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Related papers: Data-driven approximation of Koopman operators and…

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Information about the behavior of dynamical systems can often be obtained by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with a dynamical system. Examples of such operators are the…

Dynamical Systems · Mathematics 2016-10-21 Stefan Klus , Péter Koltai , Christof Schütte

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 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

We rigorously derive novel error bounds for extended dynamic mode decomposition (EDMD) to approximate the Koopman operator for discrete- and continuous time (stochastic) systems; both for i.i.d. and ergodic sampling under non-restrictive…

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

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

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

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

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

In this paper, we provide a new algorithm for the finite dimensional approximation of the linear transfer Koopman and Perron-Frobenius operator from time series data. We argue that existing approach for the finite dimensional approximation…

Dynamical Systems · Mathematics 2017-09-27 Bowen Huang , Umesh Vaidya

The global behavior of dynamical systems can be studied by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with the system. Two important operators which are frequently used to gain insight into the…

Numerical Analysis · Mathematics 2017-01-23 Stefan Klus , Christof Schütte

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

The Koopman and Perron Frobenius transport operators are fundamentally changing how we approach dynamical systems, providing linear representations for even strongly nonlinear dynamics. Although there is tremendous potential benefit of such…

Dynamical Systems · Mathematics 2019-02-28 Eurika Kaiser , J. Nathan Kutz , Steven L. Brunton

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 well-established method to generate a data-driven approximation of the Koopman operator for analysis and prediction of nonlinear dynamical systems. Recently, kernel EDMD (kEDMD) has gained…

Dynamical Systems · Mathematics 2024-07-08 Frederik Köhne , Friedrich M. Philipp , Manuel Schaller , Anton Schiela , Karl Worthmann

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

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 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

Controlling nonlinear dynamical systems remains a central challenge in a wide range of applications, particularly when accurate first-principle models are unavailable. Data-driven approaches offer a promising alternative by designing…

Systems and Control · Electrical Eng. & Systems 2025-12-23 Robin Strässer , Karl Worthmann , Igor Mezić , Julian Berberich , Manuel Schaller , Frank Allgöwer

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
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