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On the convergence of Hermitian Dynamic Mode Decomposition

On the convergence of Hermitian dynamic mode decomposition
Authors: Nicolas Boullé; Matthew J. Colbrook;

On the convergence of Hermitian Dynamic Mode Decomposition

Abstract

We study the convergence of Hermitian Dynamic Mode Decomposition (DMD) to the spectral properties of self-adjoint Koopman operators. Hermitian DMD is a data-driven method that approximates the Koopman operator associated with an unknown nonlinear dynamical system, using discrete-time snapshots. This approach preserves the self-adjointness of the operator in its finite-dimensional approximations. \rev{We prove that, under suitably broad conditions, the spectral measures corresponding to the eigenvalues and eigenfunctions computed by Hermitian DMD converge to those of the underlying Koopman operator}. This result also applies to skew-Hermitian systems (after multiplication by $i$), applicable to generators of continuous-time measure-preserving systems. Along the way, we establish a general theorem on the convergence of spectral measures for finite sections of self-adjoint operators, including those that are unbounded, which is of independent interest to the wider spectral community. We numerically demonstrate our results by applying them to two-dimensional Schrödinger equations.

24 pages, 4 figures. arXiv admin note: text overlap with arXiv:2312.00137

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Keywords

FOS: Computer and information sciences, Computer Science - Machine Learning, Functional analytic techniques in dynamical systems; zeta functions, (Ruelle-Frobenius) transfer operators, etc., Numerical Analysis (math.NA), Dynamical Systems (math.DS), dynamical systems, Approximation methods and numerical treatment of dynamical systems, Machine Learning (cs.LG), Mathematics - Spectral Theory, self-adjoint operators, FOS: Mathematics, dynamic mode decomposition, Mathematics - Numerical Analysis, Mathematics - Dynamical Systems, Spectral Theory (math.SP), Koopman operators, spectral convergence

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selected citations
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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
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