Robust Approximation of the Stochastic Koopman Operator

DOI10.1137/21M1414425zbMath1503.37086arXiv2011.00078OpenAlexW3094983888WikidataQ114074046 ScholiaQ114074046MaRDI QIDQ5095756

Mathias Wanner, Igor Mezić

Publication date: 10 August 2022

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.00078

zbMATH Keywords

random dynamical systemsdynamic mode decompositionKoopman operator theory

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Random dynamical systems (37H99)

Related Items

Auxiliary functions as Koopman observables: data-driven analysis of dynamical systems via polynomial optimization

Cites Work

• A data-driven approximation of the koopman operator: extending dynamic mode decomposition
• The theory of stochastic processes. I. Translated from the Russian by S. Kotz.
• Koopman operator spectrum for random dynamical systems
• Spectral properties of dynamical systems, model reduction and decompositions
• Spectral analysis of nonlinear flows
• Ergodic Theory, Dynamic Mode Decomposition, and Computation of Spectral Properties of the Koopman Operator
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