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In this paper we consider the Koopman operator associated with the discrete and the continuous time random dynamical system (RDS). We provide results that characterize the spectrum and the eigenfunctions of the stochastic Koopman operator…

Dynamical Systems · Mathematics 2019-01-17 Nelida Črnjarić-Žic , Senka Maćešić , Igor Mezić

Koopman operator theory has served as the basis to extract dynamics for nonlinear system modeling and control across settings, including non-holonomic mobile robot control. There is a growing interest in research to derive robustness…

Robotics · Computer Science 2021-04-13 Lu Shi , Konstantinos Karydis

Dynamic mode decomposition (DMD) is a leading tool for equation-free analysis of high-dimensional dynamical systems from observations. In this work, we focus on a combination of delay-coordinates embedding and DMD, i.e., delay-coordinates…

Dynamical Systems · Mathematics 2022-12-21 Emil Bronstein , Aviad Wiegner , Doron Shilo , Ronen Talmon

Dynamic Mode Decomposition (DMD) is a data-driven modeling tool that generates a model from spatio-temporal data. The data needs to be as clean as possible for DMD to come up with a faithful model. We review a few data-filtering methods to…

Optimization and Control · Mathematics 2021-03-04 Moajjem H. Chowdhury , Nazmul Islam Shuzan , Mohammad N. Murshed , Sanwar Alam , M. Monir Uddin , Zarin Subah

Dynamic Mode Decomposition (DMD) is a data-driven and model-free decomposition technique. It is suitable for revealing spatio-temporal features of both numerically and experimentally acquired data. Conceptually, DMD performs a…

Fluid Dynamics · Physics 2020-12-18 Tim Krake , Stefan Reinhardt , Marcel Hlawatsch , Bernhard Eberhardt , Daniel Weiskopf

Dynamic mode decomposition (DMD) is a recently developed tool for the analysis of the behavior of complex dynamical systems. In this paper, we will propose an extension of DMD that exploits low-rank tensor decompositions of potentially…

Numerical Analysis · Mathematics 2019-08-14 Stefan Klus , Patrick Gelß , Sebastian Peitz , Christof Schütte

Extended dynamic mode decomposition (EDMD) is a data-driven algorithm for approximating spectral data of the Koopman operator associated to a dynamical system, combining a Galerkin method of order N and collocation method of order M.…

Dynamical Systems · Mathematics 2024-04-15 Elliz Akindji , Julia Slipantschuk , Oscar F. Bandtlow , Wolfram Just

The Dynamic-Mode Decomposition (DMD) is a well established data-driven method of finding temporally evolving linear-mode decompositions of nonlinear time series. Traditionally, this method presumes that all relevant dimensions are sampled…

Dynamical Systems · Mathematics 2021-01-13 Christopher W. Curtis , Daniel Jay Alford-Lago

Dynamical systems are ubiquitous and are often modeled using a non-linear system of governing equations. Numerical solution procedures for many dynamical systems have existed for several decades, but can be slow due to high-dimensional…

Machine Learning · Computer Science 2021-09-14 Kaushik Balakrishnan , Devesh Upadhyay

The DMD (Dynamic Mode Decomposition) method has attracted widespread attention as a representative modal-decomposition method and can build a predictive model. However, the DMD may give predicted results that deviate from physical reality…

Computational Physics · Physics 2023-11-29 Yuhui Yin , Chenhui Kou , Shengkun Jia , Lu Lu , Xigang Yuan , Yiqing Luo

The scientific computation methods development in conjunction with artificial intelligence technologies remains a hot research topic. Finding a balance between lightweight and accurate computations is a solid foundation for this direction.…

Machine Learning · Computer Science 2025-07-03 Nikita Sakovich , Dmitry Aksenov , Ekaterina Pleshakova , Sergey Gataullin

This work continues the parametric investigation on the sampling nuances of the Dynamic Mode Decomposition (DMD) under the Koopman analysis. Through turbulent wakes, the investigation corroborated the generality of the universal convergence…

We propose an analytical construction of observable functions in the extended dynamic mode decomposition (EDMD) algorithm. EDMD is a numerical method for approximating the spectral properties of the Koopman operator. The choice of…

Systems and Control · Electrical Eng. & Systems 2021-01-06 Marcos Netto , Yoshihiko Susuki , Venkat Krishnan , Yingchen Zhang

Extended dynamic mode decomposition (EDMD) is a powerful tool to construct linear predictors of nonlinear dynamical systems by approximating the action of the Koopman operator on a subspace spanned by finitely many observable functions.…

Dynamical Systems · Mathematics 2025-11-11 Roland Schurig , Pieter van Goor , Karl Worthmann , Rolf Findeisen

Data-driven approximations of the Koopman operator are promising for predicting the time evolution of systems characterized by complex dynamics. Among these methods, the approach known as extended dynamic mode decomposition with dictionary…

Machine Learning · Computer Science 2024-03-19 C. Ricardo Constante-Amores , Alec J. Linot , Michael D. Graham

We introduce the use of harmonic analysis to decompose the state space of symmetric robotic systems into orthogonal isotypic subspaces. These are lower-dimensional spaces that capture distinct, symmetric, and synergistic motions. For linear…

This paper introduces a fast algorithm for randomized computation of a low-rank Dynamic Mode Decomposition (DMD) of a matrix. Here we consider this matrix to represent the development of a spatial grid through time e.g. data from a static…

Computer Vision and Pattern Recognition · Computer Science 2016-04-12 N. Benjamin Erichson , Carl Donovan

We introduce the optimized dynamic mode decomposition algorithm for constructing an adaptive and computationally efficient reduced order model and forecasting tool for global atmospheric chemistry dynamics. By exploiting a low-dimensional…

Machine Learning · Computer Science 2024-04-22 Meghana Velegar , Christoph Keller , J. Nathan Kutz

This paper describes a method for learning low-dimensional approximations of nonlinear dynamical systems, based on neural-network approximations of the underlying Koopman operator. Extended Dynamic Mode Decomposition (EDMD) provides a…

Dynamical Systems · Mathematics 2019-01-17 Samuel E. Otto , Clarence W. Rowley

The dynamic mode decomposition (DMD) is a broadly applicable dimensionality reduction algorithm that approximates a matrix containing time-series data by the outer product of a matrix of exponentials, representing Fourier-like time…

Optimization and Control · Mathematics 2017-12-07 Travis Askham , Peng Zheng , Aleksandr Aravkin , J. Nathan Kutz
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