Tensor-based computation of metastable and coherent sets
Abstract
Recent years have seen rapid advances in the data-driven analysis of dynamical systems based on Koopman operator theory and related approaches. On the other hand, low-rank tensor product approximations -- in particular the tensor train (TT) format -- have become a valuable tool for the solution of large-scale problems in a number of fields. In this work, we combine Koopman-based models and the TT format, enabling their application to high-dimensional problems in conjunction with a rich set of basis functions or features. We derive efficient algorithms to obtain a reduced matrix representation of the system's evolution operator starting from an appropriate low-rank representation of the data. These algorithms can be applied to both stationary and non-stationary systems. We establish the infinite-data limit of these matrix representations, and demonstrate our methods' capabilities using several benchmark data sets.
Keywords
Cite
@article{arxiv.1908.04741,
title = {Tensor-based computation of metastable and coherent sets},
author = {Feliks Nüske and Patrick Gelß and Stefan Klus and Cecilia Clementi},
journal= {arXiv preprint arXiv:1908.04741},
year = {2021}
}