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In this paper we propose a novel approach to compute the Koopman operator from sparse time series data. In recent years there has been considerable interests in operator theoretic methods for data-driven analysis of dynamical systems.…

Dynamical Systems · Mathematics 2019-01-11 Subhrajit Sinha , Enoch Yeung

We analyze the performance of Dynamic Mode Decomposition (DMD)-based approximations of the stochastic Koopman operator for random dynamical systems where either the dynamics or observables are affected by noise. For many DMD algorithms, the…

Dynamical Systems · Mathematics 2022-02-04 Mathias Wanner , Igor Mezić

This paper derives rates of convergence of certain approximations of the Koopman operators that are associated with discrete, deterministic, continuous semiflows on a complete metric space $(X,d_X)$. Approximations are constructed in terms…

Dynamical Systems · Mathematics 2020-04-14 Sai Tej Paruchuri , Jia Guo , Michael Kepler , Tim Ryan , Haoran Wang , Andrew J. Kurdila , Daniel Stilwell

Dynamic mode decomposition (DMD) gives a practical means of extracting dynamic information from data, in the form of spatial modes and their associated frequencies and growth/decay rates. DMD can be considered as a numerical approximation…

Dynamical Systems · Mathematics 2017-10-03 Hao Zhang , Scott T. M. Dawson , Clarence W. Rowley , Eric A. Deem , Louis N. Cattafesta

An outstanding challenge in nonlinear systems theory is identification or learning of a given nonlinear system's Koopman operator directly from data or models. Advances in extended dynamic mode decomposition approaches and machine learning…

Machine Learning · Computer Science 2017-12-11 Charles A. Johnson , Enoch Yeung

We introduce two novel generalizations of the Koopman operator method of nonlinear dynamic modeling. Each of these generalizations leads to greatly improved predictive performance without sacrificing a unique trait of Koopman methods: the…

Systems and Control · Electrical Eng. & Systems 2020-10-15 Span Spanbauer , Ian Hunter

We consider the application of Koopman theory to nonlinear partial differential equations. We demonstrate that the observables chosen for constructing the Koopman operator are critical for enabling an accurate approximation to the nonlinear…

Pattern Formation and Solitons · Physics 2016-07-26 J. Nathan Kutz , Joshua L. Proctor , Steven L. Brunton

We propose an alternating optimization algorithm to the nonconvex Koopman operator learning problem for nonlinear dynamic systems. We show that the proposed algorithm will converge to a critical point with rate $O(1/T)$ and $O(\frac{1}{\log…

Signal Processing · Electrical Eng. & Systems 2020-03-23 Zhiyuan Liu , Guohui Ding , Lijun Chen , Enoch Yeung

Data-driven techniques for analysis, modeling, and control of complex dynamical systems are on the uptake. Koopman theory provides the theoretical foundation for the popular kernel extended dynamic mode decomposition (kEDMD). In this work,…

Optimization and Control · Mathematics 2025-10-20 Lea Bold , Friedrich M. Philipp , Manuel Schaller , Karl Worthmann

Extracting information about dynamical systems from models learned off simulation data has become an increasingly important research topic in the natural and engineering sciences. Modeling the Koopman operator semigroup has played a central…

Dynamical Systems · Mathematics 2022-05-25 Marvin Lücke , Feliks Nüske

PyKoopman is a Python package for the data-driven approximation of the Koopman operator associated with a dynamical system. The Koopman operator is a principled linear embedding of nonlinear dynamics and facilitates the prediction,…

Systems and Control · Electrical Eng. & Systems 2023-06-23 Shaowu Pan , Eurika Kaiser , Brian M. de Silva , J. Nathan Kutz , Steven L. Brunton

Koopman-based modeling and model predictive control have been a promising alternative for optimal control of nonlinear processes. Good Koopman modeling performance significantly depends on an appropriate nonlinear mapping from the original…

Systems and Control · Electrical Eng. & Systems 2024-08-06 Zhaoyang Li , Minghao Han , Dat-Nguyen Vo , Xunyuan Yin

Developing agents that can perform complex control tasks from high-dimensional observations is a core ability of autonomous agents that requires underlying robust task control policies and adapting the underlying visual representations to…

Robotics · Computer Science 2024-09-06 Hemant Kumawat , Biswadeep Chakraborty , Saibal Mukhopadhyay

This paper introduces a method for data-driven control based on the Koopman operator model predictive control. Unlike exiting approaches, the method does not require a dictionary and incorporates a nonlinear input transformation, thereby…

Optimization and Control · Mathematics 2023-09-22 Vít Cibulka , Milan Korda , Tomáš Haniš

Approaches based on Koopman operators have shown great promise in forecasting time series data generated by complex nonlinear dynamical systems (NLDS). Although such approaches are able to capture the latent state representation of a NLDS,…

Machine Learning · Computer Science 2024-10-01 Ashutosh Singh , Ashish Singh , Tales Imbiriba , Deniz Erdogmus , Ricardo Borsoi

We present a parallel data-driven strategy to identify finite-dimensional functional spaces invariant under the Koopman operator associated to an unknown dynamical system. We build on the Symmetric Subspace Decomposition (SSD) algorithm, a…

Systems and Control · Electrical Eng. & Systems 2021-03-30 Masih Haseli , Jorge Cortés

Koopman operator theory provides a global linear representation of nonlinear dynamics and underpins many data-driven methods. In practice, however, finite-dimensional feature spaces induced by a user-chosen dictionary are rarely invariant,…

We study a class of dynamical systems modelled as Markov chains that admit an invariant distribution via the corresponding transfer, or Koopman, operator. While data-driven algorithms to reconstruct such operators are well known, their…

Machine Learning · Computer Science 2022-12-14 Vladimir Kostic , Pietro Novelli , Andreas Maurer , Carlo Ciliberto , Lorenzo Rosasco , Massimiliano Pontil

The prediction of photon echoes is a crucial technique for understanding optical quantum systems. However, it typically requires numerous simulations with varying parameters and input pulses, rendering numerical studies computationally…

Quantum Physics · Physics 2024-09-10 Anna Hunstig , Sebastian Peitz , Hendrik Rose , Torsten Meier

The Koopman operator, as a linear representation of a nonlinear dynamical system, has been attracting attention in many fields of science. Recently, Koopman operator theory has been combined with another concept that is popular in data…

Machine Learning · Computer Science 2026-02-05 Septimus Boshoff , Sebastian Peitz , Stefan Klus