Towards tensor-based methods for the numerical approximation of the Perron-Frobenius and Koopman operator

DOI10.3934/jcd.2016007zbMath1369.37080arXiv1512.06527OpenAlexW3099026129MaRDI QIDQ523959

Christof Schütte, Stefan Klus

Publication date: 25 April 2017

Published in: Journal of Computational Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.06527

zbMATH Keywords

Perron-Frobenius operatorUlam's methodKoopman operatorextended dynamic mode decomposition

Mathematics Subject Classification ID

Numerical solutions to equations with linear operators (65J10) Special approximation methods (nonlinear Galerkin, etc.) for infinite-dimensional dissipative dynamical systems (37L65) Multilinear algebra, tensor calculus (15A69) Functional analytic techniques in dynamical systems; zeta functions, (Ruelle-Frobenius) transfer operators, etc. (37C30)

Related Items

Tensor-based dynamic mode decomposition, tgEDMD: approximation of the Kolmogorov operator in tensor train format, Sparsity enabled cluster reduced-order models for control, On the Koopman Operator of Algorithms, Koopman operator spectrum for random dynamical systems, Data-driven model reduction and transfer operator approximation, Variational approach for learning Markov processes from time series data, Tensor-based computation of metastable and coherent sets, Adaptive force biasing algorithms: new convergence results and tensor approximations of the bias

Uses Software

• GAIO
• TT Toolbox

Cites Work

• Tensor-Train Decomposition
• A kernel-based method for data-driven Koopman spectral analysis
• On the numerical approximation of the Perron-Frobenius and Koopman operator
• A data-driven approximation of the koopman operator: extending dynamic mode decomposition
• High order approximation of the Frobenius-Perron operator
• A trajectory-free framework for analysing multiscale systems
• Solving the master equation without kinetic Monte Carlo: tensor train approximations for a CO oxidation model
• A literature survey of low-rank tensor approximation techniques
• Applied and Computational Measurable Dynamics
• The Alternating Linear Scheme for Tensor Optimization in the Tensor Train Format
• A Computational Method to Extract Macroscopic Variables and Their Dynamics in Multiscale Systems
• Applied Koopmanism
• Tensor Spaces and Numerical Tensor Calculus
• Mean Field Approximation in Conformation Dynamics
• On the Approximation of Complicated Dynamical Behavior
• Numerical operator calculus in higher dimensions
• Algorithms for Numerical Analysis in High Dimensions
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