Propagating uncertainty through system dynamics in reproducing kernel Hilbert space

DOI10.1016/J.PHYSD.2024.134168MaRDI QIDQ6554937zbMATH OpenFDO

Authors Boya Hou, Amarsagar Reddy Ramapuram Matavalam, Subhonmesh Bose, Umesh Vaidya

Publication date 13 June 2024

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.PHYSD.2024.134168

zbMATH Keywords

dynamical systemRKHSsparse approximationuncertainty propagation

Mathematics Subject Classification ID

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Artificial neural networks and deep learning (68T07)

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Cites work

• A data-driven approximation of the koopman operator: extending dynamic mode decomposition
• A Retrospective and Prospective Survey of the Monte Carlo Method
• A rigorous theory of conditional mean embeddings
• Comparison of systems with complex behavior
• Data-driven approximation of the Koopman generator: model reduction, system identification, and control
• Eigendecompositions of transfer operators in reproducing kernel Hilbert spaces
• Extended dynamic mode decomposition with dictionary learning: A data-driven adaptive spectral decomposition of the Koopman operator
• Global Stability Analysis Using the Eigenfunctions of the Koopman Operator
• scientific article; zbMATH DE number 5957340 (Why is no real title available?)
• scientific article; zbMATH DE number 1931826 (Why is no real title available?)
• Linearly recurrent autoencoder networks for learning dynamics
• On convergence of extended dynamic mode decomposition to the Koopman operator
• On the Approximation of Complicated Dynamical Behavior
• Online Learning with Kernels
• Online Prediction of Time Series Data With Kernels
• Propagation of probabilistic uncertainty in complex physical systems using a stochastic finite element approach
• Spectral properties of dynamical systems, model reduction and decompositions
• Support Vector Machines
• The Kernel Recursive Least-Squares Algorithm
• Universality, Characteristic Kernels and RKHS Embedding of Measures

Cited in

(6)

• Enhancing time series forecasting stability with a connected neural dynamical system approach
• Kernel methods for the approximation of the eigenfunctions of the Koopman operator
• New duality in choices of feature spaces via kernel analysis
• EDM-2DSL: calibrated dynamical modeling of signal decomposition systems with applications in time series forecasting
• Kernel methods for some transport equations with application to learning kernels for the approximation of Koopman eigenfunctions: a unified approach via variational methods, Green's functions and the method of characteristics
• Kernel-based LMI approaches to solving the Hamilton-Jacobi-Bellman equation and nonlinear optimal control

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