Data-driven model reduction and transfer operator approximation
From MaRDI portal
Numerical approximation of eigenvalues and of other parts of the spectrum of ordinary differential operators (34L16) Functional analytic techniques in dynamical systems; zeta functions, (Ruelle-Frobenius) transfer operators, etc. (37C30) Special approximation methods (nonlinear Galerkin, etc.) for infinite-dimensional dissipative dynamical systems (37L65) Time series analysis of dynamical systems (37M10) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Theory of data (68P99)
Abstract: In this review paper, we will present different data-driven dimension reduction techniques for dynamical systems that are based on transfer operator theory as well as methods to approximate transfer operators and their eigenvalues, eigenfunctions, and eigenmodes. The goal is to point out similarities and differences between methods developed independently by the dynamical systems, fluid dynamics, and molecular dynamics communities such as time-lagged independent component analysis (TICA), dynamic mode decomposition (DMD), and their respective generalizations. As a result, extensions and best practices developed for one particular method can be carried over to other related methods.
Recommendations
- 7 Data-driven methods for reduced-order modeling
- Data-driven constrained optimal model reduction
- Data-driven parametrized model reduction in the Loewner framework
- Dynamic data-driven reduced-order models
- Data-driven reduced order modeling for time-dependent problems
- Data-driven model reduction for a class of semi-explicit DAEs using the Loewner framework
- Data-driven operator inference for nonintrusive projection-based model reduction
- Data-driven model reduction by moment matching for linear and nonlinear systems
- Reduced-order models for coupled dynamical systems: data-driven methods and the Koopman operator
Cites work
- A computational method to extract macroscopic variables and their dynamics in multiscale systems
- A data-driven approximation of the koopman operator: extending dynamic mode decomposition
- A direct approach to conformational dynamics based on hybrid Monte Carlo
- A kernel-based method for data-driven Koopman spectral analysis
- A variational approach to modeling slow processes in stochastic dynamical systems
- Almost-Invariant and Finite-Time Coherent Sets: Directionality, Duration, and Diffusion
- Almost-invariant sets and invariant manifolds - connecting probabilistic and geometric descriptions of coherent structures in flows
- Analysis of Fluid Flows via Spectral Properties of the Koopman Operator
- Applied Koopmanism
- Chaos, fractals, and noise: Stochastic aspects of dynamics.
- Compressed sensing and dynamic mode decomposition
- Definition and properties of Lagrangian coherent structures from finite-time Lyapunov exponents in two-dimensional aperiodic flows
- Diffusion Maps, Reduction Coordinates, and Low Dimensional Representation of Stochastic Systems
- Diffusion maps, spectral clustering and reaction coordinates of dynamical systems
- Discretization of the Frobenius-Perron operator using a sparse Haar tensor basis: the sparse Ulam method
- Dynamic mode decomposition of numerical and experimental data
- Estimating Long-Term Behavior of Flows without Trajectory Integration: The Infinitesimal Generator Approach
- Estimating the eigenvalue error of Markov state models
- Fuzzy spectral clustering by PCCA+: application to Markov state models and data classification
- Hamiltonian Systems and Transformation in Hilbert Space
- scientific article; zbMATH DE number 6678650 (Why is no real title available?)
- scientific article; zbMATH DE number 3141308 (Why is no real title available?)
- scientific article; zbMATH DE number 3680356 (Why is no real title available?)
- scientific article; zbMATH DE number 3088534 (Why is no real title available?)
- New algorithms for macromolecular simulation. Selected papers based on the presentation at 4th international symposium, Leicester, UK, August 18--21, 2004.
- On dynamic mode decomposition: theory and applications
- On the Approximation of Complicated Dynamical Behavior
- On the approximation quality of Markov state models
- On the numerical approximation of the Perron-Frobenius and Koopman operator
- Online learning for matrix factorization and sparse coding
- Rates of convergence for everywhere-positive Markov chains
- Robust Perron cluster analysis in conformation dynamics
- Semigroups of linear operators and applications to partial differential equations
- Spectral analysis of nonlinear flows
- Spectral properties of dynamical systems, model reduction and decompositions
- Stochastic differential equations. An introduction with applications.
