Dynamic Mode Decomposition for Continuous Time Systems with the Liouville Operator

نویسندگان

چکیده

Dynamic mode decomposition (DMD) has become synonymous with the Koopman operator, where continuous time dynamics are discretized and examined using (i.e. composition) operators. Using newly introduced “occupation kernels,” present manuscript develops an approach to DMD that treats directly through Liouville operator. This outlines technical theoretical differences between Koopman-based for discrete systems Liouville-based systems, which includes examination of operators over several reproducing kernel Hilbert spaces. While modally unbounded, this introduces concept a scaled which, many dynamical is compact operator native space exponential dot product kernel. Compactness allows norm convergence DMD, decided advantage DMD.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Online dynamic mode decomposition for time-varying systems

Dynamic mode decomposition (DMD) is a popular technique for modal decomposition, flow analysis, and reduced-order modeling. In situations where a system is time varying, one would like to update the system’s description online as time evolves. This work provides an efficient method for computing DMD in real time, updating the approximation of a system’s dynamics as new data becomes available. T...

متن کامل

Entropy operator for continuous dynamical systems of finite topological entropy

In this paper we introduce the concept of entropy operator for continuous systems of finite topological entropy. It is shown that it generates the Kolmogorov entropy as a special case. If $phi$ is invertible then the entropy operator is bounded with the topological entropy of $phi$ as its norm.

متن کامل

Dynamic correlations at different time-scales with Empirical Mode Decomposition

The Empirical Mode Decomposition (EMD) provides a tool to characterize time series in terms of its implicit components oscillating at different time-scales. We apply this decomposition to intraday time series of the following three financial indices: the S&P 500 (USA), the IPC (Mexico) and the VIX (volatility index USA), obtaining time-varying multidimensional cross-correlations at different ti...

متن کامل

entropy operator for continuous dynamical systems of finite topological entropy

in this paper we introduce the concept of entropy operator for continuous systems of finite topological entropy. it is shown that it generates the kolmogorov entropy as a special case. if $phi$ is invertible then the entropy operator is bounded with the topological entropy of $phi$ as its norm.

متن کامل

Randomized Dynamic Mode Decomposition

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations. They are able to ease the computational challenges arising in the area of ‘big data’. The idea is to derive from the high-dimensional input matrix a smaller matrix, which is then used to effi...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Nonlinear Science

سال: 2021

ISSN: ['0938-8974', '1432-1467']

DOI: https://doi.org/10.1007/s00332-021-09746-w