Singular Value Decomposition of Operators on Reproducing Kernel Hilbert Spaces

Reproducing kernel Hilbert spaces (RKHSs) play an important role in many statistics and machine learning applications ranging from support vector machines to Gaussian processes and kernel embeddings of distributions. Operators acting on such spaces are, for instance, required to embed conditional probability distributions in order to implement the kernel Bayes rule and build sequential data models. It was recently shown that transfer operators such as the Perron-Frobenius or Koopman operator can also be approximated in a similar fashion using covariance and cross-covariance operators and that eigenfunctions of these operators can be obtained by solving associated matrix eigenvalue problems. The goal of this paper is to provide a solid functional analytic foundation for the eigenvalue decomposition of RKHS operators and to extend the approach to the singular value decomposition. The results are illustrated with simple guiding examples

Global Diffusion in a Realistic Three-Dimensional Time-Dependent Nonturbulent Fluid Flow

We introduce and study the first model of an experimentally realizable three-dimensional time-dependent nonturbulent fluid flow to display the phenomenon of global diffusion of passive-scalar particles at arbitrarily small values of the nonintegrable perturbation. This type of chaotic advection, termed {\it resonance-induced diffusion\/}, is generic for a large class of flows.Comment: 4 pages, uuencoded compressed postscript file, to appear in Phys. Rev. Lett. Also available on the WWW from http://formentor.uib.es/~julyan/, or on paper by reques

On the use of Fourier averages to compute the global isochrons of (quasi)periodic dynamics

The concept of isochrons is crucial for the analysis of asymptotically periodic systems. Roughly, isochrons are sets of points that partition the basin of attraction of a limit cycle according to the asymptotic behavior of the trajectories. The computation of global isochrons (in the whole basin of attraction) is however difficult, and the existing methods are inefficient in high-dimensional spaces. In this context, we present a novel (forward integration) algorithm for computing the global isochrons of high-dimensional dynamics, which is based on the notion of Fourier time averages evaluated along the trajectories. Such Fourier averages in fact produce eigenfunctions of the Koopman semigroup associated with the system, and isochrons are obtained as level sets of those eigenfunctions. The method is supported by theoretical results and validated by several examples of increasing complexity, including the 4-dimensional Hodgkin-Huxley model. In addition, the framework is naturally extended to the study of quasiperiodic systems and motivates the definition of generalized isochrons of the torus. This situation is illustrated in the case of two coupled Van der Pol oscillators. © 2012 American Institute of Physics

Characteristic length scales of spatial models in ecology via fluctuation analysis

A technique of fluctuation analysis is introduced for the identification of characteristic length scales in spatial models, with similarities to the recently introduced methods using correlations. The identified length scale provides the optimal size to extract non-trivial large-scale behaviour in such models. The method is demonstrated for three biological models: genetic selection, plant competition and a complex marine system; the first two are coupled map lattices and the last one is a cellular automaton. These cover the three possibilities for asymptotic (long time) dynamics: fixation (the system converges to a fixed point); statistical fixation (the spatial statistics converge to fixed values); and complex statistical structure (the statistics do not converge to fixed values). The technique is shown to have an additional use in the identification of aggregation or dispersal at various scales. The method is rigorously justifiable in the cases when the system under analysis satisfies the FKG (Fortuin-Kasteleyn-Ginibre) property and has a fast decay of correlations. We also discuss the connection between the fluctuation analysis length scale and hydrodynamic limits methods to derive large scale equations for ecological models. <br