- Stochastic processes and applications. Diffusion processes, the Fokker-Planck and Langevin equations
- Subadditive mean ergodic theorems
- Tensor-based dynamic mode decomposition
- Towards tensor-based methods for the numerical approximation of the Perron-Frobenius and Koopman operator
- Variants of dynamic mode decomposition: boundary condition, Koopman, and Fourier analyses
Cited in
(82)- Applied Koopman theory for partial differential equations and data-driven modeling of spatio-temporal systems
- Transition manifolds of complex metastable systems. Theory and data-driven computation of effective dynamics
- The linear conditional expectation in Hilbert space
- Dimensionality reduction of complex metastable systems via kernel embeddings of transition manifolds
- Koopman operator spectrum for random dynamical systems
- Geometric considerations of a good dictionary for Koopman analysis of dynamical systems: cardinality, ``primary eigenfunction, and efficient representation
- Transfer operators from optimal transport plans for coherent set detection
- Tensor-based computation of metastable and coherent sets
- Koopman-based spectral clustering of directed and time-evolving graphs
- Finite-data error bounds for Koopman-based prediction and control
- Data-driven approximation of the Koopman generator: model reduction, system identification, and control
- Data-driven model reduction, Wiener projections, and the Koopman-Mori-Zwanzig formalism
- Incorporating physical constraints in a deep probabilistic machine learning framework for coarse-graining dynamical systems
- Operator-theoretic framework for forecasting nonlinear time series with kernel analog techniques
- Ensemble-based method for the inverse Frobenius-Perron operator problem: data-driven global analysis from spatiotemporal ``movie data
- tgEDMD: approximation of the Kolmogorov operator in tensor train format
- Solving eigenvalue PDEs of metastable diffusion processes using artificial neural networks
- Dynamic mode decomposition for analytic maps
- Adaptive tuning of network traffic policing mechanisms for DDoS attack mitigation systems
- Kernel embedding based variational approach for low-dimensional approximation of dynamical systems
- Koopman operator-based model reduction for switched-system control of PDEs
- Eigendecompositions of transfer operators in reproducing kernel Hilbert spaces
- Hybrid data-driven closure strategies for reduced order modeling
- Agent-based modeling: population limits and large timescales
- Extended dynamic mode decomposition with dictionary learning: A data-driven adaptive spectral decomposition of the Koopman operator
- A Multiscale Perturbation Expansion Approach for Markov State Modeling of Nonstationary Molecular Dynamics
- scientific article; zbMATH DE number 927297 (Why is no real title available?)
- Estimation of the Koopman Generator by Newton's Extrapolation
- 7 Data-driven methods for reduced-order modeling
- On Koopman mode decomposition and tensor component analysis
- Reduced-order models for coupled dynamical systems: data-driven methods and the Koopman operator
- Error Bounds for Dynamical Spectral Estimation
- A direction preserving discretization for computing phase-space densities
- Kernel Analog Forecasting: Multiscale Test Problems
- Deep learning models for global coordinate transformations that linearise PDEs
- Data-driven learning for the Mori-Zwanzig formalism: a generalization of the Koopman learning framework
- Koopman analysis of quantum systems*
- Modern Koopman theory for dynamical systems
- On the Koopman operator of algorithms
- Diffusion maps embedding and transition matrix analysis of the large-scale flow structure in turbulent Rayleigh-Bénard convection
- Coarse-graining of overdamped Langevin dynamics via the Mori-Zwanzig formalism
- On a scalable entropic breaching of the overfitting barrier for small data problems in machine learning
- Singular Value Decomposition of Operators on Reproducing Kernel Hilbert Spaces
- A weak characterization of slow variables in stochastic dynamical systems
- Discovering transition phenomena from data of stochastic dynamical systems with Lévy noise
- SINDy-PI: a robust algorithm for parallel implicit sparse identification of nonlinear dynamics
- Kernel methods for detecting coherent structures in dynamical data
- Effective equations for reaction coordinates in polymer transport
- Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning
- Multiscale model reduction for incompressible flows
- Data-driven probability density forecast for stochastic dynamical systems
- Reduction methods in climate dynamics -- a brief review
- The mpEDMD Algorithm for Data-Driven Computations of Measure-Preserving Dynamical Systems
- Optimal Reaction Coordinates: Variational Characterization and Sparse Computation
- Parsimony as the ultimate regularizer for physics-informed machine learning
- Quantum Mechanics for Closure of Dynamical Systems
- Unbalanced multi-marginal optimal transport
- Semi-supervised invertible neural operators for Bayesian inverse problems
- Learning to Forecast Dynamical Systems from Streaming Data
- Rigorous data‐driven computation of spectral properties of Koopman operators for dynamical systems
- Nonlinear model reduction for slow-fast stochastic systems near unknown invariant manifolds
- Learning transfer operators by kernel density estimation
- Learning the temporal evolution of multivariate densities via normalizing flows
- Maximally predictive states: from partial observations to long timescales
- A dynamical system-based framework for dimension reduction
- Koopman dynamic-oriented deep learning for invariant subspace identification and full-state prediction of complex systems
- Existence and uniqueness of solutions of the Koopman-von Neumann equation on bounded domains
- Another look at residual dynamic mode decomposition in the regime of fewer snapshots than dictionary size
- Reduced Markovian models of dynamical systems
- Parameter inference from a non-stationary unknown process
- Dynamic entrainment: a deep learning and data-driven process approach for synchronization in the Hodgkin-Huxley model
- Physics-informed spectral approximation of Koopman operators
- Convergence properties of dynamic mode decomposition for analytic interval maps
- Transfer operators from batches of unpaired points via entropic transport kernels
- Error analysis of kernel EDMD for prediction and control in the Koopman framework
- On finding optimal collective variables for complex systems by minimizing the deviation between effective and full dynamics
- Mini-workshop: Data-driven modeling, analysis, and control of dynamical systems. Abstracts from the mini-workshop held December 8--13, 2024
- Dynamics of systems with varying number of particles: from Liouville equations to general master equations for open systems
- Entropic transfer operators for stochastic systems
- Learning dynamically inspired bases for Koopman and transfer operator approximation
- Variance representations and convergence rates for data-driven approximations of Koopman operators
- Detecting regime transitions in time series using dynamic mode decomposition
This page was built for publication: Data-driven model reduction and transfer operator approximation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q722011)
