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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 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

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

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

Extended Dynamic Mode Decomposition (EDMD) is a popular data-driven method to approximate the action of the Koopman operator on a linear function space spanned by a dictionary of functions. The accuracy of EDMD model critically depends on…

Systems and Control · Electrical Eng. & Systems 2022-11-08 Masih Haseli , Jorge Cortés

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) is a popular data-driven method to approximate the Koopman operator for deterministic and stochastic (control) systems. This operator is linear and encompasses full information on the (expected…

Dynamical Systems · Mathematics 2023-12-19 Friedrich Philipp , Manuel Schaller , Karl Worthmann , Sebastian Peitz , Feliks Nüske

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 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

We show that spectral data of the Koopman operator arising from an analytic expanding circle map $\tau$ can be effectively calculated using an EDMD-type algorithm combining a collocation method of order m with a Galerkin method of order n.…

Dynamical Systems · Mathematics 2023-08-04 Oscar F. Bandtlow , Wolfram Just , Julia Slipantschuk

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

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

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

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

Dynamic Mode Decomposition (DMD) is a popular data-driven analysis technique used to decompose complex, nonlinear systems into a set of modes, revealing underlying patterns and dynamics through spectral analysis. This review presents a…

Dynamical Systems · Mathematics 2023-12-22 Matthew J. Colbrook

Dynamic Mode Decomposition (DMD) is a technique to approximate generally non-linear dynamical systems using linear techniques, which are better understood and easier to analyze. Koopman theory extends DMD by transforming the original system…

Optimization and Control · Mathematics 2022-11-15 Sourya Dey

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

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

Dynamic mode decomposition (DMD) is a data-driven technique used for capturing the dynamics of complex systems. DMD has been connected to spectral analysis of the Koopman operator, and essentially extracts spatial-temporal modes of the…

Optimization and Control · Mathematics 2017-09-12 Byron Heersink , Michael A. Warren , Heiko Hoffmann
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