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On Numerical Approximations of the Koopman Operator

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arxiv 2009.05883 v1 pith:FKT36VLE submitted 2020-09-13 math.DS

classification math.DS
keywords finiteoperatorssectionapproximationapproximationsconvergenceerrorincrease
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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.

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Cited by 3 Pith papers

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