Ergodic Theory, Dynamic Mode Decomposition, and Computation of Spectral Properties of the Koopman Operator

DOI10.1137/17M1125236zbMath1381.37096arXiv1611.06664OpenAlexW3105713006MaRDI QIDQ4601202

Publication date: 12 January 2018

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

Full work available at URL: https://arxiv.org/abs/1611.06664

zbMATH Keywords

singular value decomposition proper orthogonal decomposition Hankel matrix ergodic theory dynamic mode decomposition Koopman operator

Mathematics Subject Classification ID

Dynamical systems in fluid mechanics, oceanography and meteorology (37N10) Ergodic theorems, spectral theory, Markov operators (37A30) Time series analysis of dynamical systems (37M10)

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