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In this paper, a data-driven nonparametric approach is presented for forecasting the probability density evolution of stochastic dynamical systems. The method is based on stochastic Koopman operator and extended dynamic mode decomposition…

Numerical Analysis · Mathematics 2022-10-12 Meng Zhao , Lijian Jiang

We apply Dynamic Mode Decomposition (DMD) to Elementary Cellular Automata (ECA). Three types of DMD methods are considered and the reproducibility of the system dynamics and Koopman eigenvalues from observed time series are investigated.…

Cellular Automata and Lattice Gases · Physics 2023-12-05 Keisuke Taga , Yuzuru Kato , Yoshihiro Yamazaki , Yoshinobu Kawahara , Hiroya Nakao

This paper develops a parametric Koopman operator framework for Stochastic Model Predictive Control (SMPC), where the Koopman operator is parametrized by Polynomial Chaos Expansions (PCEs). The model is learned from data using the Extended…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Efstathios Iliakis , Wallace Gian Yion Tan , Liang Wu , Jan Drgona , Richard D. Braatz

We consider Koopman operator theory in the context of nonlinear infinite-dimensional systems, where the operator is defined over a space of bounded continuous functionals. The properties of the Koopman semigroup are described and a…

Analysis of PDEs · Mathematics 2021-10-07 Alexandre Mauroy

Dynamic mode decomposition (DMD) is an emerging methodology that has recently attracted computational scientists working on nonintrusive reduced order modeling. One of the major strengths that DMD possesses is having ground theoretical…

Numerical Analysis · Mathematics 2022-01-12 Shady E. Ahmed , Omer San , Diana A. Bistrian , Ionel M. Navon

We develop a framework for dimension reduction, mode decomposition, and nonparametric forecasting of data generated by ergodic dynamical systems. This framework is based on a representation of the Koopman and Perron-Frobenius groups of…

Dynamical Systems · Mathematics 2017-09-04 Dimitrios Giannakis

Dynamic Mode Decomposition (DMD) has become synonymous with the Koopman operator, where continuous time dynamics are examined through a discrete time proxy determined by a fixed timestep using Koopman (i.e. composition) operators. Using the…

Dynamical Systems · Mathematics 2021-06-01 Joel A. Rosenfeld , Rushikesh Kamalapurkar , L. Forest Gruss , Taylor T. Johnson

We study numerical approaches to computation of spectral properties of composition operators. We provide a characterization of Koopman Modes in Banach spaces using Generalized Laplace Analysis. We cast the Dynamic Mode-Decomposition type…

Dynamical Systems · Mathematics 2020-09-15 Igor Mezic

Koopman operator provides a general linear description of nonlinear systems, whose estimation from data (via extended dynamic mode decomposition) has been extensively studied. However, the elusiveness between the Koopman spectrum and the…

Systems and Control · Electrical Eng. & Systems 2026-03-03 Wentao Tang , Xiuzhen Ye

Finding an embedding space for a linear approximation of a nonlinear dynamical system enables efficient system identification and control synthesis. The Koopman operator theory lays the foundation for identifying the nonlinear-to-linear…

Machine Learning · Computer Science 2020-04-28 Yunzhu Li , Hao He , Jiajun Wu , Dina Katabi , Antonio Torralba

Data-driven transformations that reformulate nonlinear systems in a linear framework have the potential to enable the prediction, estimation, and control of strongly nonlinear dynamics using linear systems theory. The Koopman operator has…

Optimization and Control · Mathematics 2021-02-11 Eurika Kaiser , J. Nathan Kutz , Steven L. Brunton

This paper presents a novel Koopman composition operator representation framework for control systems in reproducing kernel Hilbert spaces (RKHSs) that is free of explicit dictionary or input parametrizations. By establishing fundamental…

Systems and Control · Electrical Eng. & Systems 2025-09-03 Petar Bevanda , Bas Driessen , Lucian Cristian Iacob , Stefan Sosnowski , Roland Tóth , Sandra Hirche

Providing efficient and accurate parametrizations for model reduction is a key goal in many areas of science and technology. Here we present a strong link between data-driven and theoretical approaches to achieving this goal. Formal…

Chaotic Dynamics · Physics 2021-06-02 Manuel Santos Gutiérrez , Valerio Lucarini , Mickaël D. Chekroun , Michael Ghil

A new dynamic mode decomposition (DMD) method is introduced for simultaneous online system identification and denoising in conjunction with the adoption of an extended Kalman filter algorithm\color{black}. The present paper explains the…

Fluid Dynamics · Physics 2019-03-06 Taku Nonomura , Hisaichi Shibata , Ryoji Takaki

The Koopman operator provides an infinite-dimensional linear description of nonlinear dynamical systems that can be leveraged in the context of stability analysis. In particular, Lyapunov functions can be obtained in a systematic way via…

Dynamical Systems · Mathematics 2026-04-01 François-Grégoire Bierwart , Alexandre Mauroy

Any autonomous nonlinear dynamical system can be viewed as a superposition of infinitely many linear processes, through the so-called Koopman mode decomposition. Its data-driven approximation- Dynamic Mode Decomposition (DMD)- has been…

Dynamical Systems · Mathematics 2025-03-11 Gowtham S Seenivasaharagavan , Milan Korda , Hassan Arbabi , Igor Mezić

The problem of data-driven identification of coherent observables of measure-preserving, ergodic dynamical systems is studied using kernel integral operator techniques. An approach is proposed whereby complex-valued observables with…

Dynamical Systems · Mathematics 2020-10-28 Dimitrios Giannakis

Koopman spectral analysis has attracted attention for understanding nonlinear dynamical systems by which we can analyze nonlinear dynamics with a linear regime by lifting observations using a nonlinear function. For analysis, we need to…

Machine Learning · Statistics 2020-12-14 Tomoharu Iwata , Yoshinobu Kawahara

The Koopman operator approach provides a powerful linear description of nonlinear dynamical systems in terms of the evolution of observables. While the operator is typically infinite-dimensional, it is crucial to develop finite-dimensional…

Dynamical Systems · Mathematics 2025-03-03 Rishikesh Yadav , Alexandre Mauroy

In this paper, we propose a novel data-driven approach for learning and control of quadrotor UAVs based on the Koopman operator and extended dynamic mode decomposition (EDMD). Building observables for EDMD based on conventional methods like…

Robotics · Computer Science 2024-01-12 Sriram S. K. S. Narayanan , Duvan Tellez-Castro , Sarang Sutavani , Umesh Vaidya