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Abstract Future state prediction for nonlinear dynamical systems is a challenging task. Classical prediction theory is based on a, typically long, sequence of prior observations and is rooted in assumptions on statistical stationarity of the underlying stochastic process. These algorithms have trouble predicting chaotic dynamics, “Black Swans” (events which have never previously been seen in the observed data), or systems where the underlying driving process fundamentally changes. In this paper we develop (1) a global and local prediction algorithm that can handle these types of systems, (2) a method of switching between local and global prediction, and (3) a retouching method that tracks what predictions would have been if the underlying dynamics had not changed and uses these predictions when the underlying process reverts back to the original dynamics. The methodology is rooted in Koopman operator theory from dynamical systems. An advantage is that it is model-free, purely data-driven and adapts organically to changes in the system. While we showcase the algorithms on predicting the number of infected cases for COVID-19 and influenza cases, we emphasize that this is a general prediction methodology that has applications far outside of epidemiology.

We study numerical approaches to computation of spectral properties of composition operators. We provide a characterization of Koopman Modes in Banach spaces using Generalized Laplace Analysis. We cast the Dynamic Mode Decomposition-type methods in the context of Finite Section theory of infinite dimensional operators, and provide an example of a mixing map for which the finite section method fails. Under assumptions on the underlying dynamics, we provide the first result on the convergence rate under sample size increase in the finite-section approximation. We study the error in the Krylov subspace version of the finite section method and prove convergence in pseudospectral sense for operators with pure point spectrum. Since Krylov sequence-based approximations can mitigate the curse of dimensionality, this result indicates that they may also have low spectral error without an exponential-in-dimension increase in the number of functions needed.

Inferring the latent structure of complex nonlinear dynamical systems in a data driven setting is a challenging mathematical problem with an ever increasing spectrum of applications in sciences and engineering. Koopman operator-based linearization provides a powerful framework that is suitable for identification of nonlinear systems in various scenarios. A recently proposed method by Mauroy and Goncalves is based on lifting the data snapshots into a suitable finite dimensional function space and identification of the infinitesimal generator of the Koopman semigroup. This elegant and mathematically appealing approach has good analytical (convergence) properties, but numerical experiments show that software implementation of the method has certain limitations. More precisely, with the increased dimension that guarantees theoretically better approximation and ultimate convergence, the numerical implementation may become unstable and it may even break down. The main sources of numerical difficulties are the computations of the matrix representation of the compressed Koopman operator and its logarithm. This paper addresses the subtle numerical details and proposes a new implementation algorithm that alleviates these problems.

Hierarchical support vector regression (HSVR) models a function from data as a linear combination of SVR models at a range of scales, starting at a coarse scale and moving to finer scales as the hierarchy continues. In the original formulation of HSVR, there were no rules for choosing the depth of the model. In this paper, we observe in a number of models a phase transition in the training error—the error remains relatively constant as layers are added, until a critical scale is passed, at which point the training error drops close to zero and remains nearly constant for added layers. We introduce a method to predict this critical scale a priori with the prediction based on the support of either a Fourier transform of the data or the Dynamic Mode Decomposition (DMD) spectrum. This allows us to determine the required number of layers prior to training any models.

Modern logistics processes and systems can feature extremely complicated dynamics. Agent Based Modeling is emerging as a powerful modeling tool for design, analysis and control of such logistics systems. However, the complexity of the model itself can be overwhelming and mathematical meta-modeling tools are needed that aggregate information and enable fast and accurate decision making and control system design. Here we present Koopman Mode Analysis (KMA) as such a tool. KMA uncovers exponentially growing, decaying or oscillating collective patterns in dynamical data. We apply the methodology to two problems, both of which exhibit a bifurcation in dynamical behavior, but feature very different dynamics: Medical Treatment Facility (MTF) logistics and ship fueling (SF) logistics. The MTF problem features a transition between efficient operation at low casualty rates and inefficient operation beyond a critical casualty rate, while the SF problem features a transition between short mission life at low initial fuel levels and sustained mission beyond a critical initial fuel level. Both bifurcations are detected by analyzing the spectrum of the associated Koopman operator. Mathematical analysis is provided justifying the use of the Dynamic Mode Decomposition algorithm in punctuated linear decay dynamics that is featured in the SF problem.

