Koopman Reduced Order Modeling with Confidence Bounds

MaRDI QIDQ6412049zbMATH OpenFDO

Authors Ryan Mohr, Maria Fonoberova, Igor Mezić

Publication date 26 September 2022

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Linear composition operators (47B33) Parametric tolerance and confidence regions (62F25) Inference from stochastic processes and prediction (62M20)

Abstract: This paper introduces a reduced order modeling technique based off Koopman operator theory that gives confidence bounds on the model's predictions. It is based on a data-driven spectral decomposition of said operator. The reduced order model is constructed using a finite number of Koopman eigenvalues and modes while the rest of spectrum is treated as a noise process. This noise process is used to extract the confidence bounds.

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