Beyond expectations: Residual Dynamic Mode Decomposition and Variance for Stochastic Dynamical Systems
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Publication:6448070
arXiv2308.10697MaRDI QIDQ6448070
Matthew J. Colbrook, Ryan V. Raut, Qin Li, Alex Townsend
Publication date: 21 August 2023
Has companion code repository: https://github.com/mcolbrook/residual-dynamic-mode-decomposition
Dynamical systems in biology (37N25) Spectrum, resolvent (47A10) Time series analysis of dynamical systems (37M10) Linear composition operators (47B33) Random dynamical systems (37H99) Numerical problems in dynamical systems (65P99)
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