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We provide an overview of the Koopman operator analysis for a class of partial differential equations describing relaxation of the field variable to a stable stationary state. We introduce Koopman eigenfunctionals of the system and use the notion of conjugacy to develop spectral expansion of the Koopman operator. For linear systems such as the diffusion equation, the Koopman eigenfunctionals can be expressed as linear functionals of the field variable. The notion of inertial manifolds is shown to correspond to joint zero level sets of Koopman eigenfunctionals, and the notion of isostables is defined as the level sets of the slowest decaying Koopman eigenfunctional. Linear diffusion equation, nonlinear Burgers equation, and nonlinear phase-diffusion equation are analyzed as examples.
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Starting from measured data, we develop a method to compute the fine structure of the spectrum of the Koopman operator with rigorous convergence guarantees. The method is based on the observation that, in the measure-preserving ergodic setting, the moments of the spectral measure associated to a given observable are computable from a single trajectory of this observable. Having finitely many moments available, we use the classical Christoffel-Darboux kernel to separate the atomic and absolutely continuous parts of the spectrum, supported by convergence guarantees as the number of moments tends to infinity. In addition, we propose a technique to detect the singular continuous part of the spectrum as well as two methods to approximate the spectral measure with guaranteed convergence in the weak topology, irrespective of whether the singular continuous part is present or not. The proposed method is simple to implement and readily applicable to large-scale systems since the computational complexity is dominated by inverting an $Ntimes N$ Hermitian positive-definite Toeplitz matrix, where $N$ is the number of moments, for which efficient and numerically stable algorithms exist; in particular, the complexity of the approach is independent of the dimension of the underlying state-space. We also show how to compute, from measured data, the spectral projection on a given segment of the unit circle, allowing us to obtain a finite-dimensional approximation of the operator that explicitly takes into account the point and continuous parts of the spectrum. Finally, we describe a relationship between the proposed method and the so-called Hankel Dynamic Mode Decomposition, providing new insights into the behavior of the eigenvalues of the Hankel DMD operator. A number of numerical examples illustrate the approach, including a study of the spectrum of the lid-driven two-dimensional cavity flow.
We propose a simple algebraic method for generating classes of traveling wave solutions for a variety of partial differential equations of current interest in nonlinear science. This procedure applies equally well to equations which may or may not be integrable. We illustrate the method with two distinct classes of models, one with solutions including compactons in a class of models inspired by the Rosenau-Hyman, Rosenau-Pikovsky and Rosenau-Hyman-Staley equations, and the other with solutions including peakons in a system which generalizes the Camassa-Holm, Degasperis-Procesi and Dullin-Gotwald-Holm equations. In both cases, we obtain new classes of solutions not studied before.
In recent years, sparse spectral methods for solving partial differential equations have been derived using hierarchies of classical orthogonal polynomials on intervals, disks, disk-slices and triangles. In this work we extend the methodology to a hierarchy of non-classical multivariate orthogonal polynomials on spherical caps. The entries of discretisations of partial differential operators can be effectively computed using formulae in terms of (non-classical) univariate orthogonal polynomials. We demonstrate the results on partial differential equations involving the spherical Laplacian and biharmonic operators, showing spectral convergence.
The Earths climate system is a classical example of a multiscale, multiphysics dynamical system with an extremely large number of active degrees of freedom, exhibiting variability on scales ranging from micrometers and seconds in cloud microphysics, to thousands of kilometers and centuries in ocean dynamics. Yet, despite this dynamical complexity, climate dynamics is known to exhibit coherent modes of variability. A primary example is the El Ni~no Southern Oscillation (ENSO), the dominant mode of interannual (3-5 yr) variability in the climate system. The objective and robust characterization of this and other important phenomena presents a long-standing challenge in Earth system science, the resolution of which would lead to improved scientific understanding and prediction of climate dynamics, as well as assessment of their impacts on human and natural systems. Here, we show that the spectral theory of dynamical systems, combined with techniques from data science, provides an effective means for extracting coherent modes of climate variability from high-dimensional model and observational data, requiring no frequency prefiltering, but recovering multiple timescales and their interactions. Lifecycle composites of ENSO are shown to improve upon results from conventional indices in terms of dynamical consistency and physical interpretability. In addition, the role of combination modes between ENSO and the annual cycle in ENSO diversity is elucidated.
The paper deals with a formally self-adjoint first order linear differential operator acting on m-columns of complex-valued half-densities over an n-manifold without boundary. We study the distribution of eigenvalues in the elliptic setting and the propagator in the hyperbolic setting, deriving two-term asymptotic formulae for both. We then turn our attention to the special case of a two by two operator in dimension four. We show that the geometric concepts of Lorentzian metric, Pauli matrices, spinor field, connection coefficients for spinor fields, electromagnetic covector potential, Dirac equation and Dirac action arise naturally in the process of our analysis.
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