在再生核希尔伯特空间中首次实现柯普曼算子的收敛性数据驱动计算。
Convergent Methods for Koopman Operators on Reproducing Kernel Hilbert Spaces
- 基于再生核希尔伯特空间设计可证明收敛的算法,避免高维数据瓶颈。
- 支持点预测带误差界、谱与伪谱计算,且对有限数据集兼容。
- 适用于高维真实系统如湍流、分子动力学,算法已开源。
基于数据的柯普曼算子谱分析是理解从神经活动到海表温度变化等众多实际动力系统的重要工具。传统上该算子定义在平方可积函数空间,但采用再生核希尔伯特空间(RKHS)具有显著优势:支持带误差界的点预测、更优的谱性质利于计算,并在高维下实现更高效算法。本文提出首个通用且可证明收敛的数据驱动方法,用于计算RKHS上柯普曼与庞尼-弗罗贝尼乌斯算子的谱特性。该方法能高效计算谱、伪谱与谱测度,同时控制误差,并利用RKHS结构避免$ L^2 $设置所需的大量数据。函数空间由用户指定核决定,无需$ L^2 $中的积分采样,支持有限外部数据集。借助可解性复杂度指数层次,构造对抗性动力系统证明:任何算法均需更多极限才能成功,从而验证了本方法的最优性,该结论对随机算法和数据集同样成立。我们在湍流通道流动、结合蛋白分子动力学、南极海冰浓度及北半球海表高度等高维真实测量与高保真模拟数据上验证了算法有效性。相关代码已公开于软件包$ exttt{SpecRKHS}$。
原文摘要 · Abstract (English)
Data-driven spectral analysis of Koopman operators is a powerful tool for understanding numerous real-world dynamical systems, from neuronal activity to variations in sea surface temperature. The Koopman operator acts on a function space and is most commonly studied on the space of square-integrable functions. However, defining it on a suitable reproducing kernel Hilbert space (RKHS) offers numerous practical advantages, including pointwise predictions with error bounds, improved spectral properties that facilitate computations, and more efficient algorithms, particularly in high dimensions. We introduce the first general, provably convergent, data-driven algorithms for computing spectral properties of Koopman and Perron--Frobenius operators on RKHSs. These methods efficiently compute spectra and pseudospectra with error control and spectral measures while exploiting the RKHS structure to avoid the large-data limits required in the $L^2$ settings. The function space is determined by a user-specified kernel, eliminating the need for quadrature-based sampling as in $L^2$ and enabling greater flexibility with finite, externally provided datasets. Using the Solvability Complexity Index hierarchy, we construct adversarial dynamical systems for these problems to show that no algorithm can succeed in fewer limits, thereby proving the optimality of our algorithms. Notably, this impossibility extends to randomized algorithms and datasets. We demonstrate the effectiveness of our algorithms on challenging, high-dimensional datasets arising from real-world measurements and high-fidelity numerical simulations, including turbulent channel flow, molecular dynamics of a binding protein, Antarctic sea ice concentration, and Northern Hemisphere sea surface height. The algorithms are publicly available in the software package $\texttt{SpecRKHS}$.
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