Beyond expectations: Residual Dynamic Mode Decomposition and Variance for Stochastic Dynamical Systems

MaRDI QIDQ6448070zbMATH OpenFDO

Authors Matthew J. Colbrook, Qin Li, Ryan V. Raut, Alex Townsend

Publication date 21 August 2023

Has companion code repository https://github.com/mcolbrook/residual-dynamic-mode-decomposition

Mathematics Subject Classification ID

Random dynamical systems (37H99) Time series analysis of dynamical systems (37M10) Dynamical systems in biology (37N25) Spectrum, resolvent (47A10) Linear composition operators (47B33) Numerical problems in dynamical systems (65P99)

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