1,464 research outputs found
Towards tensor-based methods for the numerical approximation of the Perron-Frobenius and Koopman operator
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
Data-driven model reduction and transfer operator approximation
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
Solving the stationary Liouville equation via a boundary element method
Intensity distributions of linear wave fields are, in the high frequency
limit, often approximated in terms of flow or transport equations in phase
space. Common techniques for solving the flow equations for both time dependent
and stationary problems are ray tracing or level set methods. In the context of
predicting the vibro-acoustic response of complex engineering structures,
reduced ray tracing methods such as Statistical Energy Analysis or variants
thereof have found widespread applications. Starting directly from the
stationary Liouville equation, we develop a boundary element method for solving
the transport equations for complex multi-component structures. The method,
which is an improved version of the Dynamical Energy Analysis technique
introduced recently by the authors, interpolates between standard statistical
energy analysis and full ray tracing, containing both of these methods as
limiting cases. We demonstrate that the method can be used to efficiently deal
with complex large scale problems giving good approximations of the energy
distribution when compared to exact solutions of the underlying wave equation
Estimating long term behavior of flows without trajectory integration: the infinitesimal generator approach
The long-term distributions of trajectories of a flow are described by
invariant densities, i.e. fixed points of an associated transfer operator. In
addition, global slowly mixing structures, such as almost-invariant sets, which
partition phase space into regions that are almost dynamically disconnected,
can also be identified by certain eigenfunctions of this operator. Indeed,
these structures are often hard to obtain by brute-force trajectory-based
analyses. In a wide variety of applications, transfer operators have proven to
be very efficient tools for an analysis of the global behavior of a dynamical
system.
The computationally most expensive step in the construction of an approximate
transfer operator is the numerical integration of many short term trajectories.
In this paper, we propose to directly work with the infinitesimal generator
instead of the operator, completely avoiding trajectory integration. We propose
two different discretization schemes; a cell based discretization and a
spectral collocation approach. Convergence can be shown in certain
circumstances. We demonstrate numerically that our approach is much more
efficient than the operator approach, sometimes by several orders of magnitude
Ruelle-Perron-Frobenius spectrum for Anosov maps
We extend a number of results from one dimensional dynamics based on spectral
properties of the Ruelle-Perron-Frobenius transfer operator to Anosov
diffeomorphisms on compact manifolds. This allows to develop a direct operator
approach to study ergodic properties of these maps. In particular, we show that
it is possible to define Banach spaces on which the transfer operator is
quasicompact. (Information on the existence of an SRB measure, its smoothness
properties and statistical properties readily follow from such a result.) In
dimension we show that the transfer operator associated to smooth random
perturbations of the map is close, in a proper sense, to the unperturbed
transfer operator. This allows to obtain easily very strong spectral stability
results, which in turn imply spectral stability results for smooth
deterministic perturbations as well. Finally, we are able to implement an Ulam
type finite rank approximation scheme thus reducing the study of the spectral
properties of the transfer operator to a finite dimensional problem.Comment: 58 pages, LaTe
Eigendecompositions of Transfer Operators in Reproducing Kernel Hilbert Spaces
Transfer operators such as the Perron--Frobenius or Koopman operator play an
important role in the global analysis of complex dynamical systems. The
eigenfunctions of these operators can be used to detect metastable sets, to
project the dynamics onto the dominant slow processes, or to separate
superimposed signals. We extend transfer operator theory to reproducing kernel
Hilbert spaces and show that these operators are related to Hilbert space
representations of conditional distributions, known as conditional mean
embeddings in the machine learning community. Moreover, numerical methods to
compute empirical estimates of these embeddings are akin to data-driven methods
for the approximation of transfer operators such as extended dynamic mode
decomposition and its variants. One main benefit of the presented kernel-based
approaches is that these methods can be applied to any domain where a
similarity measure given by a kernel is available. We illustrate the results
with the aid of guiding examples and highlight potential applications in
molecular dynamics as well as video and text data analysis
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