TransferOperator - crowlogic/arb4j GitHub Wiki

The transfer operator, also known as the Perron-Frobenius operator or Ruelle-Perron-Frobenius (RPF) operator, is a mathematical concept used in the study of dynamical systems and ergodic theory. Like the Koopman operator, the transfer operator provides a way to analyze the properties of dynamical systems, particularly those with a probabilistic or statistical nature.

The transfer operator acts on a space of probability densities or measures defined on the state space of a dynamical system. Its primary purpose is to describe how these densities evolve under the dynamics of the system.

Consider a discrete-time dynamical system with a state space $X$ and a map $F: X -> X$ that describes the evolution of the system:

$$x(n+1) = F(x(n))$$

Suppose we have a probability density function (PDF) ρ(x) defined on the state space X. The transfer operator, denoted as P, transforms ρ into a new PDF ρ'(x) that describes the probability distribution after one iteration of the dynamics F:

$$ρ'(x) = (Pρ)(x)$$

In other words, the transfer operator describes how the probability distribution of the state space evolves as the system iterates under the map F. The operator is particularly useful for understanding the statistical properties of dynamical systems, such as invariant measures, ergodicity, and mixing.

The transfer operator and the Koopman operator are closely related and often used together in the study of dynamical systems. While the Koopman operator acts on observables or functions defined on the state space and is linear, the transfer operator acts on probability measures and is typically nonlinear. Both operators provide complementary perspectives on the same underlying dynamical system, and their interplay can lead to deep insights into the system's properties and behavior.