Latent Modes of Nonlinear Flows -- a Koopman Theory Analysis

Abstract: Extracting the latent underlying structures of complex nonlinear local and nonlocal flows is essential for their analysis and modeling. In this work, we attempt to provide a consistent framework through Koopman theory and its related popular discrete approximation -- dynamic mode decomposition (DMD). We investigate the conditions to perform appropriate linearization, dimensionality reduction, and representation of flows in a highly general setting. The essential elements of this framework are Koopman Eigenfunction (KEF), for which existence conditions are formulated. This is done by viewing the dynamic as a curve in state-space. These conditions lay the foundations for system reconstruction, global controllability, and observability for nonlinear dynamics. We examine the limitations of DMD through the analysis of Koopman theory and propose a new mode decomposition technique based on the typical time profile of the dynamics. An overcomplete dictionary of decay profiles is used to sparsely approximate the flow. This analysis is also valid in the full continuous setting of Koopman theory, which is based on variational calculus. We demonstrate applications of this analysis, such as finding KEFs and their multiplicities, dynamics reconstruction, and global linearization.