We introduce a new measure of complexity (called spectral complexity) for directed graphs. We start with splitting of the directed graph into its recurrent and nonrecurrent parts. We define the spectral complexity metric in terms of the spectrum of the recurrence matrix (associated with the reccurent part of the graph) and the Wasserstein distance. We show that the total complexity of the graph can then be defined in terms of the spectral complexity, complexities of individual components, and edge weights. The essential property of the spectral complexity metric is that it accounts for directed cycles in the graph. In engineered and software systems, such cycles give rise to subsystem interdependencies and increase risk for unintended consequences through positive feedback loops, instabilities, and infinite execution loops in software. In addition, we present a structural decomposition technique that identifies such cycles using a spectral technique. We show that this decomposition complements the well-known spectral decomposition analysis based on the Fiedler vector. We provide several examples of computation of spectral and total complexities, including the demonstration that the complexity increases monotonically with the average degree of a random graph. We also provide an example of spectral complexity computation for the architecture of a realistic fixed wing aircraft system.

The paper investigates the effect of preferential gathering sites on urban insurgency in an agent-based model (ABM). The ABM model was proposed in earlier work and has been validated using FBI data. There is a nonlinear tradeoff between the local density of citizens due to the number of preferential gathering sites and the ability of law enforcement officers (LEOs) to adequately patrol that leads to a non-monotonic behavior in the number of large scale outburst of insurgency with respect to the number of gathering sites. The inclusion of a moderate number of sites decreases the number of large-scale outbursts. Having no gathering sites or a large number of gathering sites has a dilutive effect on the number of large-scale outbursts. Thus, this non-monotonicity indicates that a small number of organized units produces a larger insurgency effect than a larger number of distributed units. It is also shown, using Koopman mode analysis, that the spatial morphology of agents due to the gathering sites gives rise to temporal organization of the model dynamics; there is a prominent quasi-periodic component in the number of active and intimidated citizens and in the spatial distribution of the LEOs.

Human adaptability involves interconnected biological and psychological control processes that determine how successful we are in meeting internal and environmental challenges. Heart rate variability (HRV), the variability in consecutive R-wave to R-wave intervals (RRI) of the electrocardiogram, captures synergy between the brain and cardiovascular control systems that modulate adaptive responding. Here we introduce a qualitatively new dimension of adaptive change in HRV quantified as a redistribution of spectral power by applying the Wasserstein distance with exponent 1 metric (W(1)) to RRI spectral data. We further derived a new index, D, to specify the direction of spectral redistribution and clarify physiological interpretation. We examined gender differences in real time RRI spectral power response to alcohol, placebo and visual cue challenges. Adaptive changes were observed as changes in power of the various spectral frequency bands (i.e., standard frequency domain HRV indices) and, during both placebo and alcohol intoxication challenges, as changes in the structure (shape) of the RRI spectrum, with a redistribution towards lower frequency oscillations. The overall conclusions from the present study are that the RRI spectrum is capable of a fluid and highly flexible response, even when oscillations (and thus activity at the sinoatrial node) are pharmacologically suppressed, and that low frequency oscillations serve a crucial but less studied role in physical and mental health.

We investigate data-driven, simple-to-implement residential environmental models that can serve as the basis for energy saving algorithms in both retrofits and new designs of residential buildings. Despite the nonlinearity of the underlying dynamics, using Koopman operator theory framework in this study we show that a linear second order model embedding, that captures the physics that occur inside a single or multi zone space does well when compared with data simulated using EnergyPlus. This class of models has low complexity. We show that their parameters have physical significance for the large-scale dynamics of a building and are correlated to concepts such as the thermal mass. We investigate consequences of changing the thermal mass on the energy behavior of a building system and provide best practice design suggestions.

We report for the first time a laminar high-performance continuous micromixing process of two fluids over a length of 200 microns in under 10 milliseconds achieved by an optimization of the control parameters amplitude and frequency in the mixing device denoted as ‘Shear Superposition Micromixer’. We improve mixing time by approximately 5 orders of magnitude over diffusion-limited mixing. The data indicate that rapid mixing is a result of the combined action of Taylor–Aris dispersion in the main and secondary microchannels and unsteady vortex motion that occurs at finite Reynolds number, which occurs above a threshold amplitude and frequency. The mixing performance is quantified using micron-resolution particle image velocimetry (micro-PIV) and computational fluid dynamics (CFD) simulations. [ABSTRACT FROM AUTHOR]

We demonstrate that the Koopman eigenfunctions and eigenvalues define a set of intrinsic coordinates, which serve as a natural framework for fusing measurements obtained from heterogeneous collections of sensors in systems governed by nonlinear evolution laws. These measurements can be nonlinear, but must, in principle, be rich enough to allow the state to be reconstructed. We approximate the associated Koopman operator using extended dynamic mode decomposition, so the method only requires time series of data for each set of measurements, and a single set of “joint” measurements, which are known to correspond to the same underlying state. We apply this procedure to the FitzHugh-Nagumo PDE, and fuse measurements taken at a single point with principal-component measurements. [ABSTRACT FROM AUTHOR]