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Register a new userOn Matching, and Even Rectifying, Dynamical Systems through Koopman Operator Eigenfunctions
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Matching dynamical systems, through different forms of conjugacies and equivalences, has long been a fundamental concept, and a powerful tool, in the study and classification of nonlinear dynamic behavior (e.g. through normal forms). In this paper we will argue that the use of the Koopman operator and its spectrum is particularly well suited for this endeavor, both in theory, but also especially in view of recent data-driven algorithm developments. We believe, and document through illustrative examples, that this can nontrivially extend the use and applicability of the Koopman spectral theoretical and computational machinery beyond modeling and prediction, towards what can be considered as a systematic discovery of Cole-Hopf-type transformations for dynamics.
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This paper proposes Koopman operator theory and the related algorithm dynamical mode decomposition (DMD) for analysis and control of signalized traffic flow networks. DMD provides a model-free approach for representing complex oscillatory dynamics from measured data, and we study its application to several problems in signalized traffic. We first study a single signalized intersection, and we propose applying this method to infer traffic signal control parameters such as phase timing directly from traffic flow data. Next, we propose using the oscillatory modes of the Koopman operator, approximated with DMD, for early identification of unstable queue growth that has the potential to cause cascading congestion. Then we demonstrate how DMD can be coupled with knowledge of the traffic signal control status to determine traffic signal control parameters that are able to reduce queue lengths. Lastly, we demonstrate that DMD allows for determining the structure and the strength of interactions in a network of signalized intersections. All examples are demonstrated using a case study network instrumented with high resolution traffic flow sensors.
We provide a framework for learning of dynamical systems rooted in the concept of representations and Koopman operators. The interplay between the two leads to the full description of systems that can be represented linearly in a finite dimension, based on the properties of the Koopman operator spectrum. The geometry of state space is connected to the notion of representation, both in the linear case - where it is related to joint level sets of eigenfunctions - and in the nonlinear representation case. As shown here, even nonlinear finite-dimensional representations can be learned using the Koopman operator framework, leading to a new class of representation eigenproblems. The connection to learning using neural networks is given. An extension of the Koopman operator theory to static maps between different spaces is provided. The effect of the Koopman operator spectrum on Mori-Zwanzig type representations is discussed.
We study numerical approaches to computation of spectral properties of composition operators. We provide a characterization of Koopman Modes in Banach spaces using Generalized Laplace Analysis. We cast the Dynamic Mode-Decomposition type methods in the context of Finite Section theory of infinite dimensional operators, and provide an example of a mixing map for which the finite section method fails. Under assumptions on the underlying dynamics, we provide the first result on the convergence rate under sample size increase in the finite-section approximation. We study the error in the Krylov subspace version of the finite section method and prove convergence in pseudospectral sense for operators with pure point spectrum. This result indicates that Krylov sequence-based approximations can have low error without an exponential-in-dimension increase in the number of functions needed for approximation.
Our recent work established existence and uniqueness results for $mathcal{C}^{k,alpha}_{text{loc}}$ globally defined linearizing semiconjugacies for $mathcal{C}^1$ flows having a globally attracting hyperbolic fixed point or periodic orbit (Kvalheim and Revzen, 2019). Applications include (i) improvements, such as uniqueness statements, for the Sternberg linearization and Floquet normal form theorems; (ii) results concerning the existence, uniqueness, classification, and convergence of various quantities appearing in the applied Koopmanism literature, such as principal eigenfunctions, isostables, and Laplace averages. In this work we give an exposition of some of these results, with an emphasis on the Koopmanism applications, and consider their broadness of applicability. In particular we show that, for almost all $mathcal{C}^infty$ flows having a globally attracting hyperbolic fixed point or periodic orbit, the $mathcal{C}^infty$ Koopman eigenfunctions can be completely classified, generalizing a result known for analytic systems. For such systems, every $mathcal{C}^infty$ eigenfunction is uniquely determined by its eigenvalue modulo scalar multiplication.
Let $Gamma$ be a co-compact Fuchsian group of isometries on the Poincare disk $DD$ and $Delta$ the corresponding hyperbolic Laplace operator. Any smooth eigenfunction $f$ of $Delta$, equivariant by $Gamma$ with real eigenvalue $lambda=-s(1-s)$, where $s={1/2}+ it$, admits an integral representation by a distribution $dd_{f,s}$ (the Helgason distribution) which is equivariant by $Gamma$ and supported at infinity $partialDD=SS^1$. The geodesic flow on the compact surface $DD/Gamma$ is conjugate to a suspension over a natural extension of a piecewise analytic map $T:SS^1toSS^1$, the so-called Bowen-Series transformation. Let $ll_s$ be the complex Ruelle transfer operator associated to the jacobian $-sln |T|$. M. Pollicott showed that $dd_{f,s}$ is an eigenfunction of the dual operator $ll_s^*$ for the eigenvalue 1. Here we show the existence of a (nonzero) piecewise real analytic eigenfunction $psi_{f,s}$ of $ll_s$ for the eigenvalue 1, given by an integral formula [ psi_{f,s} (xi)=int frac{J(xi,eta)}{|xi-eta|^{2s}} dd_{f,s} (deta), ] oindent where $J(xi,eta)$ is a ${0,1}$-valued piecewise constant function whose definition depends upon the geometry of the Dirichlet fundamental domain representing the surface $DD/Gamma$.
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