Significance: Instability is the Achilles’ heel of modern artificial intelligence (AI) and a paradox, with training algorithms finding unstable neural networks (NNs) despite the existence of stable ones. This foundational issue relates to Smale’s 18th mathematical problem for the 21st century on the limits of AI. By expanding methodologies initiated by Gödel and Turing, we demonstrate limitations on the existence of (even randomized) algorithms for computing NNs. Despite numerous existence results of NNs with great approximation properties, only in specific cases do there also exist algorithms that can compute them. We initiate a classification theory on which NNs can be trained and introduce NNs that—under suitable conditions—are robust to perturbations and exponentially accurate in the number of hidden layers.
Dynamic mode decomposition (DMD) describes complex dynamic processes through a hierarchy of simpler coherent features. DMD is regularly used to understand the fundamental characteristics of turbulence and is closely related to Koopman operators. However, verifying the decomposition, equivalently the computed spectral features of Koopman operators, remains a significant challenge due to the infinite-dimensional nature of Koopman operators. Challenges include spurious (unphysical) modes and dealing with continuous spectra, which both occur regularly in turbulent flows. Residual dynamic mode decomposition (ResDMD), introduced by Colbrook & Townsend (Rigorous data-driven computation of spectral properties of Koopman operators for dynamical systems. 2021. arXiv:2111.14889), overcomes such challenges through the data-driven computation of residuals associated with the full infinite-dimensional Koopman operator. ResDMD computes spectra and pseudospectra of general Koopman operators with error control and computes smoothed approximations of spectral measures (including continuous spectra) with explicit high-order convergence theorems. ResDMD thus provides robust and verified Koopmanism. We implement ResDMD and demonstrate its application in various fluid dynamic situations at varying Reynolds numbers from both numerical and experimental data. Examples include vortex shedding behind a cylinder, hot-wire data acquired in a turbulent boundary layer, particle image velocimetry data focusing on a wall-jet flow and laser-induced plasma acoustic pressure signals. We present some advantages of ResDMD: the ability to resolve nonlinear and transient modes verifiably; the verification of learnt dictionaries; the verification of Koopman mode decompositions; and spectral calculations with reduced broadening effects. We also discuss how a new ordering of modes via residuals enables greater accuracy than the traditional modulus ordering (e.g. when forecasting) with a smaller dictionary. This result paves the way for more significant dynamic compression of large datasets without sacrificing accuracy.
Computing the spectra of operators is a fundamental problem in the sciences, with wide-ranging applications in condensed-matter physics, quantum mechanics and chemistry, statistical mechanics, etc. While there are algorithms that in certain cases converge to the spectrum, no general procedure is known that (a) always converges, (b) provides bounds on the errors of approximation, and (c) provides approximate eigenvectors. This may lead to incorrect simulations. It has been an open problem since the 1950s to decide whether such reliable methods exist at all. We affirmatively resolve this question, and the algorithms provided are optimal, realizing the boundary of what digital computers can achieve. Moreover, they are easy to implement and parallelize, offer fundamental speed-ups, and allow problems that before, regardless of computing power, were out of reach. Results are demonstrated on difficult problems such as the spectra of quasicrystals and non-Hermitian phase transitions in optics.
1 February 2017 in Monthly Notices of the Royal Astronomical Society
Passive scalar mixing (metals, molecules, etc.) in the turbulent interstellar medium (ISM) is critical for abundance patterns of stars and clusters, galaxy and star formation, and cooling from the circumgalactic medium. However, the fundamental scaling laws remain poorly understood in the highly supersonic, magnetized, shearing regime relevant for the ISM. We therefore study the full scaling laws governing passive-scalar transport in idealized simulations of supersonic turbulence. Using simple phenomenological arguments for the variation of diffusivity with scale based on Richardson diffusion, we propose a simple fractional diffusion equation to describe the turbulent advection of an initial passive scalar distribution. These predictions agree well with the measurements from simulations, and vary with turbulent Mach number in the expected manner, remaining valid even in the presence of a large-scale shear flow (e.g. rotation in a galactic disk). The evolution of the scalar distribution is not the same as obtained using simple, constant “effective diffusivity” as in Smagorinsky models, because the scale-dependence of turbulent transport means an initially Gaussian distribution quickly develops highly non-Gaussian tails. We also emphasize that these are mean scalings that only apply to ensemble behaviors (assuming many different, random scalar injection sites): individual Lagrangian “patches” remain coherent (poorly-mixed) and simply advect for a large number of turbulent flow-crossing times.
16 June 2023 in SIAM Journal on Numerical Analysis
Koopman operators globally linearize nonlinear dynamical systems and their spectral information is a powerful tool for the analysis and decomposition of nonlinear dynamical systems. However, Koopman operators are infinite dimensional, and computing their spectral information is a considerable challenge. We introduce measure-preserving extended dynamic mode decomposition (mpEDMD), the first Galerkin method whose eigendecomposition converges to the spectral quantities of Koopman operators for general measure-preserving dynamical systems. mpEDMD is a data-driven algorithm based on an orthogonal Procrustes problem that enforces measure-preserving truncations of Koopman operators using a general dictionary of observables. It is flexible and easy to use with any preexisting dynamic mode decomposition (DMD)-type method, and with different types of data. We prove convergence of mpEDMD for projection-valued and scalar-valued spectral measures, spectra, and Koopman mode decompositions. For the case of delay embedding (Krylov subspaces), our results include the first convergence rates of the approximation of spectral measures as the size of the dictionary increases. We demonstrate mpEDMD on a range of challenging examples, its increased robustness to noise compared to other DMD-type methods, and its ability to capture the energy conservation and cascade of a turbulent boundary layer flow with Reynolds number [Formula: see text] and state-space dimension [Formula: see text].
11 April 2021 in Communications in Mathematical Physics
Spectral measures arise in numerous applications such as quantum mechanics, signal processing, resonance phenomena, and fluid stability analysis. Similarly, spectral decompositions (into pure point, absolutely continuous and singular continuous parts) often characterise relevant physical properties such as the long-time dynamics of quantum systems. Despite new results on computing spectra, there remains no general method able to compute spectral measures or spectral decompositions of infinite-dimensional normal operators. Previous efforts have focused on specific examples where analytical formulae are available (or perturbations thereof) or on classes of operators that carry a lot of structure. Hence the general computational problem is predominantly open. We solve this problem by providing the first set of general algorithms that compute spectral measures and decompositions of a wide class of operators. Given a matrix representation of a self-adjoint or unitary operator, such that each column decays at infinity at a known asymptotic rate, we show how to compute spectral measures and decompositions. We discuss how these methods allow the computation of objects such as the functional calculus, and how they generalise to a large class of partial differential operators, allowing, for example, solutions to evolution PDEs such as the linear Schrödinger equation on $$L^2({\mathbb {R}}^d)$$ . Computational spectral problems in infinite dimensions have led to the Solvability Complexity Index (SCI) hierarchy, which classifies the difficulty of computational problems. We classify the computation of measures, measure decompositions, types of spectra, functional calculus, and Radon–Nikodym derivatives in the SCI hierarchy. The new algorithms are demonstrated to be efficient on examples taken from orthogonal polynomials on the real line and the unit circle (giving, for example, computational realisations of Favard’s theorem and Verblunsky’s theorem, respectively), and are applied to evolution equations on a two-dimensional quasicrystal.