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Numerical approximation methods for the Koopman operator have advanced considerably in the last few years. In particular, data-driven approaches such as dynamic mode decomposition (DMD) and its generalization, the extended-DMD (EDMD), are…

Dynamical Systems · Mathematics 2017-10-25 Qianxiao Li , Felix Dietrich , Erik M. Bollt , Ioannis G. Kevrekidis

The Koopman operator is beneficial for analyzing nonlinear and stochastic dynamics; it is linear but infinite-dimensional, and it governs the evolution of observables. The extended dynamic mode decomposition (EDMD) is one of the famous…

Numerical Analysis · Mathematics 2022-05-18 Jun Ohkubo

Global information about dynamical systems can be extracted by analysing associated infinite-dimensional transfer operators, such as Perron-Frobenius and Koopman operators as well as their infinitesimal generators. In practice, these…

Numerical Analysis · Mathematics 2024-06-21 Liam Llamazares-Elias , Samir Llamazares-Elias , Jonas Latz , Stefan Klus

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

Koopman operators provide tractable means of learning linear approximations of non-linear dynamics. Many approaches have been proposed to find these operators, typically based upon approximations using an a-priori fixed class of models.…

Systems and Control · Electrical Eng. & Systems 2021-02-09 Mario Sznaier

Extended Dynamic Mode Decomposition (EDMD) is a widely-used data-driven approach to learn an approximation of the Koopman operator. Consequently, it provides a powerful tool for data-driven analysis, prediction, and control of nonlinear…

Systems and Control · Electrical Eng. & Systems 2024-08-23 Yang Guo , Manuel Schaller , Karl Worthmann , Stefan Streif

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

Nonlinear phenomena can be analyzed via linear techniques using operator-theoretic approaches. Data-driven method called the extended dynamic mode decomposition (EDMD) and its variants, which approximate the Koopman operator associated with…

Machine Learning · Computer Science 2022-05-18 Hiroaki Terao , Sho Shirasaka , Hideyuki Suzuki

Within this work, we investigate how data-driven numerical approximation methods of the Koopman operator can be used in practical control engineering applications. We refer to the method Extended Dynamic Mode Decomposition (EDMD), which…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Annika Junker , Julia Timmermann , Ansgar Trächtler

The Koopman operator and its data-driven approximations, such as extended dynamic mode decomposition (EDMD), are widely used for analysing, modelling, and controlling nonlinear dynamical systems. However, when the true Koopman…

Dynamical Systems · Mathematics 2026-02-05 Roland Schurig , Pieter van Goor , Karl Worthmann , Rolf Findeisen

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

Studying nonlinear dynamical systems through their state space behavior can be challenging, and one possible alternative is to analyze them via their associated Koopman operator. This turns the nonlinear problem into a linear,…

Dynamical Systems · Mathematics 2026-04-29 Erik Lien Bolager , Boumediene Hamzi , Houman Owhadi , Ioannis G. Kevrekidis , Felix Dietrich

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

In this paper, we provide an algorithm for online computation of Koopman operator in real-time using streaming data. In recent years, there has been an increased interest in data-driven analysis of dynamical systems, with operator theoretic…

Systems and Control · Electrical Eng. & Systems 2019-09-30 Subhrajit Sinha , Sai Pushpak Nandanoori , Enoch Yeung

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

Extended dynamic mode decomposition (EDMD) is a well-established method to generate a data-driven approximation of the Koopman operator for analysis and prediction of nonlinear dynamical systems. Recently, kernel EDMD (kEDMD) has gained…

Dynamical Systems · Mathematics 2024-07-08 Frederik Köhne , Friedrich M. Philipp , Manuel Schaller , Anton Schiela , Karl Worthmann

Koopman operator theory shows how nonlinear dynamical systems can be represented as an infinite-dimensional, linear operator acting on a Hilbert space of observables of the system. However, determining the relevant modes and eigenvalues of…

Machine Learning · Computer Science 2022-04-06 Daniel J. Alford-Lago , Christopher W. Curtis , Alexander T. Ihler , Opal Issan

Approximating the Koopman operator from data is numerically challenging when many lifting functions are considered. Even low-dimensional systems can yield unstable or ill-conditioned results in a high-dimensional lifted space. In this…

Systems and Control · Electrical Eng. & Systems 2023-03-21 Steven Dahdah , James Richard Forbes

The framework of Koopman operator theory is discussed along with its connections to Dynamic Mode Decomposition (DMD) and (Kernel) Extended Dynamic Mode Decomposition (EDMD). This paper provides a succinct overview with consistent notation.…

Numerical Analysis · Mathematics 2024-10-07 Christophe Patyn , Geert Deconinck

Extended Dynamic Mode Decomposition (EDMD) is an algorithm that approximates the action of the Koopman operator on an $N$-dimensional subspace of the space of observables by sampling at $M$ points in the state space. Assuming that the…

Optimization and Control · Mathematics 2018-03-26 Milan Korda , Igor Mezić
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