Data-driven model reduction and transfer operator approximation

DOI10.1007/S00332-017-9437-7zbMATH Open1396.37083arXiv1703.10112OpenAlexW3099205493MaRDI QIDQ722011FDOQ722011

Hao Wu, Feliks Nüske, Christof Schütte, Frank Noé, I. G. Kevrekidis, Péter Koltai, Stefan Klus

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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zbMATH Keywords

model reductionPerron-Frobenius operatorKoopman operatordata-driven method

Mathematics Subject Classification ID

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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Cited In (69)

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Uses Software

• FastICA

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