no code implementations • 1 Aug 2024 • Catherine Drysdale, Matthew J. Colbrook
We consider a nonlinear delay differential equation model and calculate pseudospectra of three different linearizations: a time-dependent Jacobian, linearization around the limit cycle, and dynamic mode decomposition (DMD) analysis of Koopman operators (global linearization).
no code implementations • 8 Jul 2024 • Matthew J. Colbrook, Igor Mezić, Alexei Stepanenko
This paper addresses a fundamental open question: \textit{When can we robustly learn the spectral properties of Koopman operators from trajectory data of dynamical systems, and when can we not?}
1 code implementation • 8 May 2024 • Nicolas Boullé, Matthew J. Colbrook
Koopman operators are infinite-dimensional operators that linearize nonlinear dynamical systems, facilitating the study of their spectral properties and enabling the prediction of the time evolution of observable quantities.
1 code implementation • 1 May 2024 • Matthew J. Colbrook, Catherine Drysdale, Andrew Horning
We introduce the Rigged Dynamic Mode Decomposition (Rigged DMD) algorithm, which computes generalized eigenfunction decompositions of Koopman operators.
no code implementations • 6 Jan 2024 • Nicolas Boullé, Matthew J. Colbrook
We show that, under suitable conditions, the eigenvalues and eigenfunctions of HDMD converge to the spectral properties of the underlying Koopman operator.
1 code implementation • 30 Nov 2023 • Matthew J. Colbrook
Dynamic Mode Decomposition (DMD) is a popular data-driven analysis technique used to decompose complex, nonlinear systems into a set of modes, revealing underlying patterns and dynamics through spectral analysis.
1 code implementation • 21 Aug 2023 • Matthew J. Colbrook, Qin Li, Ryan V. Raut, Alex Townsend
Finally, we present a suite of convergence results for the spectral information of stochastic Koopman operators.
1 code implementation • 5 Jan 2023 • Ben Adcock, Matthew J. Colbrook, Maksym Neyra-Nesterenko
However, sharpness involves problem-specific constants that are typically unknown, and restart schemes typically reduce convergence rates.
1 code implementation • 6 Sep 2022 • Matthew J. Colbrook
We introduce measure-preserving extended dynamic mode decomposition ($\texttt{mpEDMD}$), the first truncation method whose eigendecomposition converges to the spectral quantities of Koopman operators for general measure-preserving dynamical systems.
1 code implementation • 19 May 2022 • Matthew J. Colbrook, Lorna J. Ayton, Máté Szőke
Challenges include spurious (unphysical) modes, and dealing with continuous spectra, both of which occur regularly in turbulent flows.
1 code implementation • 29 Nov 2021 • Matthew J. Colbrook, Alex Townsend
This allows us to compute the spectral measure associated with the dynamics of a protein molecule with a 20, 046-dimensional state space and compute nonlinear Koopman modes with error bounds for turbulent flow past aerofoils with Reynolds number $>10^5$ that has a 295, 122-dimensional state space.
1 code implementation • 24 Oct 2021 • Matthew J. Colbrook
We show how several quantities controlling recovery performance also provide explicit approximate sharpness constants.
1 code implementation • 20 Jan 2021 • Matthew J. Colbrook, Vegard Antun, Anders C. Hansen
We address this paradox by demonstrating basic well-conditioned problems in scientific computing where one can prove the existence of NNs with great approximation qualities, however, there does not exist any algorithm, even randomised, that can train (or compute) such a NN.
no code implementations • 26 Aug 2019 • Matthew J. Colbrook
Computing spectra is a central problem in computational mathematics with an abundance of applications throughout the sciences.
Spectral Theory 65J10, 65L15, 65F99, 47A10, 46N40, 47A12, 47N50, 15A60, 28A12, 28A78