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Symbolic extended dynamic mode decomposition
Connor Kennedy1, John Kaushagen1, Hong-Kun Zhang1
1Department of Mathematics and Statistics, University of Massachusetts Amherst, Amherst, Massachusetts 01003, USA.
This study introduces a novel Extended Dynamic Mode Decomposition (EDMD) method using symbolic representations for chaotic systems. The new approach improves Koopman operator estimation and forecasting accuracy.
Area of Science:
- Dynamical systems theory
- Data-driven scientific discovery
- Numerical analysis
Background:
- Extended Dynamic Mode Decomposition (EDMD) is a powerful tool for analyzing complex dynamical systems by estimating the Koopman operator.
- A key challenge in EDMD is selecting an effective dictionary of observables.
- Symbolic representations offer a structured way to define observables for certain dynamical systems.
Purpose of the Study:
- To develop a new EDMD method tailored for systems with symbolic representations.
- To construct an effective dictionary for EDMD using symbolic dynamics.
- To analyze the theoretical convergence and practical estimation bounds of the proposed method.
Main Methods:
- Constructing a dictionary from indicators of "cylinder sets" derived from a generating partition of the system's state space.
- Applying EDMD to chaotic dynamical systems with known or estimable generating partitions.
- Proving strong operator topology convergence for the projection and the EDMD estimate (Km).
Main Results:
- Demonstrated strong operator topology convergence for the projection and the EDMD estimate (Km).
- Established practical finite-step estimation bounds for the projection and Km.
- Successfully applied the method to the dyadic and logistic maps for eigenspectrum estimation and forecasting.
Conclusions:
- The proposed EDMD method effectively utilizes symbolic representations to construct an optimal dictionary.
- The method provides theoretical guarantees on convergence and practical bounds for estimation accuracy.
- This approach enhances the capabilities of EDMD for analyzing and predicting chaotic dynamical systems.
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