arXiv subjects

Matthew J. Colbrook

Publications and source records attributed to Matthew J. Colbrook.

At least 37 records · Page 2Linked to original sources

arXiv2026

Ten Digits on a Train: AI-Assisted Verification of Two Eigenvalue Problems

Accurate numerical eigenvalues are often difficult to certify, especially in singular or non-normal settings. This article reports a human--AI collaboration on two such computations. For a singular self-adjoint Schrödinger operator, a verified zero count and Dirichlet--Neumann bracketing certify the complete negative spectrum to ten decimal places. For a delicate non-normal atom--molecule benchmark, a previously unresolved resonance pair is separated, with each member enclosed to ten digits. The second result is achieved not by increasing the precision of one-way shooting, but by reformulating the problem as a global matching system for projective solution lines. The infinite tail is encoded as uncertainty in the terminal projective data, and a componentwise, tail-robust Krawczyk--Brouwer inclusion supplies the certificate. This gives a reusable architecture for analytic boundary-value systems with ill-conditioned propagation and uncertain asymptotic data. The collaboration also exposes the strengths and limits of AI assistance. AI rapidly produced accurate candidates and plausible proof strategies, but several failed, including one apparently complete tail argument that omitted the componentwise check required by a nonuniform polydisc. Validated computation is a stringent test of AI-assisted mathematics: the output is not merely a number, but a number with a proof. These examples show why the proof object matters, and why human mathematical judgment remained decisive. More broadly, as AI makes code, exposition, and plausible numerical claims inexpensive, standards for verification, attribution, peer review, and training must adapt. The implications are unsettling; the opportunity is extraordinary.

math.NA↗

arXiv2026

Residual Pseudospectra Reveal a Physics-Informed Koopman Backbone for Tropical Pacific Variability and ENSO Prediction

Tropical Pacific sea-surface-temperature (SST) variability spans interacting timescales, with the ENSO as its dominant interannual expression. Yet the dynamical structure organizing this variability and underpinning extended-range predictability remains difficult to extract from high-dimensional observations. Koopman operator learning offers spectral coordinates for nonlinear dynamics, yet finite geophysical records often produce dense, sampling-sensitive spectra whose physical content is ambiguous. We show that this apparent redundancy reflects coherent operator-level structure. Combining kernel Extended Dynamic Mode Decomposition with residual minimization and pseudospectral analysis, we use the Koopman eigenvalue relation as a physics-informed consistency test to organize learned spectra. Applied to ERA5 and HadISST tropical Pacific SST anomalies, the residual landscape identifies 19 robust residual-minimum frequencies with coherent spatial modes that persist across products and sampling realizations. Together, these modes define a compact Koopman backbone spanning low-frequency modulation through quasi-biennial components, including ENSO-band variability. The surrounding spectral cloud is structured by integer powers and nonlinear combinations of this backbone, forming a residual-ordered Koopman hierarchy. The backbone reconstructs substantial Nino3.4 variance and enables skillful out-of-sample forecasts, with greatest gains at 8-18-month leads. By embedding dynamical consistency into physics-informed operator learning, the framework turns opaque spectra into robust, interpretable and predictive representations of tropical Pacific variability.

math.NA↗

arXiv2026

Deep Embedded Multiplicative DMD for Algebra-Preserving Koopman Learning

Koopman theory turns nonlinear dynamics into a linear spectral problem. In computation, however, everything depends on a hard finite-dimensional choice: the observables must be expressive, nearly invariant under the dynamics, and, ideally, compatible with composition. Deep Koopman methods learn flexible coordinates, whereas structure-preserving methods enforce operator identities on fixed dictionaries. We combine these ideas by introducing Deep Embedded Multiplicative Dynamic Mode Decomposition (DeepMDMD), a method that learns a latent space and a partition of it, while enforcing the Koopman product rule as an exact algebraic constraint. Training alternates between an exact multiplicative operator update and a differentiable latent-clustering step that promotes Koopman closure. The result is a finite transition map on learned latent cells. Its nonzero spectrum lies on the unit circle, its dictionary is shaped by the dynamics rather than by ambient geometry, and forecasts are made in latent coordinates before being decoded to physical space. Across Hamiltonian, chaotic, and fluid examples, DeepMDMD learns dictionaries that are far more compact and dynamically coherent than those produced by geometric MDMD partitions. It reduces spectral pollution, reveals richer continuous-spectrum structure, and gives stable forecasts under severe noise. In high-dimensional flows, including a 158,624-dimensional cylinder wake and a noisy $Re=20,000$ lid-driven cavity, it preserves coherent structures and long-time spectral statistics where state-space MDMD fails. These results suggest a practical rule for Koopman learning: learn the coordinates, constrain the algebra.

