Identification of Nonlinear Systems Using the Infinitesimal Generator of the Koopman Semigroup—A Numerical Implementation of the Mauroy–Goncalves Method

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.

Dua Formula Eksponensial (Operator Linear dari Semigrup)

Assumed A is infinitesimal generator of C0-semigroup T(t) on X. This could be defined as T(t)=etA, applies if A is a bounded linear operator. Not if A is unbounded linear operator, then it will result in one possibility that show T(t) could be represented as etA. This paper will discuss and detail the proof of the other two formulas that show T(t) could be represented as etA.

Optimal timing of investments modeled as perpetual american options in a lévy market

Using a real option approach, this paper models an arbitrary real life investment, which typically has a long maturity date, as a perpetual American call option in a Levy market. Expressions for the moments, characteristic function and infinitesimal generator of the associated jump-diffusion Levy process, defined by two independent compound Poisson processes and two correlated standard Brownian motions, are derived and these fundamental results are employed to determine the optimal time for investment. An application of the results to a Build Operate and Transfer investment is furnished.

Note on the Equivalence of Special Norms on the Lebesgue Space

In this paper, we consider a norm based on the infinitesimal generator of the shift semigroup in a direction. The relevance of such a focus is guaranteed by an abstract representation of a uniformly elliptic operator by means of a composition of the corresponding infinitesimal generator. The main result of the paper is a theorem establishing equivalence of norms in functional spaces. Even without mentioning the relevance of this result for the constructed theory, we claim it deserves to be considered itself.

Interior Schauder Estimates for Elliptic Equations Associated with Lévy Operators

We study the local regularity of solutions f to the integro-differential equation $$ Af=g \quad \text{in } U $$ A f = g in U for open sets $U \subseteq \mathbb {R}^{d}$ U ⊆ ℝ d , where A is the infinitesimal generator of a Lévy process (Xt)t≥ 0. Under the assumption that the transition density of (Xt)t≥ 0 satisfies a certain gradient estimate, we establish interior Schauder estimates for both pointwise and weak solutions f. Our results apply for a wide class of Lévy generators, including generators of stable Lévy processes and subordinated Brownian motions.

Spectral Theory For Strongly Continuous Cosine

Let (C(t)) t∈ℝ be a strongly continuous cosine family and A be its infinitesimal generator. In this work, we prove that, if C(t) – cosh λt is semi-Fredholm (resp. semi-Browder, Drazin inversible, left essentially Drazin and right essentially Drazin invertible) operator and λt ∉ iπℤ, then A – λ 2 is also. We show by counterexample that the converse is false in general.

On the quasi-Fredholm and Saphar spectrum of strongly continuous Cosine operator function

Let (C(t))t∈𝕉 be a strongly continuous cosine family and A be its infinitesimal generator. In this work, we prove that, if C(t) – coshλt is Saphar (resp. quasi-Fredholm) operator and λt /∉iπ𝕑, then A – λ2 is also Saphar (resp. quasi-Fredholm) operator. We show by counter-example that the converse is false in general.

A Liouville theorem for Lévy generators

Under mild assumptions, we establish a Liouville theorem for the “Laplace” equation $$Au=0$$ A u = 0 associated with the infinitesimal generator A of a Lévy process: If u is a weak solution to $$Au=0$$ A u = 0 which is at most of (suitable) polynomial growth, then u is a polynomial. As a by-product, we obtain new regularity estimates for semigroups associated with Lévy processes.

A C0-Semigroup of Ulam Unstable Operators

The Ulam stability of the composition of two Ulam stable operators has been investigated by several authors. Composition of operators is a key concept when speaking about C0-semigroups. Examples of C0-semigroups formed with Ulam stable operators are known. In this paper, we construct a C0-semigroup (Rt)t≥0 on C[0,1] such that for each t>0, Rt is Ulam unstable. Moreover, we compute the central moments of Rt and establish a Voronovskaja-type formula. This enables to prove that C2[0,1] is contained in the domain D(A) of the infinitesimal generator of the semigroup. We raise the problem to fully characterize the domain D(A).

Loewner evolution of hedgehogs and 2-conformal measures of circle maps

Let f be a germ of a holomorphic diffeomorphism with an irrationally indifferent fixed point at the origin in $${\mathbb C}$$ (i.e. $$f(0) = 0, f'(0) = e^{2\pi i \alpha }, \alpha \in {\mathbb R} - {\mathbb Q}$$ ). Pérez-Marco [Fixed points and circle maps. Acta Math.179(2) (1997), 243–294] showed the existence of a unique continuous monotone one-parameter family of non-trivial invariant full continua containing the fixed point called Siegel compacta, and gave a correspondence between germs and families $$(g_t)$$ of circle maps obtained by conformally mapping the complement of these compacts to the complement of the unit disk. The family of circle maps $$(g_t)$$ is the orbit of a locally defined semigroup $$(\Phi _t)$$ on the space of analytic circle maps, which we show has a well-defined infinitesimal generator X. The explicit form of X is obtained by using the Loewner equation associated to the family of hulls $$(K_t)$$ . We show that the Loewner measures $$(\mu _t)$$ driving the equation are 2-conformal measures on the circle for the circle maps $$(g_t)$$ .