Modern Koopman theory for dynamical systems
The field of dynamical systems is being transformed by the mathematical tools and
algorithms emerging from modern computing and data science. First-principles derivations …
algorithms emerging from modern computing and data science. First-principles derivations …
The mpEDMD algorithm for data-driven computations of measure-preserving dynamical systems
MJ Colbrook - SIAM Journal on Numerical Analysis, 2023 - SIAM
Koopman operators globally linearize nonlinear dynamical systems and their spectral
information is a powerful tool for the analysis and decomposition of nonlinear dynamical …
information is a powerful tool for the analysis and decomposition of nonlinear dynamical …
Rigorous data‐driven computation of spectral properties of Koopman operators for dynamical systems
MJ Colbrook, A Townsend - Communications on Pure and …, 2024 - Wiley Online Library
Koopman operators are infinite‐dimensional operators that globally linearize nonlinear
dynamical systems, making their spectral information valuable for understanding dynamics …
dynamical systems, making their spectral information valuable for understanding dynamics …
A framework for machine learning of model error in dynamical systems
The development of data-informed predictive models for dynamical systems is of
widespread interest in many disciplines. We present a unifying framework for blending …
widespread interest in many disciplines. We present a unifying framework for blending …
Ensemble Kalman methods: a mean field perspective
This paper provides a unifying mean field based framework for the derivation and analysis of
ensemble Kalman methods. Both state estimation and parameter estimation problems are …
ensemble Kalman methods. Both state estimation and parameter estimation problems are …
Kernel learning for robust dynamic mode decomposition: linear and nonlinear disambiguation optimization
PJ Baddoo, B Herrmann… - Proceedings of the …, 2022 - royalsocietypublishing.org
Research in modern data-driven dynamical systems is typically focused on the three key
challenges of high dimensionality, unknown dynamics and nonlinearity. The dynamic mode …
challenges of high dimensionality, unknown dynamics and nonlinearity. The dynamic mode …
Operator inference with roll outs for learning reduced models from scarce and low-quality data
Data-driven modeling has become a key building block in computational science and
engineering. However, data that are available in science and engineering are typically …
engineering. However, data that are available in science and engineering are typically …
Ensemble Kalman inversion for sparse learning of dynamical systems from time-averaged data
Enforcing sparse structure within learning has led to significant advances in the field of data-
driven discovery of dynamical systems. However, such methods require access not only to …
driven discovery of dynamical systems. However, such methods require access not only to …
The multiverse of dynamic mode decomposition algorithms
MJ Colbrook - arXiv preprint arXiv:2312.00137, 2023 - arxiv.org
Dynamic Mode Decomposition (DMD) is a popular data-driven analysis technique used to
decompose complex, nonlinear systems into a set of modes, revealing underlying patterns …
decompose complex, nonlinear systems into a set of modes, revealing underlying patterns …
Data assimilation in operator algebras
D Freeman, D Giannakis, B Mintz… - Proceedings of the …, 2023 - National Acad Sciences
We develop an algebraic framework for sequential data assimilation of partially observed
dynamical systems. In this framework, Bayesian data assimilation is embedded in a …
dynamical systems. In this framework, Bayesian data assimilation is embedded in a …