Learning dynamically inspired invariant subspaces for Koopman and transfer operator approximation

Abstract: Transfer and Koopman operator methods offer a framework for representing complex, nonlinear dynamical systems via linear transformations, enabling for a deeper understanding of the underlying dynamics. The spectrum of these operators provide important insights into system predictability and emergent behaviour, although efficiently estimating them from data can be challenging. We tackle this issue through the lens of general operator and representational learning, in which we approximate these linear operators using efficient finite-dimensional representations. Specifically, we machine-learn orthonormal, locally supported basis functions that are dynamically tailored to the system. This learned basis provides a particularly accurate approximation of the operator's action as well as a nearly invariant finite-dimensional subspace. We illustrate our approach with examples that showcase the retrieval of spectral properties from the estimated operator, and emphasise the dynamically adaptive quality of the machine-learned basis.