A data-driven approximation of the koopman operator: extending dynamic mode decomposition

DOI10.1007/s00332-015-9258-5zbMath1329.65310arXiv1408.4408MaRDI QIDQ897161

Clarence W. Rowley, Matthew O. Williams, Ioannis G. Kevrekidis

Publication date: 17 December 2015

Published in: Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.4408

zbMATH Keywords

algorithm; numerical example; eigenvalue; eigenfunction; data mining; nonlinear dynamical systems; spectral methods; dynamic mode decomposition; Kolmogorov backward equation; Koopman spectral analysis; reduced-rder models; set oriented methods

Mathematics Subject Classification ID

37H10: Generation, random and stochastic difference and differential equations

47B33: Linear composition operators

37M25: Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.)

65P99: Numerical problems in dynamical systems

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