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Kernel principal component analysis (KPCA) is a well-recognized nonlinear dimensionality reduction method that has been widely used in nonlinear fault detection tasks. As a kernel trick-based method, KPCA inherits two major problems. First,…

Machine Learning · Computer Science 2024-10-28 Zelin Ren , Xuebing Yang , Yuchen Jiang , Wensheng Zhang

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

Low-rank approximations are popular methods to reduce the high computational cost of algorithms involving large-scale kernel matrices. The success of low-rank methods hinges on the matrix rank of the kernel matrix, and in practice, these…

Numerical Analysis · Computer Science 2020-10-22 Ruoxi Wang , Yingzhou Li , Eric Darve

Nonlinear ordinary differential equations can rarely be solved analytically. Koopman operator theory provides a way to solve nonlinear systems by mapping nonlinear dynamics to a linear space using eigenfunctions. Unfortunately, finding such…

Dynamical Systems · Mathematics 2022-08-19 Megan Morrison , J. Nathan Kutz

In supervised learning, the output variable to be predicted is often represented as a function, such as a spectrum or probability distribution. Despite its importance, functional output regression remains relatively unexplored. In this…

Machine Learning · Statistics 2025-03-19 Minoru Kusaba , Megumi Iwayama , Ryo Yoshida

We consider finite element methods of multiscale type to approximate solutions for two-dimensional symmetric elliptic partial differential equations with heterogeneous $L^\infty$ coefficients. The methods are of Galerkin type and follow the…

Numerical Analysis · Mathematics 2025-05-20 Alexandre L. Madureira , Marcus Sarkis

Optimal experimental design seeks to determine the most informative allocation of experiments to infer an unknown statistical quantity. In this work, we investigate the optimal design of experiments for {\em estimation of linear functionals…

Artificial Intelligence · Computer Science 2023-01-18 Mojmír Mutný , Andreas Krause

We provide algorithms for computing a Lyapunov function for a class of systems where the state trajectories are constrained to evolve within a closed convex set. The dynamical systems that we consider comprise a differential equation which…

Optimization and Control · Mathematics 2020-10-09 Marianne Souaiby , Aneel Tanwani , Didier Henrion

A new approach to data-driven discovery of Koopman eigenfunctions without a pre-defined set of basis functions is proposed. The approach is based on a reference trajectory, for which the Koopman mode amplitudes are first identified, and the…

Machine Learning · Computer Science 2025-12-01 David Grasev

Data-driven models for nonlinear dynamical systems based on approximating the underlying Koopman operator or generator have proven to be successful tools for forecasting, feature learning, state estimation, and control. It has become well…

Dynamical Systems · Mathematics 2023-10-26 Samuel E. Otto , Sebastian Peitz , Clarence W. Rowley

We review machine learning methods employing positive definite kernels. These methods formulate learning and estimation problems in a reproducing kernel Hilbert space (RKHS) of functions defined on the data domain, expanded in terms of a…

Statistics Theory · Mathematics 2009-09-29 Thomas Hofmann , Bernhard Schölkopf , Alexander J. Smola

This paper deals with the certification problem for robust quadratic stability, robust state convergence, and robust quadratic performance of linear systems that exhibit bounded rates of variation in their parameters. We consider both…

Systems and Control · Computer Science 2018-08-08 Pepijn B. Cox , Siep Weiland , Roland Tóth

We find probability error bounds for approximations of functions $f$ in a separable reproducing kernel Hilbert space $\mathcal{H}$ with reproducing kernel $K$ on a base space $X$, firstly in terms of finite linear combinations of functions…

Numerical Analysis · Mathematics 2024-02-26 Ata Deniz Aydin , Aurelian Gheondea

This work studies the problem of searching for homogeneous polynomial Lyapunov functions for stable switched linear systems. Specifically, we show an equivalence between polynomial Lyapunov functions for systems of this class and quadratic…

Systems and Control · Electrical Eng. & Systems 2020-02-20 Matthew Abate , Corbin Klett , Samuel Coogan , Eric Feron

By computing Lyapunov functions of a certain, convenient structure, Lyapunov-based methods guarantee stability properties of the system or, when performing synthesis, of the relevant closed-loop or error dynamics. In doing so, they provide…

Optimization and Control · Mathematics 2024-10-01 T. J. Meijer , V. S. Dolk , W. P. M. H. Heemels

We study numerical approaches to computation of spectral properties of composition operators. We provide a characterization of Koopman Modes in Banach spaces using Generalized Laplace Analysis. We cast the Dynamic Mode-Decomposition type…

Dynamical Systems · Mathematics 2020-09-15 Igor Mezic

This work is concerned with the kernel-based approximation of a complex-valued function from data, where the frequency response function of a partial differential equation in the frequency domain is of particular interest. In this setting,…

Computational Engineering, Finance, and Science · Computer Science 2024-11-26 Julien Bect , Niklas Georg , Ulrich Römer , Sebastian Schöps

Over the past decade we have developed Koopmans functionals, a computationally efficient approach for predicting spectral properties with an orbital-density-dependent functional framework. These functionals impose a generalized piecewise…

This paper presents a new technique for norm-convergent dynamic mode decomposition of deterministic systems. The developed method utilizes recent results on singular dynamic mode decomposition where it is shown that by appropriate selection…

Systems and Control · Electrical Eng. & Systems 2024-09-20 Moad Abudia , Joel A. Rosenfeld , Rushikesh Kamalapurkar

Kernel analog forecasting (KAF), alternatively known as kernel principal component regression, is a kernel method used for nonparametric statistical forecasting of dynamically generated time series data. This paper synthesizes descriptions…

Statistics Theory · Mathematics 2020-06-24 Romeo Alexander , Dimitrios Giannakis