Physics-informed spectral approximation of Koopman operators

TL;DR

This paper introduces a physics-informed spectral method for approximating Koopman operators in measure-preserving systems, leveraging known equations of motion and kernel-based smoothing to improve spectral convergence and out-of-sample evaluation.

Contribution

It presents a novel, asymptotically consistent, data-driven approach that directly incorporates physical laws into spectral approximation of Koopman generators using kernel methods and variational eigenvalue problems.

Findings

Effective in extracting coherent observables from complex dynamics

Spectral convergence demonstrated on integrable and chaotic systems

Enables out-of-sample evaluation of dynamical features

Abstract

Koopman operators and transfer operators represent nonlinear dynamics in state space through its induced action on linear spaces of observables and measures, respectively. This framework enables the use of linear operator theory for supervised and unsupervised learning of nonlinear dynamical systems, and has received considerable interest in recent years. Here, we propose a data-driven technique for spectral approximation of Koopman operators of continuous-time, measure-preserving ergodic systems that is asymptotically consistent and makes direct use of known equations of motion (physics). Our approach is based on a bounded transformation of the Koopman generator (an operator implementing directional derivatives of observables along the dynamical flow), followed by smoothing by a Markov semigroup of kernel integral operators. This results in a skew-adjoint, compact operator whose eigendecomposition is expressible as a variational generalized eigenvalue problem. We develop Galerkin methods to solve this eigenvalue problem and study their asymptotic consistency in the large-data limit. A key aspect of these methods is that they are physics-informed, in the sense of making direct use of dynamical vector field information through automatic differentiation of kernel functions. Solutions of the eigenvalue problem reconstruct evolution operators that preserve unitarity of the underlying Koopman group while spectrally converging to it in a suitable limit. In addition, the computed eigenfunctions have representatives in a reproducing kernel Hilbert space, enabling out-of-sample evaluation of learned dynamical features. Numerical experiments performed with this method on integrable and chaotic low-dimensional systems demonstrate its efficacy in extracting dynamically coherent observables under complex dynamics.