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In this review paper, we will present different data-driven dimension reduction techniques for dynamical systems that are based on transfer operator theory as well as methods to approximate transfer operators and their eigenvalues,…

Dynamical Systems · Mathematics 2019-02-26 Stefan Klus , Feliks Nüske , Péter Koltai , Hao Wu , Ioannis Kevrekidis , Christof Schütte , Frank Noé

We study the problem of parameter estimation for large exchangeable interacting particle systems when a sample of discrete observations from a single particle is known. We propose a novel method based on martingale estimating functions…

Numerical Analysis · Mathematics 2024-01-30 Grigorios A. Pavliotis , Andrea Zanoni

Mean-field stochastic differential equations, also called McKean--Vlasov equations, are the limiting equations of interacting particle systems with fully symmetric interaction potential. Such systems play an important role in a variety of…

Dynamical Systems · Mathematics 2025-09-15 Eirini Ioannou , Stefan Klus , Gonçalo dos Reis

Mean field control provides a robust framework for coordinating large-scale populations with complex interactions and has wide applications across diverse fields. However, the inherent nonlinearity and the presence of unknown system…

Optimization and Control · Mathematics 2024-11-12 Yuhan Zhao , Juntao Chen , Yingdong Lu , Quanyan Zhu

For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…

Probability · Mathematics 2025-11-03 Nicolai Jurek Gerber , Franca Hoffmann , Urbain Vaes

Transfer operators such as the Perron--Frobenius or Koopman operator play an important role in the global analysis of complex dynamical systems. The eigenfunctions of these operators can be used to detect metastable sets, to project the…

Dynamical Systems · Mathematics 2019-12-02 Stefan Klus , Ingmar Schuster , Krikamol Muandet

Mean field approximation is a popular method to study the behaviour of stochastic models composed of a large number of interacting objects. When the objects are asynchronous, the mean field approximation of a population model can be…

Performance · Computer Science 2018-07-24 Nicolas Gast , Diego Latella , Mieke Massink

Transfer and Koopman operator methods offer a framework for representing complex, nonlinear dynamical systems via linear transformations, enabling a deeper understanding of the underlying dynamics. The spectra of these operators provide…

Dynamical Systems · Mathematics 2026-03-25 Gary Froyland , Kevin Kühl

Mean-Field is an efficient way to approximate a posterior distribution in complex graphical models and constitutes the most popular class of Bayesian variational approximation methods. In most applications, the mean field distribution…

Machine Learning · Computer Science 2015-02-23 Pierre Baqué , Jean-Hubert Hours , François Fleuret , Pascal Fua

The transfer matrix and matrix multiplication ansatz, when applied to nonequilibrium steady states in asymmetric exclusion processed and traffic models, has given many exact results for phase diagrams, bulk densities and fluxes, as well as…

Statistical Mechanics · Physics 2007-05-23 L. G. Tilstra , M. H. Ernst

Estimation of parameters is a crucial part of model development. When models are deterministic, one can minimise the fitting error; for stochastic systems one must be more careful. Broadly parameterisation methods for stochastic dynamical…

Statistics Theory · Mathematics 2018-04-12 Asbjørn N. Riseth , Jake P. Taylor-King

A cellular automaton model is presented for random walkers with biologically motivated interactions favoring local alignment and leading to collective motion or swarming behavior. The degree of alignment is controlled by a sensitivity…

Biological Physics · Physics 2009-10-30 H. J. Bussemaker , A. Deutsch , E. Geigant

Dynamical systems can be analyzed via their Frobenius-Perron transfer operator and its estimation from data is an active field of research. Recently entropic transfer operators have been introduced to estimate the operator of deterministic…

Dynamical Systems · Mathematics 2026-01-26 Hancheng Bi , Clément Sarrazin , Bernhard Schmitzer , Thilo D. Stier

We derive an exact equation of motion for the reduced density matrices of individual subsystems of quantum many-body systems of any lattice dimension and arbitrary system size. Our projection operator based theory yields a highly efficient…

Quantum Physics · Physics 2014-06-13 Peter Degenfeld-Schonburg , Michael J. Hartmann

Psychological disorders like major depressive disorder can be seen as complex dynamical systems. By looking at symptom activation patterns, we can investigate the dynamic behaviour of individuals to see whether or not they are at risk for…

Applications · Statistics 2018-07-11 Jolanda J Kossakowski , Marijke CM Gordijn , Harriette Riese , Lourens J Waldorp

Complex eigenspectra of transfer and Koopman operators describe rotational motion in dynamical systems. A particularly relevant situation in applications is when the rotation speed depends on the state-space position of the dynamics. We…

Dynamical Systems · Mathematics 2026-05-08 Matheus M Castro , Gary Froyland

We develop algorithms built around properties of the transfer operator and Koopman operator which 1) test for possible multiscale dynamics in a given dynamical system, 2) estimate the magnitude of the time-scale separation, and finally 3)…

Dynamical Systems · Mathematics 2014-12-24 Gary Froyland , Georg A. Gottwald , Andy Hammerlindl

This paper investigates the use of transformers to approximate the mean-field dynamics of interacting particle systems exhibiting collective behavior. Such systems are fundamental in modeling phenomena across physics, biology, and…

Computational Physics · Physics 2025-05-29 Shiba Biswal , Karthik Elamvazhuthi , Rishi Sonthalia

The statement of the mean field approximation theorem in the mean field theory of Markov processes particularly targets the behaviour of population processes with an unbounded number of agents. However, in most real-world engineering…

Probability · Mathematics 2017-05-11 Mahmoud Talebi , Jan Friso Groote , Jean-Paul Linnartz

We propose a new concept for the regularization and discretization of transfer and Koopman operators in dynamical systems. Our approach is based on the entropically regularized optimal transport between two probability measures. In…

Dynamical Systems · Mathematics 2023-09-14 Oliver Junge , Daniel Matthes , Bernhard Schmitzer
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