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The Koopman operator has recently garnered much attention for its value in dynamical systems analysis and data-driven model discovery. However, its application has been hindered by the computational complexity of extended dynamic mode…

Machine Learning · Computer Science 2017-12-11 Enoch Yeung , Soumya Kundu , Nathan Hodas

Approximating the Koopman operator from data is numerically challenging when many lifting functions are considered. Even low-dimensional systems can yield unstable or ill-conditioned results in a high-dimensional lifted space. In this…

Systems and Control · Electrical Eng. & Systems 2023-03-21 Steven Dahdah , James Richard Forbes

In Koopman operator theory, a finite-dimensional nonlinear system is transformed into an infinite but linear system using a set of observable functions. However, manually selecting observable functions that span the invariant subspace of…

Numerical Analysis · Mathematics 2024-02-02 Yuhuang Meng , Jianguo Huang , Yue Qiu

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

Koopman operators provide a linear framework for data-driven analyses of nonlinear dynamical systems, but their infinite-dimensional nature presents major computational challenges. In this article, we offer an introductory guide to Koopman…

Numerical Analysis · Mathematics 2025-10-28 Matthew J. Colbrook , Zlatko Drmač , Andrew Horning

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

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

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

Koopman autoencoders are a prevalent architecture in operator learning. But, the loss functions and the form of the operator vary significantly in the literature. This paper presents a fair and systemic study of these options. Furthermore,…

Machine Learning · Computer Science 2024-12-09 Dustin Enyeart , Guang Lin

We prove $L^\infty$-error bounds for kernel extended dynamic mode decomposition (kEDMD) approximants of the Koopman operator for stochastic dynamical systems. To this end, we establish Koopman invariance of suitably chosen reproducing…

Dynamical Systems · Mathematics 2026-04-20 Maximiliano Hertel , Friedrich M. Philipp , Manuel Schaller , Karl Worthmann

We consider the application of Koopman theory to nonlinear partial differential equations. We demonstrate that the observables chosen for constructing the Koopman operator are critical for enabling an accurate approximation to the nonlinear…

Pattern Formation and Solitons · Physics 2016-07-26 J. Nathan Kutz , Joshua L. Proctor , Steven L. Brunton

Dynamic mode decomposition (DMD) is a data-driven method of extracting spatial-temporal coherent modes from complex systems and providing an equation-free architecture to model and predict systems. However, in practical applications, the…

Systems and Control · Electrical Eng. & Systems 2024-10-07 Ningxin Liu , Shuigen Liu , Xin T. Tong , Lijian Jiang

Dynamic Mode Decomposition (DMD) is a widely used data-driven algorithm for estimating the Koopman Operator.This paper investigates how the estimation process is affected when the data is quantized. Specifically, we examine the fundamental…

Systems and Control · Electrical Eng. & Systems 2024-04-03 Dipankar Maity , Debdipta Goswami , Sriram Narayanan

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

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

Nonlinear dynamical systems are ubiquitous in science and engineering, yet analysis and prediction of these systems remains a challenge. Koopman operator theory circumvents some of these issues by considering the dynamics in the space of…

Numerical Analysis · Mathematics 2020-02-17 Mason Kamb , Eurika Kaiser , Steven L. Brunton , J. Nathan Kutz

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 proposes an original methodology to compute the regions of attraction in hyperbolic and polynomial nonlinear dynamical systems using the eigenfunctions of the discrete-time approximation of the Koopman operator given by the…

Systems and Control · Electrical Eng. & Systems 2022-09-07 Camilo Garcia-Tenorio , Duvan Tellez-Castro , Eduardo Mojica-Nava , Alain Vande Wouwer

We propose a novel method for forecasting the temporal evolution of probability distributions observed at discrete time points. Extending the Dynamic Probability Density Decomposition (DPDD), we embed distributional dynamics into…

Applications · Statistics 2025-09-03 Ziyue Wang , Yuko Araki

The design and analysis of optimal control policies for dynamical systems can be complicated by nonlinear dependence in the state variables. Koopman operators have been used to simplify the analysis of dynamical systems by mapping the flow…

Dynamical Systems · Mathematics 2019-08-07 Craig Bakker , Steven Rosenthal , Kathleen E. Nowak