On the Convergence of Hermitian Dynamic Mode Decomposition
This provides a theoretical foundation for data-driven spectral analysis in dynamical systems, which is incremental as it extends convergence results to a specific variant of DMD.
The paper tackles the problem of proving the convergence of Hermitian Dynamic Mode Decomposition (DMD) to the spectral properties of self-adjoint Koopman operators in nonlinear dynamical systems, establishing that under broad conditions, the spectral measures from Hermitian DMD converge to those of the underlying operator, with numerical demonstrations on two-dimensional Schrödinger equations.
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.