arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2009.05883math.DS
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Koopman算子的数值逼近

On Numerical Approximations of the Koopman Operator

Igor Mezic

摘要:

我们研究了复合算子谱性质的数值计算方法。利用广义拉普拉斯分析给出了巴拿赫空间中Koopman模的一个特征.我们铸造的动态模式分解型方法的上下文中的有限部分理论的无限维运营商,并提供了一个例子的混合映射的有限部分方法失败。在基本动力学的假设下,我们提供了第一个结果的收敛速度下样本量增加的有限部分近似。研究了Krylov子空间形式的有限截面法的误差,证明了纯点谱算子的伪谱收敛性。这一结果表明,Krylov序列为基础的近似可以有低的错误,而不需要近似函数的数量的指数维数增加。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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