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 …

[HTML][HTML] Deeptime: a Python library for machine learning dynamical models from time series data

M Hoffmann, M Scherer, T Hempel… - Machine Learning …, 2021 - iopscience.iop.org
Generation and analysis of time-series data is relevant to many quantitative fields ranging
from economics to fluid mechanics. In the physical sciences, structures such as metastable …

Forecasting sequential data using consistent koopman autoencoders

O Azencot, NB Erichson, V Lin… - … on Machine Learning, 2020 - proceedings.mlr.press
Recurrent neural networks are widely used on time series data, yet such models often
ignore the underlying physical structures in such sequences. A new class of physics-based …

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 …

Data-Driven Modal Decomposition Methods as Feature Detection Techniques for Flow Fields in Hydraulic Machinery: A Mini Review

B Xu, L Zhang, W Zhang, Y Deng, TN Wong - Journal of Marine Science …, 2024 - mdpi.com
Cavitation is a quasi-periodic process, and its non-stationarity leads to increasingly complex
flow field structures. On the other hand, characterizing the flow field with greater precision …

Bagging, optimized dynamic mode decomposition for robust, stable forecasting with spatial and temporal uncertainty quantification

D Sashidhar, JN Kutz - Philosophical Transactions of the …, 2022 - royalsocietypublishing.org
Dynamic mode decomposition (DMD) provides a regression framework for adaptively
learning a best-fit linear dynamics model over snapshots of temporal, or spatio-temporal …

Challenges in dynamic mode decomposition

Z Wu, SL Brunton, S Revzen - Journal of the Royal …, 2021 - royalsocietypublishing.org
Dynamic mode decomposition (DMD) is a powerful tool for extracting spatial and temporal
patterns from multi-dimensional time series, and it has been used successfully in a wide …

[HTML][HTML] On numerical approximations of the Koopman operator

I Mezić - Mathematics, 2022 - mdpi.com
We study numerical approaches to computation of spectral properties of composition
operators. We provide a characterization of Koopman Modes in Banach spaces using …

Sparsity-promoting algorithms for the discovery of informative Koopman-invariant subspaces

S Pan, N Arnold-Medabalimi… - Journal of Fluid …, 2021 - cambridge.org
Koopman decomposition is a nonlinear generalization of eigen-decomposition, and is being
increasingly utilized in the analysis of spatio-temporal dynamics. Well-known techniques …

Koopman-assisted reinforcement learning

P Rozwood, E Mehrez, L Paehler, W Sun… - arXiv preprint arXiv …, 2024 - arxiv.org
The Bellman equation and its continuous form, the Hamilton-Jacobi-Bellman (HJB)
equation, are ubiquitous in reinforcement learning (RL) and control theory. However, these …