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Extended dynamic mode decomposition (EDMD) is a data-driven algorithm for approximating spectral data of the Koopman operator associated to a dynamical system, combining a Galerkin method of order N and collocation method of order M.…

Dynamical Systems · Mathematics 2024-04-15 Elliz Akindji , Julia Slipantschuk , Oscar F. Bandtlow , Wolfram Just

We develop a novel EDMD-type algorithm that captures the spectrum of the Koopman operator defined on a reproducing kernel Hilbert space of analytic functions. This method, which we call analytic EDMD, relies on an orthogonal projection on…

Dynamical Systems · Mathematics 2026-01-16 Alexandre Mauroy , Igor Mezic

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

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

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

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

Extended dynamic mode decomposition (EDMD) provides a class of algorithms to identify patterns and effective degrees of freedom in complex dynamical systems. We show that the modes identified by EDMD correspond to those of compact…

Dynamical Systems · Mathematics 2020-02-19 Julia Slipantschuk , Oscar F. Bandtlow , Wolfram Just

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

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

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

The Koopman operator and extended dynamic mode decomposition (EDMD) as a data-driven technique for its approximation have attracted considerable attention as a key tool for modeling, analysis, and control of complex dynamical systems.…

Systems and Control · Electrical Eng. & Systems 2025-11-07 Philipp Schmitz , Lea Bold , Friedrich M. Philipp , Mario Rosenfelder , Peter Eberhard , Henrik Ebel , Karl Worthmann

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

We propose an analytical construction of observable functions in the extended dynamic mode decomposition (EDMD) algorithm. EDMD is a numerical method for approximating the spectral properties of the Koopman operator. The choice of…

Systems and Control · Electrical Eng. & Systems 2021-01-06 Marcos Netto , Yoshihiko Susuki , Venkat Krishnan , Yingchen Zhang

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

Extended Dynamic Mode Decomposition (EDMD) is a data-driven tool for forecasting and model reduction of dynamics, which has been extensively taken up in the physical sciences. While the method is conceptually simple, in deterministic chaos…

Numerical Analysis · Mathematics 2024-10-18 Caroline L. Wormell

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

We establish the convergence of a class of numerical algorithms, known as Dynamic Mode Decomposition (DMD), for computation of the eigenvalues and eigenfunctions of the infinite-dimensional Koopman operator. The algorithms act on data…

Dynamical Systems · Mathematics 2017-11-21 Hassan Arbabi , Igor Mezić

This paper explores the integration of symmetries into the Koopman-operator framework for the analysis and efficient learning of equivariant dynamical systems using a group-convolutional approach. Approximating the Koopman operator by…

Dynamical Systems · Mathematics 2025-05-27 Hans Harder , Feliks Nüske , Friedrich M. Philipp , Manuel Schaller , Karl Worthmann , Sebastian Peitz

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
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