Related papers: A Data-Driven Framework for Koopman Semigroup Esti…
This paper develops a parametric Koopman operator framework for Stochastic Model Predictive Control (SMPC), where the Koopman operator is parametrized by Polynomial Chaos Expansions (PCEs). The model is learned from data using the Extended…
Many consequential real-world systems, like wind fields and ocean currents, are dynamic and hard to model. Learning their governing dynamics remains a central challenge in scientific machine learning. Dynamic Mode Decomposition (DMD)…
Noise fundamentally limits the performance and predictive capabilities of classical and quantum dynamical systems by degrading stability and obscuring intrinsic dynamical characteristics. Characterizing such noise accurately is essential…
Dynamic Mode Decomposition (DMD) is an unsupervised machine learning method that has attracted considerable attention in recent years owing to its equation-free structure, ability to easily identify coherent spatio-temporal structures in…
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…
In this paper, we propose a novel algorithm for learning the Koopman operator of a dynamical system from a \textit{small} amount of training data. In many applications of data-driven modeling, e.g. biological network modeling,…
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…
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…
Nonlinear dynamical systems with input delays pose significant challenges for prediction, estimation, and control due to their inherent complexity and the impact of delays on system behavior. Traditional linear control techniques often fail…
We present a parallel data-driven strategy to identify finite-dimensional functional spaces invariant under the Koopman operator associated to an unknown dynamical system. We build on the Symmetric Subspace Decomposition (SSD) algorithm, a…
Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This…
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…
Dynamic Mode Decomposition (DMD) is a data-driven technique to identify a low dimensional linear time invariant dynamics underlying high-dimensional data. For systems in which such underlying low-dimensional dynamics is time-varying, a…
A numerical framework is proposed for identifying partial differential equations (PDEs) governing dynamical systems directly from their observation data using Chebyshev polynomial approximation. In contrast to data-driven approaches such as…
Dynamic Mode Decomposition (DMD) is a data based modeling tool that identifies a matrix to map a quantity at some time instant to the same quantity in future. We design a new version which we call Adaptive Dynamic Mode Decomposition (ADMD)…
Dynamic mode decomposition (DMD) provides a regression framework for adaptively learning a best-fit linear dynamics model over snapshots of temporal, or spatio-temporal, data. A diversity of regression techniques have been developed for…
The Dynamic-Mode Decomposition (DMD) is a well established data-driven method of finding temporally evolving linear-mode decompositions of nonlinear time series. Traditionally, this method presumes that all relevant dimensions are sampled…
The Dynamic Mode Decomposition (DMD) is a tool of trade in computational data driven analysis of fluid flows. More generally, it is a computational device for Koopman spectral analysis of nonlinear dynamical systems, with a plethora of…
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…
Stochastic gradient optimization methods are broadly used to minimize non-convex smooth objective functions, for instance when training deep neural networks. However, theoretical guarantees on the asymptotic behaviour of these methods…