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Ensemble forecasts in reproducing kernel Hilbert space family (2207.14653v4)

Published 29 Jul 2022 in math-ph, cs.LG, math.DS, math.MP, physics.comp-ph, and physics.data-an

Abstract: A methodological framework for ensemble-based estimation and simulation of high dimensional dynamical systems such as the oceanic or atmospheric flows is proposed. To that end, the dynamical system is embedded in a family of reproducing kernel Hilbert spaces (RKHS) with kernel functions driven by the dynamics. In the RKHS family, the Koopman and Perron-Frobenius operators are unitary and uniformly continuous. This property warrants they can be expressed in exponential series of diagonalizable bounded evolution operators defined from their infinitesimal generators. Access to Lyapunov exponents and to exact ensemble based expressions of the tangent linear dynamics are directly available as well. The RKHS family enables us the devise of strikingly simple ensemble data assimilation methods for trajectory reconstructions in terms of constant-in-time linear combinations of trajectory samples. Such an embarrassingly simple strategy is made possible through a fully justified superposition principle ensuing from several fundamental theorems.

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