tensor Spaces and Numerical Tensor Calculus
- On the Approximation of Complicated Dynamical Behavior
- A literature survey of low-rank tensor approximation techniques
- Title not available (Why is that?)
- Title not available (Why is that?)
- The alternating linear scheme for tensor optimization in the tensor train format
- Applied Koopmanism
- A kernel-based method for data-driven Koopman spectral analysis
- A data-driven approximation of the koopman operator: extending dynamic mode decomposition
- High order approximation of the Frobenius-Perron operator
- Applied and computational measurable dynamics
- A Computational Method to Extract Macroscopic Variables and Their Dynamics in Multiscale Systems
- On the numerical approximation of the Perron-Frobenius and Koopman operator
- Mean field approximation in conformation dynamics
- A trajectory-free framework for analysing multiscale systems
- Solving the master equation without kinetic Monte Carlo: tensor train approximations for a CO oxidation model
Cited In (12)
- On the Koopman Operator of Algorithms
- Data-driven model reduction and transfer operator approximation
- Koopman operator spectrum for random dynamical systems
- Variational approach for learning Markov processes from time series data
- The tensor Padé-type approximant with application in computing tensor exponential function
- tgEDMD: approximation of the Kolmogorov operator in tensor train format
- Sparsity enabled cluster reduced-order models for control
- Orthogonal polynomial approximation and extended dynamic mode decomposition in chaos
- Constrained dynamics, stochastic numerical methods and the modeling of complex systems. Abstracts from the workshop held May 26--31, 2024
- Tensor-based computation of metastable and coherent sets
- Tensor-based dynamic mode decomposition
- Adaptive force biasing algorithms: new convergence results and tensor approximations of the bias
Uses Software
This page was built for publication: Towards tensor-based methods for the numerical approximation of the Perron-Frobenius and Koopman operator
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q523959)