cs.LG↗

arXiv2026

Finding Koopman Invariant Subspaces via Personalized PageRank

Selecting a finite dictionary of observables whose span is Koopman-invariant is a central challenge in data-driven Koopman operator approximation. We address this problem by exploiting zero-block structure in Extended Dynamic Mode Decomposition (EDMD) matrices. We show that any sub-dictionary whose span is Koopman-invariant induces an exact zero block in the EDMD matrix, even for finite data. We then show that such blocks can be detected by applying PageRank to a row-normalized EDMD matrix constructed from a large initial dictionary. The theory extends to approximately invariant subspaces and yields stronger guarantees for personalized PageRank (PPR) when the seed observables lie inside the target block and reach all observables in that block. Combining EDMD concentration bounds with PageRank perturbation theory gives end-to-end detection guarantees with $O(1/\sqrt{M})$ finite-sample scaling and explicit constants. More generally, without assuming an invariant subspace exists, high PPR mass on a sub-dictionary controls discounted multi-step leakage from the seed observables. Numerical experiments on the Duffing oscillator, Van der Pol oscillator, Lorenz system, and a three-well Ramachandran potential suggest that the method identifies compact, interpretable dictionaries with accurate predictions.

math.DS↗

arXiv2026

Trustworthy Koopman Operator Learning: Invariance Diagnostics and Error Bounds

Koopman operator theory provides a global linear representation of nonlinear dynamics and underpins many data-driven methods. In practice, however, finite-dimensional feature spaces induced by a user-chosen dictionary are rarely invariant, so closure failures and projection errors lead to spurious eigenvalues, misleading Koopman modes, and overconfident forecasts. This paper addresses a central validation problem in data-driven Koopman methods: how to quantify invariance and projection errors for an arbitrary feature space using only snapshot data, and how to use these diagnostics to produce actionable guarantees and guide dictionary refinement? A unified a posteriori methodology is developed for certifying when a Koopman approximation is trustworthy and improving it when it is not. Koopman invariance is quantified using principal angles between a subspace and its Koopman image, yielding principal observables and a principal angle decomposition (PAD), a dynamics-informed alternative to SVD truncation with significantly improved performance. Multi-step error bounds are derived for Koopman and Perron--Frobenius mode decompositions, including RKHS-based pointwise guarantees, and are complemented by Gaussian process expected error surrogates. The resulting toolbox enables validated spectral analysis, certified forecasting, and principled dictionary and kernel learning, demonstrated on chaotic and high-dimensional benchmarks and real-world datasets, including cavity flow and the Pluto--Charon system.

math.NA↗

arXiv2026

Weighted Birkhoff Averages Accelerate Data-Driven Methods

Many data-driven algorithms in dynamical systems rely on ergodic averages that converge painfully slowly. One simple idea changes this: taper the ends. Weighted Birkhoff averages can converge much faster (sometimes superpolynomially, even exponentially) and can be incorporated seamlessly into existing methods. We demonstrate this with five weighted algorithms: weighted Dynamic Mode Decomposition (wtDMD), weighted Extended DMD (wtEDMD), weighted Sparse Identification of Nonlinear Dynamics (wtSINDy), weighted spectral measure estimation, and weighted diffusion forecasting. Across examples ranging from fluid flows to El Niño data, the message is clear: weighting costs nothing, is easy to implement, and often delivers markedly better results from the same data.

math.DS↗

arXiv2025

An Introductory Guide to Koopman Learning

Koopman operators provide a linear framework for data-driven analyses of nonlinear dynamical systems, but their infinite-dimensional nature presents major computational challenges. In this article, we offer an introductory guide to Koopman learning, emphasizing rigorously convergent data-driven methods for forecasting and spectral analysis. We provide a unified account of error control via residuals in both finite- and infinite-dimensional settings, an elementary proof of convergence for generalized Laplace analysis -- a variant of filtered power iteration that works for operators with continuous spectra and no spectral gaps -- and review state-of-the-art approaches for computing continuous spectra and spectral measures. The goal is to provide both newcomers and experts with a clear, structured overview of reliable data-driven techniques for Koopman spectral analysis.

