Data-driven model reduction and transfer operator approximation
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Publication:722011
DOI10.1007/S00332-017-9437-7zbMATH Open1396.37083arXiv1703.10112OpenAlexW3099205493MaRDI QIDQ722011FDOQ722011
Authors: Stefan Klus, Feliks Nüske, Péter Koltai, Hao Wu, Christof Schütte, Frank Noé, I. G. Kevrekidis 
Publication date: 20 July 2018
Published in: Journal of Nonlinear Science (Search for Journal in Brave)
Abstract: In this review paper, we will present different data-driven dimension reduction techniques for dynamical systems that are based on transfer operator theory as well as methods to approximate transfer operators and their eigenvalues, eigenfunctions, and eigenmodes. The goal is to point out similarities and differences between methods developed independently by the dynamical systems, fluid dynamics, and molecular dynamics communities such as time-lagged independent component analysis (TICA), dynamic mode decomposition (DMD), and their respective generalizations. As a result, extensions and best practices developed for one particular method can be carried over to other related methods.
Full work available at URL: https://arxiv.org/abs/1703.10112
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Time series analysis of dynamical systems (37M10) Functional analytic techniques in dynamical systems; zeta functions, (Ruelle-Frobenius) transfer operators, etc. (37C30) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Numerical approximation of eigenvalues and of other parts of the spectrum of ordinary differential operators (34L16) Theory of data (68P99) Special approximation methods (nonlinear Galerkin, etc.) for infinite-dimensional dissipative dynamical systems (37L65)
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