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Analysis of Large-Scale

Interconnected Dynamical Systems

Igor Mezić
Department of Mechanical Engineering,
University of California, Santa Barbara
Introduction
Internet

Systems biology

Power grid
Biomolecules
Introduction

Issues:
-Complex node topology
-(Nonlinear) Dynamics at nodes
-Extremely large number of degrees of freedom
-Uncertainty in parameters describing dynamics
-Stochastic effects
-Mixture of discrete and continuous dynamics

This talk:
-Coupled oscillator models with switching dynamics
-An operator theoretic framework.
-Geometric concepts; visualization of invariant sets.
-Elements of graph theoretic analysis.
-A systems biology model.
-BUT OF COURSE, turbulence!
A coupled oscillator system
I.M. PNAS (2006)

Torsional spring Morse


potential

Immobilized strand
Englander et al (1980)
Peyrard, Bishop and collaborators.

G. Gilmore, UCSB (2009) Inverse cascade: small scale large scale


No scale separation…

200 DOF

Cf. Goedde et al. PRL (1992)

P. DuToit, I.M., J. Marsden Physica D (2009)


Harmonic field approximation

Let

In normal mode coordinates:

Define

Harmonic field approximation


Cf. mean field approximation

There is
no separation of scales.
Yet, there is reduced order
representation!
P. DuToit, I.M., J. Marsden Physica D (2009)
Operator theory: history and setup

Observables on phase space M

Koopman operator:

B.O. Koopman “Hamiltonian Systems and Transformations in Hilbert Space”, PNAS (1931)

Vector field case:


Operator theory: history and setup

B.O. Koopman and J. von Neumann “Dynamical Systems of Continuous Spectra”, PNAS (1932)

Methods based on analysis of the Perron-Frobenius operator:

Lasota and Mackey, “Chaos, fractals, and noise: stochastic aspects of dynamics”,
David Ruelle, Lai-Sang Young, , Vivian Baladi,
Michael Dellnitz, Oliver Junge, Erik Bollt, Gary Froyland…
Koopman and Von Neumann on chaos

B.O. Koopman and J. von Neumann “Dynamical Systems of Continuous Spectra”, PNAS (1932)
Operator theory and harmonic analysis

Of importance in study of design of search algoritms


(c.f. G. Mathew work, Mon AM)
And characterizing ergodicity in ocean flows
(c.f. S. Scott talk, Monday)

Cf. M. Dellnitz, O. Junge,, SIAM J. Numer. Anal.) (1999).


Ergodic partition
Rokhlin( 1940;s), Oxtoby, Ulam, Yosida, Mane,

I.M. and A. Banaszuk, Physica D (2004)


Statistical Takens Theorem:
Invariant sets by Koopman eigenfunctions

Quotient space embedding, R2

Trajectories of the Standard Map.

Z. Levnajic and I.M., ArXiv (2009)


Invariant sets by Koopman eigenfunctions

Quotient space embedding, R3

-Use spectral technique of Belkin,


Lafon, Coifman and collaborators,
-Replace Euclidean distance (L^2 norm)
with a negative Sobolev space-type modification:

Cf. M. Budisic talk, CP31 Thu 3-4


A Power Grid Model

Y. Susuki, T. Hikihara (Kyoto)


And I.M. (2009) Cf. Susuki Thu 8:45 MS113
A Realistic Power Grid Model

NE Power grid model: 10 generators


Y. Susuki, T. Hikihara (Kyoto)
And I.M. (2009)

Cf. Y. Susuki talk, MS 113 Thu 8:45


Intro to graph-theoretic techniques

z y

z y

Graph indicates no chaos


Horizontal-Vertical Decomposition
I.M., Proc.
CDC(2004)

Skew-product structure

Cf. E. Shea-Brown an L.-S. Young


on reliability in neural networks (ArXiv2007)

Cf. Alice Hubenko talk Wed 5:15 MS 104


Propagation of uncertainty

z y

2
3

SODE’s:Feynman-Kac Asymptotically: Lyapunov exponents


A Systems Biology Model

T. Lipniacki, P. Paszek, A. R. Brasier, B. Luxon, M. Kimmel, Biophys. J. 228, 195 (2004).


A. Hoffmann, A. Levchenko, M. L. Scott, D. Baltimore, Science 298, 1241 (2002).

Output, execution
Trim the network,
preserve dynamics!

(node 4 and
several connections pruned,
H-V decomposition with no loss of performance)
Feedback loops

Forward, production unit


Yueheng Lan and IM (2009)
Input, initiator

Additional functional
requirements

Level of output
Minimal functional units:
For MFU
sensitive edges (leading to lack of production)
easily identifiable Level of output
with feedback loops

Cf. Yueheng Lan talk Thu 8:15 MS 113


Alice Hubenko talk Wed 5:15 MS 104
Dynamical graph decomposition

B. Eisenhower and I.M. (2009)

Jacobian: H-V decomposition!!!

Collective coordinates: actions

Cf B. Eisenhower talk, Tue 5:15 CP 13.


Laplace transform and transient modes

Spectral decomposition
of a fully nonlinear system
uses spectrum of U=PT.

06/19/09 21
I.M., Nonl.Dyn (2005)

Koopman modes
•C. Rowley (Princeton):
Arnoldi iteration reveals
Koopman modes!

C.W. Rowley, I. Mezic, S. Bagheri, P. Schlatter, and D.S. Henningson (just submitted )
Acknowledgments

Students: Collaborators: Sponsors:

Marko Budisic S. Bagheri (KTH)


Bryan Eisenhower Andrzej Banaszuk (UTRC)
George Gilmore Takashi Hikihara (Kyoto)
Ryan Mohr D.S. Henningson (KTH)
Blane Rhoads Jerry Marsden (Caltech)
Gunjan Thakur Clancy Rowley (Princeton)
P. Schlatter (KTH)
Postdocs: Phillip du Toit (Caltech)

Alice Hubenko
Symeon Grivopoulos
Sophie Loire
Maud-Alix Mader
George Mathew

Visiting Professors:

Yoshihiko Susuki (Kyoto)


Yueheng Lan (Tsinghua)
Conclusions
I. Mezic and A. Banaszuk, "Comparison of systems with complex behavior". Physica D (2004).
I. Mezic, “Coupled Nonlinear Dynamical Systems:Asymptotic Behavior and Uncertainty
Propagation,” Proc. CDC (2004).
I. Mezic, "Spectral properties of dynamical systems, model reduction and decompositions".
Nonlinear Dynamics (2005).
• Structure of inertial network equations with weak local and strong
I. Mezic, "On the dynamics of molecular conformation ". Proceedings of the National Academy
coupling
of Sciences terms
of the USA, lead to switching between global equilibria.
(2006).
• Koopman operator formalism enables study of invariant partitions (fixed,
periodic, quasiperiodic) despite the large interconnected and nonsmooth
nature of the systems.
• The same (spectral formalism enables extraction of quasiperiodic, stable
and unstable modes for large systems. This is a dynamically consistent
(as opposed to energy-based, POD) decomposition.
• Graph theoretic methods for decomposition and uncertainty propagation
are coupled to operator formalism.
• Much more work is needed on the operator theoretic/
geometric/probabilistic front.

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