Data Driven Koopman Spectral Analysis in Vandermonde--Cauchy Form via the DFT: Numerical Method and Theoretical Insights

DOI10.1137/18M1227688zbMath1435.65066arXiv1808.09557OpenAlexW2980428466WikidataQ127031558 ScholiaQ127031558MaRDI QIDQ5240804

Ryan Mohr, Zlatko Drmač, Igor Mezić

Publication date: 29 October 2019

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.09557

zbMATH Keywords

proper orthogonal decompositiondiscrete Fourier transformRayleigh-Ritz approximationVandermonde matrixKrylov subspacesCauchy matrixdynamic mode decompositionKoopman operatorgeneralized Laplace analysis

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical methods for initial value problems involving ordinary differential equations (65L05) Algorithms for approximation of functions (65D15) Conditioning of matrices (15A12)

Related Items

Modern Koopman Theory for Dynamical Systems, On the structure of time-delay embedding in linear models of non-linear dynamical systems, On Least Squares Problems with Certain Vandermonde--Khatri--Rao Structure with Applications to DMD

Uses Software

• OCVdM

Cites Work

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