Tensor-based computation of the Koopman generator via operator logarithm
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Abstract (arXiv)
Identifying governing equations of nonlinear dynamical systems from data is challenging. While sparse identification of nonlinear dynamics (SINDy) and its extensions are widely used for system identification, operator-logarithm approaches use the logarithm to avoid time differentiation, enabling larger sampling intervals. However, they still suffer from the curse of dimensionality. Then, we propose a data-driven method to compute the Koopman generator in a low-rank tensor train (TT) format by taking logarithms of Koopman eigenvalues while preserving the TT format. Experiments on 4-dimensional Lotka-Volterra and 10-dimensional Lorenz-96 systems show accurate recovery of vector field coefficients and scalability to higher-dimensional systems.
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References · 6
- 2021Modern Koopman Theory for Dynamical Systemscited by 269
- 2019Data-driven approximation of the Koopman generator: Model reduction, system identification, and controlcited by 85
- 2017Sparse learning of stochastic dynamic equationscited by 76
- 2017Koopman-based lifting techniques for nonlinear systems identificationcited by 18
- 2019Tensor-based computation of metastable and coherent setscited by 4
- 2022A Sampling Theorem for Exact Identification of Continuous-time Nonlinear Dynamical Systemscited by 2
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