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The global behavior of dynamical systems can be studied by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with the system. Two important operators which are frequently used to gain insight into the…

数值分析 · 数学 2017-01-23 Stefan Klus , Christof Schütte

Global information about dynamical systems can be extracted by analysing associated infinite-dimensional transfer operators, such as Perron-Frobenius and Koopman operators as well as their infinitesimal generators. In practice, these…

数值分析 · 数学 2024-06-21 Liam Llamazares-Elias , Samir Llamazares-Elias , Jonas Latz , Stefan Klus

The Koopman operator is a linear but infinite dimensional operator that governs the evolution of scalar observables defined on the state space of an autonomous dynamical system, and is a powerful tool for the analysis and decomposition of…

动力系统 · 数学 2015-07-28 Matthew O. Williams , Ioannis G. Kevrekidis , Clarence W. Rowley

In this paper, we provide a new algorithm for the finite dimensional approximation of the linear transfer Koopman and Perron-Frobenius operator from time series data. We argue that existing approach for the finite dimensional approximation…

动力系统 · 数学 2017-09-27 Bowen Huang , Umesh Vaidya

The Koopman and Perron Frobenius transport operators are fundamentally changing how we approach dynamical systems, providing linear representations for even strongly nonlinear dynamics. Although there is tremendous potential benefit of such…

动力系统 · 数学 2019-02-28 Eurika Kaiser , J. Nathan Kutz , Steven L. Brunton

Extended Dynamic Mode Decomposition (EDMD) is an algorithm that approximates the action of the Koopman operator on an $N$-dimensional subspace of the space of observables by sampling at $M$ points in the state space. Assuming that the…

最优化与控制 · 数学 2018-03-26 Milan Korda , Igor Mezić

The Koopman operator is a linear operator that describes the evolution of scalar observables (i.e., measurement functions of the states) in an infinitedimensional Hilbert space. This operator theoretic point of view lifts the dynamics of a…

最优化与控制 · 数学 2021-10-19 Gregory Snyder , Zhuoyuan Song

The Koopman operator is a linear, infinite-dimensional operator that governs the dynamics of system observables; Extended Dynamic Mode Decomposition (EDMD) is a data-driven method for approximating the Koopman operator using functions…

数值分析 · 数学 2019-05-21 Anthony M. DeGennaro , Nathan M. Urban

Koopman operator theory shows how nonlinear dynamical systems can be represented as an infinite-dimensional, linear operator acting on a Hilbert space of observables of the system. However, determining the relevant modes and eigenvalues of…

机器学习 · 计算机科学 2022-04-06 Daniel J. Alford-Lago , Christopher W. Curtis , Alexander T. Ihler , Opal Issan

Within this work, we investigate how data-driven numerical approximation methods of the Koopman operator can be used in practical control engineering applications. We refer to the method Extended Dynamic Mode Decomposition (EDMD), which…

系统与控制 · 电气工程与系统科学 2022-11-16 Annika Junker , Julia Timmermann , Ansgar Trächtler

The Koopman operator and its data-driven approximations, such as extended dynamic mode decomposition (EDMD), are widely used for analysing, modelling, and controlling nonlinear dynamical systems. However, when the true Koopman…

动力系统 · 数学 2026-02-05 Roland Schurig , Pieter van Goor , Karl Worthmann , Rolf Findeisen

Koopman theory studies dynamical systems in terms of operator theoretic properties of the Perron-Frobenius operator $\mathcal{P}$ and Koopman operator $\mathcal{U}$ respectively. In this paper, we derive the rates of convergence of…

动力系统 · 数学 2018-11-28 Andrew J. Kurdila , Parag Bobade

Extended dynamic mode decomposition (EDMD) provides a class of algorithms to identify patterns and effective degrees of freedom in complex dynamical systems. We show that the modes identified by EDMD correspond to those of compact…

动力系统 · 数学 2020-02-19 Julia Slipantschuk , Oscar F. Bandtlow , Wolfram Just

The Koopman operator is beneficial for analyzing nonlinear and stochastic dynamics; it is linear but infinite-dimensional, and it governs the evolution of observables. The extended dynamic mode decomposition (EDMD) is one of the famous…

数值分析 · 数学 2022-05-18 Jun Ohkubo

Dynamic mode decomposition (DMD) gives a practical means of extracting dynamic information from data, in the form of spatial modes and their associated frequencies and growth/decay rates. DMD can be considered as a numerical approximation…

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…

动力系统 · 数学 2017-11-21 Hassan Arbabi , Igor Mezić

Extended Dynamic Mode Decomposition (EDMD) is a widely-used data-driven approach to learn an approximation of the Koopman operator. Consequently, it provides a powerful tool for data-driven analysis, prediction, and control of nonlinear…

系统与控制 · 电气工程与系统科学 2024-08-23 Yang Guo , Manuel Schaller , Karl Worthmann , Stefan Streif

This paper develops data-driven methods to identify eigenfunctions of the Koopman operator associated to a dynamical system and subspaces that are invariant under the operator. We build on Extended Dynamic Mode Decomposition (EDMD), a…

系统与控制 · 电气工程与系统科学 2021-02-26 Masih Haseli , Jorge Cortés

Nonlinear coupled systems are ubiquitous in science and engineering. The analysis and modeling of such systems is challenging due to their high dimensionality and complex interactions among subsystems. In recent years, operator-theoretic…

机器学习 · 计算机科学 2026-05-05 Tatsuya Naoi , Jun Ohkubo

The Koopman operator is a mathematical tool that allows for a linear description of non-linear systems, but working in infinite dimensional spaces. Dynamic Mode Decomposition and Extended Dynamic Mode Decomposition are amongst the most…

机器学习 · 计算机科学 2021-03-26 Francesco Zanini , Alessandro Chiuso
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