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We propose a machine-learning approach to model long-term out-of-sample dynamics of brain activity from task-dependent fMRI data. Our approach is a three stage one. First, we exploit Diffusion maps (DMs) to discover a set of variables that…

Numerical Analysis · Mathematics 2024-11-05 Ioannis K. Gallos , Daniel Lehmberg , Felix Dietrich , Constantinos Siettos

The Koopman operator is a linear, infinite-dimensional operator that governs the dynamics of system observables; Extended Dynamic Mode Decomposition (EDMD) is a data-driven method for approximating the Koopman operator using functions…

Numerical Analysis · Mathematics 2019-05-21 Anthony M. DeGennaro , Nathan M. Urban

The Koopman Mode Decomposition (KMD) is a data-analysis technique which is often used to extract the spatio-temporal patterns of complex flows. In this paper, we use KMD to study the dynamics of the lid-driven flow in a two-dimensional…

Fluid Dynamics · Physics 2018-01-03 Hassan Arbabi , Igor Mezić

Representing and predicting high-dimensional and spatiotemporally chaotic dynamical systems remains a fundamental challenge in dynamical systems and machine learning. Although data-driven models can achieve accurate short-term forecasts,…

Machine Learning · Computer Science 2026-02-17 Liangyu Su , Jun Shu , Rui Liu , Deyu Meng , Zongben Xu

To infer eigenvalues of the infinite-dimensional Koopman operator, we study the leading eigenvalues of the autocovariance matrix associated with a given observable of a dynamical system. For any observable $f$ for which all the time-delayed…

Optimization and Control · Mathematics 2022-04-06 Yicun Zhen , Bertrand Chapron , Etienne Memin , Lin Peng

The accurate modeling and control of nonlinear dynamical effects are crucial for numerous robotic systems. The Koopman formalism emerges as a valuable tool for linear control design in nonlinear systems within unknown environments. However,…

Systems and Control · Electrical Eng. & Systems 2023-11-07 Daning Huang , Muhammad Bayu Prasetyo , Yin Yu , Junyi Geng

The Koopman operator framework offers a way to represent a nonlinear system as a linear one. The key to this simplification lies in the identification of eigenfunctions. While various data-driven algorithms have been developed for this…

Systems and Control · Electrical Eng. & Systems 2025-09-16 Xinyuan Jiang , Yan Li

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

Dynamic Mode Decomposition (DMD) is a technique to approximate generally non-linear dynamical systems using linear techniques, which are better understood and easier to analyze. Koopman theory extends DMD by transforming the original system…

Optimization and Control · Mathematics 2022-11-15 Sourya Dey

In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…

Dynamical Systems · Mathematics 2025-11-07 Diego Olguín , Axel Osses , Héctor Ramírez

We propose a novel method for forecasting the temporal evolution of probability distributions observed at discrete time points. Extending the Dynamic Probability Density Decomposition (DPDD), we embed distributional dynamics into…

Applications · Statistics 2025-09-03 Ziyue Wang , Yuko Araki

The Koopman operator provides a powerful framework for data-driven analysis of dynamical systems. In the last few years, a wealth of numerical methods providing finite-dimensional approximations of the operator have been proposed (e.g.…

Dynamical Systems · Mathematics 2021-02-16 Marvyn Gulina , Alexandre Mauroy

This paper presents an examination of State Space Models (SSM) and Koopman-based deep learning methods for modelling the dynamics of both linear and non-linear stiff strings. Through experiments with datasets generated under different…

Sound · Computer Science 2024-08-30 Rodrigo Diaz , Carlos De La Vega Martin , Mark Sandler

The Koopman operator provides a powerful framework for representing the dynamics of general nonlinear dynamical systems. Data-driven techniques to learn the Koopman operator typically assume that the chosen function space is closed under…

Machine Learning · Statistics 2025-02-06 Boya Hou , Sina Sanjari , Nathan Dahlin , Alec Koppel , Subhonmesh Bose

Koopman operator theory provides a framework for nonlinear dynamical system analysis and time-series forecasting by mapping dynamics to a space of real-valued measurement functions, enabling a linear operator representation. Despite the…

Machine Learning · Computer Science 2025-06-18 Yitian Zhang , Liheng Ma , Antonios Valkanas , Boris N. Oreshkin , Mark Coates

Koopman operators globally linearize nonlinear dynamical systems and their spectral information is a powerful tool for the analysis and decomposition of nonlinear dynamical systems. However, Koopman operators are infinite-dimensional, and…

Numerical Analysis · Mathematics 2022-09-07 Matthew J. Colbrook

The Koopman operator has recently garnered much attention for its value in dynamical systems analysis and data-driven model discovery. However, its application has been hindered by the computational complexity of extended dynamic mode…

Machine Learning · Computer Science 2017-12-11 Enoch Yeung , Soumya Kundu , Nathan Hodas

Time-dependent structural reliability analysis of nonlinear dynamical systems is non-trivial; subsequently, scope of most of the structural reliability analysis methods is limited to time-independent reliability analysis only. In this work,…

Machine Learning · Statistics 2024-09-21 Navaneeth N. , Souvik Chakraborty

Nonlinear coupled systems are ubiquitous in science and engineering. The analysis and modeling of such systems is challenging due to their high dimensionality and complex interactions among subsystems. In recent years, operator-theoretic…

Machine Learning · Computer Science 2026-05-05 Tatsuya Naoi , Jun Ohkubo

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
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