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Koopman analysis provides a general framework from which to analyze a nonlinear dynamical system in terms of a linear operator acting on an infinite-dimensional observable space. This theoretical framework provides a rigorous underpinning…

Dynamical Systems · Mathematics 2022-10-11 Dan Wilson

Dynamic Mode Decomposition (DMD) and its extensions (EDMD) have been at the forefront of data-based approaches to Koopman operators. Most (E)DMD algorithms assume that the entire state is sampled at a uniform sampling rate. In this paper,…

Systems and Control · Electrical Eng. & Systems 2024-04-11 Ramachandran Anantharaman , Alexandre Mauroy

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

We derive a data-driven method for the approximation of the Koopman generator called gEDMD, which can be regarded as a straightforward extension of EDMD (extended dynamic mode decomposition). This approach is applicable to deterministic and…

Dynamical Systems · Mathematics 2020-03-18 Stefan Klus , Feliks Nüske , Sebastian Peitz , Jan-Hendrik Niemann , Cecilia Clementi , Christof Schütte

The Koopman operator is a mathematical tool that allows for a linear description of non-linear systems, but working in infinite dimensional spaces. Dynamic Mode Decomposition and Extended Dynamic Mode Decomposition are amongst the most…

Machine Learning · Computer Science 2021-03-26 Francesco Zanini , Alessandro Chiuso

This paper introduces a new theoretical and computational framework for a data driven Koopman mode analysis of nonlinear dynamics. To alleviate the potential problem of ill-conditioned eigenvectors in the existing implementations of the…

Numerical Analysis · Mathematics 2024-09-17 Zlatko Drmač , Igor Mezić

This paper presents a data-driven method for constructing a Koopman linear model based on the Direct Encoding (DE) formula. The prevailing methods, Dynamic Mode Decomposition (DMD) and its extensions are based on least squares estimates…

Machine Learning · Computer Science 2023-01-18 Jerry Ng , Haruhiko Harry Asada

This paper tackles the data-driven approximation of unknown dynamical systems using Koopman-operator methods. Given a dictionary of functions, these methods approximate the projection of the action of the operator on the finite-dimensional…

Systems and Control · Electrical Eng. & Systems 2023-02-28 Masih Haseli , Jorge Cortés

We apply Dynamic Mode Decomposition (DMD) to Elementary Cellular Automata (ECA). Three types of DMD methods are considered and the reproducibility of the system dynamics and Koopman eigenvalues from observed time series are investigated.…

Cellular Automata and Lattice Gases · Physics 2023-12-05 Keisuke Taga , Yuzuru Kato , Yoshihiro Yamazaki , Yoshinobu Kawahara , Hiroya Nakao

We present an approach to construct approximate Koopman-type decompositions for dynamical systems depending on static or time-varying parameters. Our method simultaneously constructs an invariant subspace and a parametric family of…

Optimization and Control · Mathematics 2024-11-12 Yue Guo , Milan Korda , Ioannis G. Kevrekidis , Qianxiao Li

While the acquisition of time series has become more straightforward, developing dynamical models from time series is still a challenging and evolving problem domain. Within the last several years, to address this problem, there has been a…

Machine Learning · Computer Science 2023-07-19 Christopher W. Curtis , D. Jay Alford-Lago , Erik Bollt , Andrew Tuma

This paper presents a Koopman lifting linearization method that is applicable to nonlinear dynamical systems having both stable and unstable regions. It is known that DMD and other standard data-driven methods face a fundamental difficulty…

Machine Learning · Computer Science 2023-01-18 Jerry Ng , H. Harry Asada

Dynamic Mode Decomposition (DMD) is a data-driven technique to identify a low dimensional linear time invariant dynamics underlying high-dimensional data. For systems in which such underlying low-dimensional dynamics is time-varying, a…

Signal Processing · Electrical Eng. & Systems 2020-04-09 Mustaffa Alfatlawi , Vaibhav Srivastava

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

Spectral decomposition of the Koopman operator is attracting attention as a tool for the analysis of nonlinear dynamical systems. Dynamic mode decomposition is a popular numerical algorithm for Koopman spectral analysis; however, we often…

Machine Learning · Computer Science 2018-01-31 Naoya Takeishi , Yoshinobu Kawahara , Takehisa Yairi

This paper proposes Koopman operator theory and the related algorithm dynamical mode decomposition (DMD) for analysis and control of signalized traffic flow networks. DMD provides a model-free approach for representing complex oscillatory…

Dynamical Systems · Mathematics 2019-03-01 Esther Ling , Liyuan Zheng , Lillian J. Ratliff , Samuel Coogan

The emergence of Dynamic Mode Decomposition (DMD) as a practical way to attempt a Koopman mode decomposition of a nonlinear PDE presents exciting prospects for identifying invariant sets and slowly decaying transient structures buried in…

Fluid Dynamics · Physics 2018-08-01 Jacob Page , Rich R. Kerswell

A new dynamic mode decomposition (DMD) method is introduced for simultaneous online system identification and denoising in conjunction with the adoption of an extended Kalman filter algorithm\color{black}. The present paper explains the…

Fluid Dynamics · Physics 2019-03-06 Taku Nonomura , Hisaichi Shibata , Ryoji Takaki

With the advancement of sensing and communication in power networks, high-frequency real-time data from a power network can be used as a resource to develop better monitoring capabilities. In this work, a systematic approach based on…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Subhrajit Sinha , Sai Pushpak Nandanoori , Enoch Yeung

We study the convergence of Hermitian Dynamic Mode Decomposition (DMD) to the spectral properties of self-adjoint Koopman operators. Hermitian DMD is a data-driven method that approximates the Koopman operator associated with an unknown…

Numerical Analysis · Mathematics 2024-10-08 Nicolas Boullé , Matthew J. Colbrook
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