Thu, 18 Nov 2021
Matt Colbrook
University of Cambridge

Computing spectral properties of operators is fundamental in the sciences, with applications in quantum mechanics, signal processing, fluid mechanics, dynamical systems, etc. However, the infinite-dimensional problem is infamously difficult (common difficulties include spectral pollution and dealing with continuous spectra). This talk introduces classes of practical resolvent-based algorithms that rigorously compute a zoo of spectral properties of operators on Hilbert spaces. We also discuss how these methods form part of a broader programme on the foundations of computation. The focus will be computing spectra with error control and spectral measures, for general discrete and differential operators. Analogous to eigenvalues and eigenvectors, these objects “diagonalise” operators in infinite dimensions through the spectral theorem. The first is computed by an algorithm that approximates resolvent norms. The second is computed by building convolutions of appropriate rational functions with the measure via the resolvent operator (solving shifted linear systems). The final part of the talk provides purely data-driven algorithms that compute the spectral properties of Koopman operators, with convergence guarantees, from snapshot data. Koopman operators “linearise” nonlinear dynamical systems, the price being a reduction to an infinite-dimensional spectral problem (c.f. “Koopmania”, describing their surge in popularity). The talk will end with applications of these new methods in several thousand state-space dimensions.

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