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Providing efficient and accurate parametrizations for model reduction is a key goal in many areas of science and technology. Here we present a strong link between data-driven and theoretical approaches to achieving this goal. Formal perturbation expansions of the Koopman operator allow us to derive general stochastic parametrizations of weakly coupled dynamical systems. Such parametrizations yield a set of stochastic integro-differential equations with explicit noise and memory kernel formulas to describe the effects of unresolved variables. We show that the perturbation expansions involved need not be truncated when the coupling is additive. The unwieldy integro-differential equations can be recast as a simpler multilevel Markovian model, and we establish an intuitive connection with a generalized Langevin equation. This connection helps setting up a parallelism between the top-down, equations-based methodology herein and the well-established empirical model reduction (EMR) methodology that has been shown to provide efficient dynamical closures to partially observed systems. Hence, our findings support, on the one hand, the physical basis and robustness of the EMR methodology and, on the other hand, illustrate the practical relevance of the perturbative expansion used for deriving the parametrizations.
In the development of model predictive controllers for PDE-constrained problems, the use of reduced order models is essential to enable real-time applicability. Besides local linearization approaches, Proper Orthogonal Decomposition (POD) has been mo
The goal of response theory, in each of its many statistical mechanical formulations, is to predict the perturbed response of a system from the knowledge of the unperturbed state and of the applied perturbation. A new recent angle on the problem focu
The Koopman operator allows for handling nonlinear systems through a (globally) linear representation. In general, the operator is infinite-dimensional - necessitating finite approximations - for which there is no overarching framework. Although ther
Koopman operator theory has served as the basis to extract dynamics for nonlinear system modeling and control across settings, including non-holonomic mobile robot control. There is a growing interest in research to derive robustness (and/or safety)
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 m