math.NA↗

arXiv2025

Avoiding spectral pollution for transfer operators using residuals

Koopman operator theory enables linear analysis of nonlinear dynamical systems by lifting their evolution to infinite-dimensional function spaces. However, finite-dimensional approximations of Koopman and transfer (Frobenius--Perron) operators are prone to spectral pollution, introducing spurious eigenvalues that can compromise spectral computations. While recent advances have yielded provably convergent methods for Koopman operators, analogous tools for general transfer operators remain limited. In this paper, we present algorithms for computing spectral properties of transfer operators without spectral pollution, including extensions to the Hardy-Hilbert space. Case studies--ranging from families of Blaschke maps with known spectrum to a molecular dynamics model of protein folding--demonstrate the accuracy and flexibility of our approach. Notably, we demonstrate that spectral features can arise even when the corresponding eigenfunctions lie outside the chosen space, highlighting the functional-analytic subtleties in defining the "true" Koopman spectrum. Our methods offer robust tools for spectral estimation across a broad range of applications.

math.DS↗

arXiv2025

Convergent Methods for Koopman Operators on Reproducing Kernel Hilbert Spaces

Data-driven spectral analysis of Koopman operators is a powerful tool for understanding numerous real-world dynamical systems, from neuronal activity to variations in sea surface temperature. The Koopman operator acts on a function space and is most commonly studied on the space of square-integrable functions. However, defining it on a suitable reproducing kernel Hilbert space (RKHS) offers numerous practical advantages, including pointwise predictions with error bounds, improved spectral properties that facilitate computations, and more efficient algorithms, particularly in high dimensions. We introduce the first general, provably convergent, data-driven algorithms for computing spectral properties of Koopman and Perron--Frobenius operators on RKHSs. These methods efficiently compute spectra and pseudospectra with error control and spectral measures while exploiting the RKHS structure to avoid the large-data limits required in the $L^2$ settings. The function space is determined by a user-specified kernel, eliminating the need for quadrature-based sampling as in $L^2$ and enabling greater flexibility with finite, externally provided datasets. Using the Solvability Complexity Index hierarchy, we construct adversarial dynamical systems for these problems to show that no algorithm can succeed in fewer limits, thereby proving the optimality of our algorithms. Notably, this impossibility extends to randomized algorithms and datasets. We demonstrate the effectiveness of our algorithms on challenging, high-dimensional datasets arising from real-world measurements and high-fidelity numerical simulations, including turbulent channel flow, molecular dynamics of a binding protein, Antarctic sea ice concentration, and Northern Hemisphere sea surface height. The algorithms are publicly available in the software package $\texttt{SpecRKHS}$.

math.NA↗

arXiv2025

Multiplicative Dynamic Mode Decomposition

Koopman operators are infinite-dimensional operators that linearize nonlinear dynamical systems, facilitating the study of their spectral properties and enabling the prediction of the time evolution of observable quantities. Recent methods have aimed to approximate Koopman operators while preserving key structures. However, approximating Koopman operators typically requires a dictionary of observables to capture the system's behavior in a finite-dimensional subspace. The selection of these functions is often heuristic, may result in the loss of spectral information, and can severely complicate structure preservation. This paper introduces Multiplicative Dynamic Mode Decomposition (MultDMD), which enforces the multiplicative structure inherent in the Koopman operator within its finite-dimensional approximation. Leveraging this multiplicative property, we guide the selection of observables and define a constrained optimization problem for the matrix approximation, which can be efficiently solved. MultDMD presents a structured approach to finite-dimensional approximations and can more accurately reflect the spectral properties of the Koopman operator. We elaborate on the theoretical framework of MultDMD, detailing its formulation, optimization strategy, and convergence properties. The efficacy of MultDMD is demonstrated through several examples, including the nonlinear pendulum, the Lorenz system, and fluid dynamics data, where we demonstrate its remarkable robustness to noise.

