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The Bellman equation and its continuous form, the Hamilton-Jacobi-Bellman equation, are ubiquitous in reinforcement learning and control theory. However, these equations become intractable for high-dimensional or nonlinear systems. This…

Artificial Intelligence · Computer Science 2026-05-04 Preston Rozwood , Edward Mehrez , Ludger Paehler , Wen Sun , Steven L. Brunton

We study a problem of simultaneous system identification and model predictive control of nonlinear systems. Particularly, we provide an algorithm for systems with unknown residual dynamics that can be expressed by Koopman operators. Such…

Systems and Control · Electrical Eng. & Systems 2025-12-11 Hongyu Zhou , Vasileios Tzoumas

Traditional deterministic subgrid-scale (SGS) models are often dissipative and unstable, especially in regions of chaotic and turbulent flow. Ongoing work in climate science and ocean modeling motivates the use of stochastic SGS models for…

Numerical Analysis · Mathematics 2025-04-15 Emily Williams , David Darmofal

Time-dependent structural reliability analysis of nonlinear dynamical systems is non-trivial; subsequently, scope of most of the structural reliability analysis methods is limited to time-independent reliability analysis only. In this work,…

Machine Learning · Statistics 2024-09-21 Navaneeth N. , Souvik Chakraborty

Dynamic Mode Decomposition (DMD) describes complex dynamic processes through a hierarchy of simpler coherent features. DMD is regularly used to understand the fundamental characteristics of turbulence and is closely related to Koopman…

Fluid Dynamics · Physics 2023-02-01 Matthew J. Colbrook , Lorna J. Ayton , Máté Szőke

Isostable reduction is a powerful technique that can be used to characterize behaviors of nonlinear dynamical systems in a basis of slowly decaying eigenfunctions of the Koopman operator. When the underlying dynamical equations are known,…

Dynamical Systems · Mathematics 2021-07-28 Dan Wilson

Nonlinear differential equations are encountered as models of fluid flow, spiking neurons, and many other systems of interest in the real world. Common features of these systems are that their behaviors are difficult to describe exactly and…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Zexin Sun , Mingyu Chen , John Baillieul

We introduce a class of stochastic advection problems amenable to analysis of turbulent transport. The statistics of the flow field are represented as a continuous time Markov process, a choice that captures the intuitive notion of…

Fluid Dynamics · Physics 2022-12-01 Andre N. Souza , Tyler Lutz , Glenn R. Flierl

The adaptive spectral Koopman (ASK) method was introduced to numerically solve autonomous dynamical systems that lay the foundation of numerous applications across different fields in science and engineering. Although ASK achieves high…

Dynamical Systems · Mathematics 2023-06-23 Bian Li , Yue Yu , Xiu Yang

Monitoring the atmospheric dispersion of pollutants is increasingly critical for environmental impact assessments. High-fidelity computational models are often employed to simulate plume dynamics, guiding decision-making and prioritizing…

Fluid Dynamics · Physics 2026-01-14 Ike Griss Salas , Megan R. Ebers , Jake Stevens-Haas , J. Nathan Kutz

Data-driven modelling techniques provide a method for deriving models of dynamical systems directly from complicated data streams. However, tracking and forecasting such data streams poses a significant challenge to most methods, as they…

Dynamical Systems · Mathematics 2025-03-25 Stephen A Falconer , David J. B. Lloyd , Naratip Santitissadeekorn

Small-scale effects of turbulent mixing are numerically investigated by applying the map-based, stochastic, one-dimensional turbulence (ODT) model to confined planar jets. The model validation is carried out for the momentum transport by…

Fluid Dynamics · Physics 2019-04-19 Marten Klein , Christian Zenker , Heiko Schmidt

Data-driven analysis and control of dynamical systems have gained a lot of interest in recent years. While the class of linear systems is well studied, theoretical results for nonlinear systems are still rare. In this paper, we present a…

Systems and Control · Electrical Eng. & Systems 2023-11-28 Robin Strässer , Julian Berberich , Frank Allgöwer

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…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Efstathios Iliakis , Wallace Gian Yion Tan , Liang Wu , Jan Drgona , Richard D. Braatz

We introduce a simple, stochastic, a-posteriori, turbulence closure model based on a reduced subgrid scale term. This subgrid scale term is tailor-made to capture the statistics of a small set of spatially-integrate quantities of interest…

Dynamical Systems · Mathematics 2024-11-08 Rik Hoekstra , Daan Crommelin , Wouter Edeling

The success of recurrent neural networks (RNNs) has been demonstrated in many applications related to turbulence, including flow control, optimization, turbulent features reproduction as well as turbulence prediction and modeling. With this…

We present three dimensional realizations of the model introduced recently by (Karlin, B\"osch, Chikatamarla, Phys. Rev. E 2014) and review the role of the entropic stabilizer. The presented models achieve outstanding numerical stability in…

Fluid Dynamics · Physics 2015-07-10 Fabian Bösch , Shyam S. Chikatamarla , Ilya Karlin

We present a data-driven approach to use the Koopman generator for prediction and optimal control of control-affine stochastic systems. We provide a novel conceptual approach and a proof-of-principle for the determination of optimal control…

Optimization and Control · Mathematics 2024-10-15 Lei Guo , Jan Heiland , Feliks Nüske

Koopman operators and transfer operators represent nonlinear dynamics in state space through its induced action on linear spaces of observables and measures, respectively. This framework enables the use of linear operator theory for…

Dynamical Systems · Mathematics 2025-06-06 Claire Valva , Dimitrios Giannakis

This paper proposes Koopman operator-based Stochastic Model Predictive Control (K-SMPC) for enhanced lateral control of autonomous vehicles. The Koopman operator is a linear map representing the nonlinear dynamics in an infinite-dimensional…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Jin Sung Kim , Ying Shuai Quan , Chung Choo Chung
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