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Credible forecasting and representation learning of dynamical systems are of ever-increasing importance for reliable decision-making. To that end, we propose a family of Gaussian processes (GP) for dynamical systems with linear…

Machine Learning · Computer Science 2025-02-11 Petar Bevanda , Max Beier , Armin Lederer , Alexandre Capone , Stefan Sosnowski , Sandra Hirche

This paper introduces new model parameterizations for learning discrete-time dynamical systems from data via the Koopman operator and studies their properties. Whereas most existing works on Koopman learning do not take into account the…

Systems and Control · Electrical Eng. & Systems 2025-05-09 Fletcher Fan , Bowen Yi , David Rye , Guodong Shi , Ian R. Manchester

The accurate modeling and control of nonlinear dynamical effects are crucial for numerous robotic systems. The Koopman formalism emerges as a valuable tool for linear control design in nonlinear systems within unknown environments. However,…

Systems and Control · Electrical Eng. & Systems 2023-11-07 Daning Huang , Muhammad Bayu Prasetyo , Yin Yu , Junyi Geng

The future behavioural fate of a forced nonlinear system can depend sensitively on the forcing profile as well as natural fluctuations within the system. This is especially the case for rate-induced tipping, where the forcing pushes the…

Dynamical Systems · Mathematics 2026-05-18 Paul D. L. Ritchie , Sneha Kachhara , Peter Ashwin

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

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

Dynamical systems provide a comprehensive way to study complex and changing behaviors across various sciences. Many modern systems are too complicated to analyze directly or we do not have access to models, driving significant interest in…

Dynamical Systems · Mathematics 2024-07-10 Matthew J. Colbrook , Igor Mezić , Alexei Stepanenko

Detecting early warning signals in climatic time series is essential for anticipating critical transitions and tipping points. Common statistical indicators include increased variance and lag-one autocorrelation prior to bifurcation points.…

Methodology · Statistics 2026-02-11 Sigrunn H. Sørbye , Eirik Myrvoll-Nilsen , Håvard Rue

In many scenarios, it is necessary to monitor a complex system via a time-series of observations and determine when anomalous exogenous events have occurred so that relevant actions can be taken. Determining whether current observations are…

Machine Learning · Computer Science 2022-09-20 Alex Mallen , Christoph A. Keller , J. Nathan Kutz

Koopman spectral analysis plays a crucial role in understanding and modeling nonlinear dynamical systems as it reveals key system behaviors and long-term dynamics. However, the presence of measurement noise poses a significant challenge to…

Systems and Control · Electrical Eng. & Systems 2025-04-15 Zhexuan Zeng , Jun Zhou , Yasen Wang , Zuowei Ping

We consider the training process of a neural network as a dynamical system acting on the high-dimensional weight space. Each epoch is an application of the map induced by the optimization algorithm and the loss function. Using this induced…

Machine Learning · Computer Science 2020-06-23 Iva Manojlović , Maria Fonoberova , Ryan Mohr , Aleksandr Andrejčuk , Zlatko Drmač , Yannis Kevrekidis , Igor Mezić

System identification and Koopman spectral analysis are crucial for uncovering physical laws and understanding the long-term behaviour of stochastic dynamical systems governed by stochastic differential equations (SDEs). In this work, we…

Systems and Control · Electrical Eng. & Systems 2025-04-22 Jun Zhou , Yiming Meng , Jun Liu

System representations inspired by the infinite-dimensional Koopman operator (generator) are increasingly considered for predictive modeling. Due to the operator's linearity, a range of nonlinear systems admit linear predictor…

Machine Learning · Computer Science 2022-05-31 Petar Bevanda , Max Beier , Sebastian Kerz , Armin Lederer , Stefan Sosnowski , Sandra Hirche

Time series forecasting plays a critical role in domains such as energy, finance, and healthcare, where accurate predictions inform decision-making under uncertainty. Although Transformer-based models have demonstrated success in sequential…

Machine Learning · Computer Science 2025-05-27 Ali Forootani , Mohammad Khosravi

The estimation of equations from data is of interest in physics. One of the famous methods is the sparse identification of nonlinear dynamics (SINDy), which utilizes sparse estimation techniques to estimate equations from data. Recently, a…

Dynamical Systems · Mathematics 2024-07-01 Yuki Tahara , Kakutaro Fukushi , Shunta Takahashi , Kayo Kinjo , Jun Ohkubo

Finding an embedding space for a linear approximation of a nonlinear dynamical system enables efficient system identification and control synthesis. The Koopman operator theory lays the foundation for identifying the nonlinear-to-linear…

Machine Learning · Computer Science 2020-04-28 Yunzhu Li , Hao He , Jiajun Wu , Dina Katabi , Antonio Torralba

The percolation phase transition in complex network systems attracts much attention and has numerous applications in various research fields. Finite size effects smooth the transition and make it difficult to predict the critical point of…

Disordered Systems and Neural Networks · Physics 2026-02-11 A. V. Goltsev , S. N. Dorogovtsev

The Koopman operator has emerged as a powerful tool for the analysis of nonlinear dynamical systems as it provides coordinate transformations to globally linearize the dynamics. While recent deep learning approaches have been useful in…

Dynamical Systems · Mathematics 2020-06-23 Shaowu Pan , Karthik Duraisamy

The effect of stochasticity, in the form of Gaussian white noise, in a predator-prey model with two distinct time-scales is presented. A supercritical singular Hopf bifurcation yields a Type II excitability in the deterministic model. We…

Dynamical Systems · Mathematics 2017-07-20 Susmita Sadhu

Probabilistic forecasting of complex phenomena is paramount to various scientific disciplines and applications. Despite the generality and importance of the problem, general mathematical techniques that allow for stable long-term forecasts…

Machine Learning · Computer Science 2021-06-14 Alex Mallen , Henning Lange , J. Nathan Kutz