math.DS↗

arXiv2025

Universal Methods for Nonlinear Spectral Problems

Nonlinear spectral problems arise across a range of fields, including mechanical vibrations, fluid-solid interactions, and photonic crystals. Discretizing infinite-dimensional nonlinear spectral problems often introduces significant computational challenges, particularly spectral pollution and invisibility, which can distort or obscure the true underlying spectrum. We present the first general, convergent computational method for computing the spectra and pseudospectra of nonlinear spectral problems. Our approach uses new results on nonlinear injection moduli and requires only minimal continuity assumptions: specifically, continuity with respect to the gap metric on operator graphs, making it applicable to a broad class of problems. We use the Solvability Complexity Index (SCI) hierarchy, which has recently been used to resolve the classical linear problem, to systematically classify the computational complexity of nonlinear spectral problems. Our results establish the optimality of the method and reveal that Hermiticity does not necessarily simplify the computational complexity of these nonlinear problems. Comprehensive examples -- including nonlinear shifts, Klein--Gordon equations, wave equations with acoustic boundary conditions, time-fractional beam equations, and biologically inspired delay differential equations -- demonstrate the robustness, accuracy, and broad applicability of our methodology.

math.NA↗

arXiv2024

Rigged Dynamic Mode Decomposition: Data-Driven Generalized Eigenfunction Decompositions for Koopman Operators

We introduce the Rigged Dynamic Mode Decomposition (Rigged DMD) algorithm, which computes generalized eigenfunction decompositions of Koopman operators. By considering the evolution of observables, Koopman operators transform complex nonlinear dynamics into a linear framework suitable for spectral analysis. While powerful, traditional Dynamic Mode Decomposition (DMD) techniques often struggle with continuous spectra. Rigged DMD addresses these challenges with a data-driven methodology that approximates the Koopman operator's resolvent and its generalized eigenfunctions using snapshot data from the system's evolution. At its core, Rigged DMD builds wave-packet approximations for generalized Koopman eigenfunctions and modes by integrating Measure-Preserving Extended Dynamic Mode Decomposition with high-order kernels for smoothing. This provides a robust decomposition encompassing both discrete and continuous spectral elements. We derive explicit high-order convergence theorems for generalized eigenfunctions and spectral measures. Additionally, we propose a novel framework for constructing rigged Hilbert spaces using time-delay embedding, significantly extending the algorithm's applicability (Rigged DMD can be used with any rigging). We provide examples, including systems with a Lebesgue spectrum, integrable Hamiltonian systems, the Lorenz system, and a high-Reynolds number lid-driven flow in a two-dimensional square cavity, demonstrating Rigged DMD's convergence, efficiency, and versatility. This work paves the way for future research and applications of decompositions with continuous spectra.

math.DS↗

arXiv2024

A Novel Use of Pseudospectra in Mathematical Biology: Understanding HPA Axis Sensitivity

The Hypothalamic-Pituitary-Adrenal (HPA) axis is a major neuroendocrine system, and its dysregulation is implicated in various diseases. This system also presents interesting mathematical challenges for modeling. We consider a nonlinear delay differential equation model and calculate pseudospectra of three different linearizations: a time-dependent Jacobian, linearization around the limit cycle, and dynamic mode decomposition (DMD) analysis of Koopman operators (global linearization). The time-dependent Jacobian provided insight into experimental phenomena, explaining why rats respond differently to perturbations during corticosterone secretion's upward versus downward slopes. We developed new mathematical techniques for the other two linearizations to calculate pseudospectra on Banach spaces and apply DMD to delay differential equations, respectively. These methods helped establish local and global limit cycle stability and study transients. Additionally, we discuss using pseudospectra to substantiate the model in experimental contexts and establish bio-variability via data-driven methods. This work is the first to utilize pseudospectra to explore the HPA axis.

math.SP↗

arXiv2024

Computing Generalized Eigenfunctions in Rigged Hilbert Spaces

We introduce a simple, general, and convergent scheme to compute generalized eigenfunctions of self-adjoint operators with continuous spectra on rigged Hilbert spaces. Our approach does not require prior knowledge about the eigenfunctions, such as asymptotics or other analytic properties. Instead, we carefully sample the range of the resolvent operator to construct smooth and accurate wave packet approximations to generalized eigenfunctions. We prove high-order convergence in key topologies, including weak-star convergence for distributional eigenfunctions, uniform convergence on compact sets for locally smooth generalized eigenfunctions, and convergence in seminorms for separable Frechet spaces, covering the majority of physical scenarios. The method's performance is illustrated with applications to both differential and integral operators, culminating in the computation of spectral measures and generalized eigenfunctions for an operator associated with Poincare's internal waves problem. These computations corroborate experimental results and highlight the method's utility for a broad range of spectral problems in physics.

