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The Koopman operator is a linear operator that describes the evolution of scalar observables (i.e., measurement functions of the states) in an infinitedimensional Hilbert space. This operator theoretic point of view lifts the dynamics of a…

Optimization and Control · Mathematics 2021-10-19 Gregory Snyder , Zhuoyuan Song

Nonlinear dynamical systems can be handily described by the associated Koopman operator, whose action evolves every observable of the system forward in time. Learning the Koopman operator and its spectral decomposition from data is enabled…

Machine Learning · Computer Science 2023-11-09 Vladimir Kostic , Karim Lounici , Pietro Novelli , Massimiliano Pontil

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

Understanding nonlinear dynamical systems (NLDSs) is challenging in a variety of engineering and scientific fields. Dynamic mode decomposition (DMD), which is a numerical algorithm for the spectral analysis of Koopman operators, has been…

Machine Learning · Statistics 2022-05-10 Keisuke Fujii , Yoshinobu Kawahara

Residual Dynamic Mode Decomposition (ResDMD) offers a method for accurately computing the spectral properties of Koopman operators. It achieves this by calculating an infinite-dimensional residual from snapshot data, thus overcoming issues…

Dynamical Systems · Mathematics 2024-03-12 Matthew J. Colbrook

System identification based on Koopman operator theory has grown in popularity recently. Spectral properties of the Koopman operator of a system were proven to relate to properties like invariant sets, stability, periodicity, etc. of the…

Optimization and Control · Mathematics 2021-10-27 Nibodh Boddupalli

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

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

Dynamic Mode Decomposition (DMD) and its variants, such as extended DMD (EDMD), are broadly used to fit simple linear models to dynamical systems known from observable data. As DMD methods work well in several situations but perform poorly…

Dynamical Systems · Mathematics 2024-08-06 George Haller , Bálint Kaszás

Koopman spectral analysis has attracted attention for understanding nonlinear dynamical systems by which we can analyze nonlinear dynamics with a linear regime by lifting observations using a nonlinear function. For analysis, we need to…

Machine Learning · Statistics 2020-12-14 Tomoharu Iwata , Yoshinobu Kawahara

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

The Koopman operator provides a principled framework for analyzing nonlinear dynamical systems through linear operator theory. Recent advances in dynamic mode decomposition (DMD) have shown that trajectory data can be used to identify…

Machine Learning · Computer Science 2026-01-21 Minchan Jeong , J. Jon Ryu , Se-Young Yun , Gregory W. Wornell

In this paper we consider the Koopman operator associated with the discrete and the continuous time random dynamical system (RDS). We provide results that characterize the spectrum and the eigenfunctions of the stochastic Koopman operator…

Dynamical Systems · Mathematics 2019-01-17 Nelida Črnjarić-Žic , Senka Maćešić , Igor Mezić

Analyzing the long-term behavior of high-dimensional nonlinear dynamical systems remains a significant challenge. While the Koopman operator framework provides a powerful global linearization tool, current methods for approximating its…

Machine Learning · Computer Science 2025-05-28 Yuanchao Xu , Kaidi Shao , Nikos Logothetis , Zhongwei Shen

Nonlinear dynamical systems with symmetries exhibit a rich variety of behaviors, including complex attractor-basin portraits and enhanced and suppressed bifurcations. Symmetry arguments provide a way to study these collective behaviors and…

Dynamical Systems · Mathematics 2019-10-23 Anastasiya Salova , Jeffrey Emenheiser , Adam Rupe , James P. Crutchfield , Raissa M. D'Souza

Delay embeddings of time series data have emerged as a promising coordinate basis for data-driven estimation of the Koopman operator, which seeks a linear representation for observed nonlinear dynamics. Recent work has demonstrated the…

Computational Physics · Physics 2022-01-14 Daniel Dylewsky , Eurika Kaiser , Steven L. Brunton , J. Nathan Kutz

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,…

The eigenspectrum of the Koopman operator enables the decomposition of nonlinear dynamics into a sum of nonlinear functions of the state space with purely exponential and sinusoidal time dependence. For a limited number of dynamical…

Exactly Solvable and Integrable Systems · Physics 2023-04-19 Jeremy P Parker , Claire Valva

Spectral decomposition of dynamical systems is a popular methodology to investigate the fundamental qualitative and quantitative properties of these systems and their solutions. In this chapter, we consider a class of nonlinear cooperative…

Systems and Control · Computer Science 2019-04-23 Hossein K. Mousavi , Christoforos Somarakis , Qiyu Sun , Nader Motee

The field of dynamical systems is being transformed by the mathematical tools and algorithms emerging from modern computing and data science. First-principles derivations and asymptotic reductions are giving way to data-driven approaches…

Dynamical Systems · Mathematics 2021-11-02 Steven L. Brunton , Marko Budišić , Eurika Kaiser , J. Nathan Kutz