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Delay-coordinate maps and the spectra of Koopman operators

2017/06/30 by Suddhasattwa Das, Dimitrios Giannakis · 2 citations
Mathematics · #math.DS #msc:37A10 #msc:37E99 #msc:37G30

paper · pdf · doi:10.1007/s10955-019-02272-w

arxiv created 2018/11/05 · arxiv updated 2020/11/26

Abstract

The Koopman operator induced by a dynamical system is inherently linear and provides an alternate method of studying many properties of the system, including attractor reconstruction and forecasting. Koopman eigenfunctions represent the non-mixing component of the dynamics. They factor the dynamics, which can be chaotic, into quasiperiodic rotations on tori. Here, we describe a method through which these eigenfunctions can be obtained from a kernel integral operator, which also annihilates the continuous spectrum. We show that incorporating a large number of delay coordinates in constructing the kernel of that operator results, in the limit of infinitely many delays, in the creation of a map into the discrete spectrum subspace of the Koopman operator. This enables efficient approximation of Koopman eigenfunctions from high-dimensional data in systems with pure point or mixed spectra.

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