TY - JOUR
T1 - Delay-Coordinate Maps and the Spectra of Koopman Operators
AU - Das, Suddhasattwa
AU - Giannakis, Dimitrios
N1 - Publisher Copyright:
© 2019, Springer Science+Business Media, LLC, part of Springer Nature.
PY - 2019/1/1
Y1 - 2019/1/1
N2 - The Koopman operator induced by a dynamical system is inherently linear and provides an alternate method of studying many properties of the system, including attractor reconstruction and forecasting. Koopman eigenfunctions represent the non-mixing component of the dynamics. They factor the dynamics, which can be chaotic, into quasiperiodic rotations on tori. Here, we describe a method through which these eigenfunctions can be obtained from a kernel integral operator, which also annihilates the continuous spectrum. We show that incorporating a large number of delay coordinates in constructing the kernel of that operator results, in the limit of infinitely many delays, in the creation of a map into the point spectrum subspace of the Koopman operator. This enables efficient approximation of Koopman eigenfunctions in systems with pure point or mixed spectra. We illustrate our results with applications to product dynamical systems with mixed spectra.
AB - The Koopman operator induced by a dynamical system is inherently linear and provides an alternate method of studying many properties of the system, including attractor reconstruction and forecasting. Koopman eigenfunctions represent the non-mixing component of the dynamics. They factor the dynamics, which can be chaotic, into quasiperiodic rotations on tori. Here, we describe a method through which these eigenfunctions can be obtained from a kernel integral operator, which also annihilates the continuous spectrum. We show that incorporating a large number of delay coordinates in constructing the kernel of that operator results, in the limit of infinitely many delays, in the creation of a map into the point spectrum subspace of the Koopman operator. This enables efficient approximation of Koopman eigenfunctions in systems with pure point or mixed spectra. We illustrate our results with applications to product dynamical systems with mixed spectra.
KW - Delay-coordinate maps
KW - Galerkin approximation
KW - Kernel methods
KW - Koopman eigenfunctions
KW - Koopman operators
KW - Point spectrum
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U2 - 10.1007/s10955-019-02272-w
DO - 10.1007/s10955-019-02272-w
M3 - Article
AN - SCOPUS:85064249813
SN - 0022-4715
JO - Journal of Statistical Physics
JF - Journal of Statistical Physics
ER -