Nonlinear ODEs can rarely be solved analytically. Koopman operator theory provides a way to solve two-dimensional nonlinear systems, under suitable restrictions, by mapping nonlinear dynamics to a linear space using Koopman eigenfunctions. Unfortunately, finding such eigenfunctions is difficult. We introduce a method for constructing Koopman eigenfunctions from a two-dimensional nonlinear ODE’s one-dimensional invariant manifolds. This method, when successful, allows us to find analytical solutions for autonomous, nonlinear systems. Previous data-driven methods have used Koopman theory to construct local Koopman eigenfunction approximations valid in different regions of phase space; our method finds analytic Koopman eigenfunctions that are exact and globally valid. We demonstrate our Koopman method of solving nonlinear systems on one-dimensional and two-dimensional ODEs. The nonlinear examples considered have simple expressions for their codimension-1 invariant manifolds which produce tractable analytical solutions. Thus our method allows for the construction of analytical solutions for previously unsolved ODEs. It also highlights the connection between invariant manifolds and eigenfunctions in nonlinear ODEs and presents avenues for extending this method to solve more nonlinear systems.
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Inexact iterative numerical linear algebra for neural network-based spectral estimation and rare-event prediction
Understanding dynamics in complex systems is challenging because there are many degrees of freedom, and those that are most important for describing events of interest are often not obvious. The leading eigenfunctions of the transition operator are useful for visualization, and they can provide an efficient basis for computing statistics, such as the likelihood and average time of events (predictions). Here, we develop inexact iterative linear algebra methods for computing these eigenfunctions (spectral estimation) and making predictions from a dataset of short trajectories sampled at finite intervals. We demonstrate the methods on a low-dimensional model that facilitates visualization and a high-dimensional model of a biomolecular system. Implications for the prediction problem in reinforcement learning are discussed.
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- Award ID(s):
- 2054306
- PAR ID:
- 10445741
- Date Published:
- Journal Name:
- The Journal of Chemical Physics
- Volume:
- 159
- Issue:
- 1
- ISSN:
- 0021-9606
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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