相关论文: Propagation of Uncertainty with the Koopman Operat…
Representing and predicting high-dimensional and spatiotemporally chaotic dynamical systems remains a fundamental challenge in dynamical systems and machine learning. Although data-driven models can achieve accurate short-term forecasts,…
Koopman analysis provides a general framework from which to analyze a nonlinear dynamical system in terms of a linear operator acting on an infinite-dimensional observable space. This theoretical framework provides a rigorous underpinning…
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…
Koopman operator is a composition operator defined for a dynamical system described by nonlinear differential or difference equation. Although the original system is nonlinear and evolves on a finite-dimensional state space, the Koopman…
Koopman operator theory has emerged as a powerful tool for system identification, particularly for approximating nonlinear time-invariant systems (NTIS). This paper considers a network of agents with limited observation capabilities that…
Reinforcement Learning (RL) has made significant strides in various domains, and policy gradient methods like Proximal Policy Optimization (PPO) have gained popularity due to their balance in performance, training stability, and…
The Koopman operator is an useful analytical tool for studying dynamical systems -- both controlled and uncontrolled. For example, Koopman eigenfunctions can provide non-local stability information about the underlying dynamical system.…
Nonlinear dynamical systems with symmetries exhibit a rich variety of behaviors, including complex attractor-basin portraits and enhanced and suppressed bifurcations. Symmetry arguments provide a way to study these collective behaviors and…
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…
We present a method for the approximate propagation of mean and covariance of a probability distribution through ordinary differential equations (ODE) with discontinous right-hand side. For piecewise affine systems, a normalization of the…
In this paper, a data-driven nonparametric approach is presented for forecasting the probability density evolution of stochastic dynamical systems. The method is based on stochastic Koopman operator and extended dynamic mode decomposition…
Recently, Koopman operator theory has become a powerful tool for developing linear representations of non-linear dynamical systems. However, existing data-driven applications of Koopman operator theory, including both traditional and deep…
We propose a new approach for propagating stable probability distributions through neural networks. Our method is based on local linearization, which we show to be an optimal approximation in terms of total variation distance for the ReLU…
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…
Koopman decomposition is a non-linear generalization of eigen-decomposition, and is being increasingly utilized in the analysis of spatio-temporal dynamics. Well-known techniques such as the dynamic mode decomposition (DMD) and its linear…
The Koopman operator approach provides a powerful linear description of nonlinear dynamical systems in terms of the evolution of observables. While the operator is typically infinite-dimensional, it is crucial to develop finite-dimensional…
In this paper, we address the problem of uncertainty propagation through nonlinear stochastic dynamical systems. More precisely, given a discrete-time continuous-state probabilistic nonlinear dynamical system, we aim at finding the sequence…
Spectral decomposition of dynamical systems is a popular methodology to investigate the fundamental qualitative and quantitative properties of these systems and their solutions. In this chapter, we consider a class of nonlinear cooperative…
This paper tackles the data-driven approximation of unknown dynamical systems using Koopman-operator methods. Given a dictionary of functions, these methods approximate the projection of the action of the operator on the finite-dimensional…
Nonlinear optimal control is vital for numerous applications but remains challenging for unknown systems due to the difficulties in accurately modelling dynamics and handling computational demands, particularly in high-dimensional settings.…