Modern Koopman theory for dynamical systems

SL Brunton, M Budišić, E Kaiser, JN Kutz - arXiv preprint arXiv:2102.12086, 2021 - arxiv.org
The field of dynamical systems is being transformed by the mathematical tools and
algorithms emerging from modern computing and data science. First-principles derivations …

The mpEDMD algorithm for data-driven computations of measure-preserving dynamical systems

MJ Colbrook - SIAM Journal on Numerical Analysis, 2023 - SIAM
Koopman operators globally linearize nonlinear dynamical systems and their spectral
information is a powerful tool for the analysis and decomposition of nonlinear dynamical …

Rigorous data‐driven computation of spectral properties of Koopman operators for dynamical systems

MJ Colbrook, A Townsend - Communications on Pure and …, 2024 - Wiley Online Library
Koopman operators are infinite‐dimensional operators that globally linearize nonlinear
dynamical systems, making their spectral information valuable for understanding dynamics …

A framework for machine learning of model error in dynamical systems

M Levine, A Stuart - Communications of the American Mathematical Society, 2022 - ams.org
The development of data-informed predictive models for dynamical systems is of
widespread interest in many disciplines. We present a unifying framework for blending …

Ensemble Kalman methods: a mean field perspective

E Calvello, S Reich, AM Stuart - arXiv preprint arXiv:2209.11371, 2022 - arxiv.org
This paper provides a unifying mean field based framework for the derivation and analysis of
ensemble Kalman methods. Both state estimation and parameter estimation problems are …

Kernel learning for robust dynamic mode decomposition: linear and nonlinear disambiguation optimization

PJ Baddoo, B Herrmann… - Proceedings of the …, 2022 - royalsocietypublishing.org
Research in modern data-driven dynamical systems is typically focused on the three key
challenges of high dimensionality, unknown dynamics and nonlinearity. The dynamic mode …

Operator inference with roll outs for learning reduced models from scarce and low-quality data

WIT Uy, D Hartmann, B Peherstorfer - Computers & Mathematics with …, 2023 - Elsevier
Data-driven modeling has become a key building block in computational science and
engineering. However, data that are available in science and engineering are typically …

Ensemble Kalman inversion for sparse learning of dynamical systems from time-averaged data

T Schneider, AM Stuart, JL Wu - Journal of Computational Physics, 2022 - Elsevier
Enforcing sparse structure within learning has led to significant advances in the field of data-
driven discovery of dynamical systems. However, such methods require access not only to …

The multiverse of dynamic mode decomposition algorithms

MJ Colbrook - arXiv preprint arXiv:2312.00137, 2023 - arxiv.org
Dynamic Mode Decomposition (DMD) is a popular data-driven analysis technique used to
decompose complex, nonlinear systems into a set of modes, revealing underlying patterns …

Data assimilation in operator algebras

D Freeman, D Giannakis, B Mintz… - Proceedings of the …, 2023 - National Acad Sciences
We develop an algebraic framework for sequential data assimilation of partially observed
dynamical systems. In this framework, Bayesian data assimilation is embedded in a …