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This paper considers a nonlinear dynamical system on a complex, finite dimensional Banach space which has an asymptotically stable, hyperbolic fixed point. We investigate the connection between the so-called principle eigenfunctions of the…

Dynamical Systems · Mathematics 2016-11-07 Ryan Mohr , Igor Mezić

This paper introduces a reduced order modeling technique based on Koopman operator theory that gives confidence bounds on the model's predictions. It is based on a data-driven spectral decomposition of the Koopman operator. The reduced…

Dynamical Systems · Mathematics 2025-03-31 Ryan Mohr , Maria Fonoberova , Igor Mezic

In this work, the problem of learning Koopman operator of a discrete-time autonomous system is considered. The learning problem is formulated as a constrained regularized empirical loss minimization in the infinite-dimensional space of…

Systems and Control · Electrical Eng. & Systems 2022-08-04 Mohammad Khosravi

In this paper, we show how kernel-based models for the Koopman generator -- the gEDMD method -- can be used to identify coarse-grained dynamics on reduced variables, which retain the slowest transition timescales of the original dynamics.…

Computational Physics · Physics 2025-03-26 Vahid Nateghi , Feliks Nüske

Regularized empirical risk minimization using kernels and their corresponding reproducing kernel Hilbert spaces (RKHSs) plays an important role in machine learning. However, the actually used kernel often depends on one or on a few…

Machine Learning · Statistics 2017-09-25 Andreas Christmann , Daohong Xiang , Ding-Xuan Zhou

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

Kernel mean embeddings, a widely used technique in machine learning, map probability distributions to elements of a reproducing kernel Hilbert space (RKHS). For supervised learning problems, where input-output pairs are observed, the…

Machine Learning · Statistics 2024-10-24 Ambrus Tamás , Balázs Csanád Csáji

We propose kernel distributionally robust optimization (Kernel DRO) using insights from the robust optimization theory and functional analysis. Our method uses reproducing kernel Hilbert spaces (RKHS) to construct a wide range of convex…

Optimization and Control · Mathematics 2021-06-28 Jia-Jie Zhu , Wittawat Jitkrittum , Moritz Diehl , Bernhard Schölkopf

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

We study restriction and extension theory for semibounded Hermitian operators in the Hardy space of analytic functions on the disk D. Starting with the operator zd/dz, we show that, for every choice of a closed subset F in T=bd(D) of…

Spectral Theory · Mathematics 2012-05-15 Palle Jorgensen , Steen Pedersen , Feng Tian

Extended Dynamic Mode Decomposition (eDMD) is a powerful tool to generate data-driven surrogate models for the prediction and control of nonlinear dynamical systems in the Koopman framework. In eDMD a compression of the lifted system…

Dynamical Systems · Mathematics 2023-08-01 Pieter van Goor , Robert Mahony , Manuel Schaller , Karl Worthmann

In this paper, we systematically derive a finite set of Koopman based observables to construct a lifted linear state space model that describes the rigid body dynamics based on the dual quaternion representation. In general, the Koopman…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Vrushabh Zinage , Efstathios Bakolas

We examine spectral operator-theoretic properties of linear and nonlinear dynamical systems with globally stable attractors. Using the Kato Decomposition we develop a spectral expansion for general linear autonomous dynamical systems with…

Chaotic Dynamics · Physics 2019-10-21 Igor Mezic

Gas turbine engines are complex and highly nonlinear dynamical systems. Deriving their physics-based models can be challenging because it requires performance characteristics that are not always available, often leading to many simplifying…

Machine Learning · Computer Science 2026-02-11 David Grasev

The reproducing kernel Hilbert space (RKHS) embedding method is a recently introduced estimation approach that seeks to identify the unknown or uncertain function in the governing equations of a nonlinear set of ordinary differential…

Optimization and Control · Mathematics 2020-07-14 Jia Guo , Sai Tej Paruchuri , Andrew J. Kurdila

Modeling dynamical systems with ordinary differential equations implies a mechanistic view of the process underlying the dynamics. However in many cases, this knowledge is not available. To overcome this issue, we introduce a general…

Machine Learning · Computer Science 2014-11-20 Markus Heinonen , Florence d'Alché-Buc

Despite impressive dexterous manipulation capabilities enabled by learning-based approaches, we are yet to witness widespread adoption beyond well-resourced laboratories. This is likely due to practical limitations, such as significant…

Robotics · Computer Science 2023-09-01 Yunhai Han , Mandy Xie , Ye Zhao , Harish Ravichandar

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

In the context of kernel optimization, we prove a result that yields new factorizations and realizations. Our initial context is that of general positive operator-valued kernels. We further present implications for Hilbert space-valued…

Operator Algebras · Mathematics 2024-10-14 Palle E. T. Jorgensen , James Tian

We provide one theorem of spectral equivalence of Koopman operators of an original dynamical system and its reconstructed one through the delay-embedding technique. The theorem is proved for measure-preserving maps (e.g. dynamics on compact…

Dynamical Systems · Mathematics 2017-06-06 Yoshihiko Susuki , Kyoichi Sako , Takashi Hikihara
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