math.NA↗

arXiv2024

On the Convergence of Hermitian Dynamic Mode Decomposition

We study the convergence of Hermitian Dynamic Mode Decomposition (DMD) to the spectral properties of self-adjoint Koopman operators. Hermitian DMD is a data-driven method that approximates the Koopman operator associated with an unknown nonlinear dynamical system, using discrete-time snapshots. This approach preserves the self-adjointness of the operator in its finite-dimensional approximations. \rev{We prove that, under suitably broad conditions, the spectral measures corresponding to the eigenvalues and eigenfunctions computed by Hermitian DMD converge to those of the underlying Koopman operator}. This result also applies to skew-Hermitian systems (after multiplication by $i$), applicable to generators of continuous-time measure-preserving systems. Along the way, we establish a general theorem on the convergence of spectral measures for finite sections of self-adjoint operators, including those that are unbounded, which is of independent interest to the wider spectral community. We numerically demonstrate our results by applying them to two-dimensional Schrödinger equations.

math.NA↗

arXiv2024

Restarts subject to approximate sharpness: A parameter-free and optimal scheme for first-order methods

Sharpness is an almost generic assumption in continuous optimization that bounds the distance from minima by objective function suboptimality. It facilitates the acceleration of first-order methods through restarts. However, sharpness involves problem-specific constants that are typically unknown, and restart schemes typically reduce convergence rates. Moreover, these schemes are challenging to apply in the presence of noise or with approximate model classes (e.g., in compressive imaging or learning problems), and they generally assume that the first-order method used produces feasible iterates. We consider the assumption of approximate sharpness, a generalization of sharpness that incorporates an unknown constant perturbation to the objective function error. This constant offers greater robustness (e.g., with respect to noise or relaxation of model classes) for finding approximate minimizers. By employing a new type of search over the unknown constants, we design a restart scheme that applies to general first-order methods and does not require the first-order method to produce feasible iterates. Our scheme maintains the same convergence rate as when the constants are known. The convergence rates we achieve for various first-order methods match the optimal rates or improve on previously established rates for a wide range of problems. We showcase our restart scheme in several examples and highlight potential future applications and developments of our framework and theory.

math.OC↗

arXiv2024

Another look at Residual Dynamic Mode Decomposition in the regime of fewer Snapshots than Dictionary Size

Residual Dynamic Mode Decomposition (ResDMD) offers a method for accurately computing the spectral properties of Koopman operators. It achieves this by calculating an infinite-dimensional residual from snapshot data, thus overcoming issues associated with finite truncations of Koopman operators, such as spurious eigenvalues. These spectral properties include spectra and pseudospectra, spectral measures, Koopman mode decompositions, and dictionary verification. In scenarios where there are fewer snapshots than dictionary size, particularly for exact DMD and kernelized EDMD, ResDMD has traditionally been applied by dividing snapshot data into a training set and a quadrature set. Through a novel computational approach of solving a dual least-squares problem, we demonstrate how to eliminate the need for two datasets. We provide an analysis of these new residuals for exact DMD and kernelized EDMD, demonstrating ResDMD's versatility and broad applicability across various dynamical systems, including those modeled by high-dimensional and nonlinear observables. The utility of these new residuals is showcased through three diverse examples: the analysis of cylinder wake, the study of aerofoil cascades, and the compression of transient shockwave experimental data. This approach not only simplifies the application of ResDMD but also extends its potential for deeper insights into the dynamics of complex systems.

math.DS↗

arXiv2023

The Multiverse of Dynamic Mode Decomposition Algorithms

Dynamic Mode Decomposition (DMD) is a popular data-driven analysis technique used to decompose complex, nonlinear systems into a set of modes, revealing underlying patterns and dynamics through spectral analysis. This review presents a comprehensive and pedagogical examination of DMD, emphasizing the role of Koopman operators in transforming complex nonlinear dynamics into a linear framework. A distinctive feature of this review is its focus on the relationship between DMD and the spectral properties of Koopman operators, with particular emphasis on the theory and practice of DMD algorithms for spectral computations. We explore the diverse "multiverse" of DMD methods, categorized into three main areas: linear regression-based methods, Galerkin approximations, and structure-preserving techniques. Each category is studied for its unique contributions and challenges, providing a detailed overview of significant algorithms and their applications as outlined in Table 1. We include a MATLAB package with examples and applications to enhance the practical understanding of these methods. This review serves as both a practical guide and a theoretical reference for various DMD methods, accessible to both experts and newcomers, and enabling readers to delve into their areas of interest in the expansive field of DMD.

math.DS↗