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Two methods to approximate the Koopman operator with a reservoir computer
Marvyn Gulina1, Alexandre Mauroy1
1Department of Mathematics and Namur Institute for Complex Systems (naXys), University of Namur, 5000 Namur, Belgium.
This study introduces novel reservoir computer methods for training the Koopman operator dictionary using linear optimization. These techniques offer efficient data-driven analysis of dynamical systems, improving data reconstruction and prediction.
Area of Science:
- Dynamical Systems Analysis
- Data-Driven Modeling
- Operator Theory
Background:
- The Koopman operator framework is crucial for analyzing complex dynamical systems.
- Existing methods like extended dynamic mode decomposition (EDMD) often require extensive dictionary elements and nonlinear optimization.
- Efficient approximation of the Koopman operator necessitates well-chosen dictionary elements, typically obtained via complex training processes.
Purpose of the Study:
- To propose novel, efficient methods for training the dictionary in the Koopman operator framework.
- To leverage reservoir computing for dictionary training, replacing nonlinear optimization with linear convex optimization.
- To demonstrate the efficacy of these new methods in data reconstruction, prediction, and spectral analysis.
Main Methods:
- Development of two new dictionary training methods utilizing reservoir computers.
- Application of linear convex optimization techniques for dictionary training.
- Numerical validation across various data reconstruction and prediction tasks.
Main Results:
- The proposed reservoir computer-based methods successfully train the dictionary using only linear convex optimization.
- Demonstrated efficiency in data reconstruction and prediction tasks for dynamical systems.
- Successful computation of the Koopman operator spectrum using the trained dictionaries.
Conclusions:
- Reservoir computers offer a powerful and efficient alternative for training Koopman operator dictionaries.
- The proposed linear optimization methods simplify and enhance the application of the Koopman operator framework.
- These findings open new avenues for utilizing reservoir computing in data-driven system analysis.
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