Mathematical framework of the Koopman operator

dynamical systemsergodic-theorykoopman-operatoroperator-algebrasoperator-theory

I'm trying to understand the relation between the study of a dynamical system, seen as a pair $(X,\varphi_t)$ where $\varphi_t: X \rightarrow X$ represents a dynamics on the (measurable) space of states $X$ and the 'spectrum' of the associated Koopman operator

$$f \longmapsto f \circ \varphi$$

Basically the Koopman operator allow us to see the states involved in terms of their measurements.

Where $f$ is an observable, namely a linear positive functional $f: X \rightarrow \mathbb{C}$. Physically, I undestand that the dynamics $\varphi_t(x) := (x_t)_{t \in \mathbb{R}}$ describes the transitions of the physical system by time $t$ evolution running on $\mathbb{R}$, for example the position and velocity of gas particles in a three-dimensional space. And the observable $f$ is just a measurement of some quantity, for instance the temperature.

What I'm trying to understand is, what is the main 'mathematical' advantage and relation of studying operator properties of $\{T_{\varphi_t}(f) \, : \, t \in \mathbb{R}\}$ and why are we interested on studying the spectrum of such a thing?

Best Answer

I do ergodic theory, so I will speak from my experience in that area, using the notation of that area. As such, we tend to look at things through the perspective of a measure. So we suppose that $m$ is a natural measure on your space (normally just Lebesgue) which is non-singular with respect to your dynamical system. I will assume for simplicity that your dynamics have discrete indices, that is, we just iterate a single map $T\colon X \to X$. The non-singularity means that $m(T^{-1} A) =0$ if and only if $m(A)=0$. Note that this is much weaker than invariance. We assume this for technical reasons, although it is reasonable to think that for a natural measure, the transformation doesn't turn sets of measure zero into sets of positive measure.

The Koopman operator $U$ is defined then as an operator acting on $L^\infty(\mu) $, that is, the set of essentially bounded functions. It is defined as composition with $T$, that is, $U(f) = f\circ T$. It seems like we have not achieved anything, but some interesting things happen with this operator. Some dynamical properties of $T$ are translated to spectral properties of $U$. For instance, ergodicity means that the only fixed points of $U$ are the constant functions (see Walters book). You can go further and look at the 'dual' operator $P$ of $U$, acting on $L^1(\mu)$ and defined by the duality relationship

$$ \int_X Uf g dm = \int_X f Pg dm $$

for all $f\in L^\infty$ and $g\in L^1$. Here things get really interesting, as more dynamical properties of $T$ are translated into spectral properties of $P$. For instances, you can construct absolutely continuous invariant measures densities by looking at the fixed points of $P$, you can characterize mixing in terms of the spectrum of $P$ and many other things. There is a lot of spectral theory you can use to gain dynamycal insights using these operators.

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