Finding Koopman Invariant Subspaces via Personalized PageRank
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Abstract (arXiv)
Selecting a finite dictionary of observables whose span is Koopman-invariant is a central challenge in data-driven Koopman operator approximation. We address this problem by exploiting zero-block structure in Extended Dynamic Mode Decomposition (EDMD) matrices. We show that any sub-dictionary whose span is Koopman-invariant induces an exact zero block in the EDMD matrix, even for finite data. We then show that such blocks can be detected by applying PageRank to a row-normalized EDMD matrix constructed from a large initial dictionary. The theory extends to approximately invariant subspaces and yields stronger guarantees for personalized PageRank (PPR) when the seed observables lie inside the target block and reach all observables in that block. Combining EDMD concentration bounds with PageRank perturbation theory gives end-to-end detection guarantees with O(1/√M) finite-sample scaling and explicit constants. More generally, without assuming an invariant subspace exists, high PPR mass on a sub-dictionary controls discounted multi-step leakage from the seed observables. Numerical experiments on the Duffing oscillator, Van der Pol oscillator, Lorenz system, and a three-well Ramachandran potential suggest that the method identifies compact, interpretable dictionaries with accurate predictions.
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References · 16
- 2015An Introduction to Matrix Concentration Inequalitiescited by 397
- 2021Modern Koopman Theory for Dynamical Systemscited by 276
- 2017Learning Koopman Invariant Subspaces for Dynamic Mode Decompositioncited by 158
- 2017Learning Deep Neural Network Representations for Koopman Operators of Nonlinear Dynamical Systemscited by 127
- 2017On Convergence of Extended Dynamic Mode Decomposition to the Koopman Operatorcited by 73
- 2017Time-lagged autoencoders: Deep learning of slow collective variables for molecular kineticscited by 65
- 2014Extracting spatial-temporal coherent patterns in large-scale neural recordings using dynamic mode decompositioncited by 49
- 2021Rigorous data-driven computation of spectral properties of Koopman operators for dynamical systemscited by 45
- 2023Sharp Spectral Rates for Koopman Operator Learningcited by 36
- 2021Finite-data error bounds for Koopman-based prediction and controlcited by 26
- 2023The Multiverse of Dynamic Mode Decomposition Algorithmscited by 26
- 2021Deep Learning Enhanced Dynamic Mode Decompositioncited by 19
4 more
- 2016Variational Koopman models: slow collective variables and molecular kinetics from short off-equilibrium simulationscited by 18
- 2023Koopman operator learning using invertible neural networkscited by 12
- 2023Beyond expectations: Residual Dynamic Mode Decomposition and Variance for Stochastic Dynamical Systemscited by 11
- 2021Generalizing Dynamic Mode Decomposition: Balancing Accuracy and Expressiveness in Koopman Approximationscited by 5
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