activity
20192024
most citedData-driven approximation of the Koopman generator: Model reduction, system identification, and control

274 citations · 282 across the 7 of their papers we have counts for

collaborators

7 papers

math.PR2024

Invariance of Gaussian RKHSs under Koopman operators of stochastic differential equations with constant matrix coefficients

Friedrich Philipp, Manuel Schaller, Karl Worthmann +2

We consider the Koopman operator semigroup associated with stochastic differential equations of the form with constant matrices and…

math.DS2024★ 2 cited

Variance representations and convergence rates for data-driven approximations of Koopman operators

Friedrich M. Philipp, Manuel Schaller, Septimus Boshoff +3

We rigorously derive novel error bounds for extended dynamic mode decomposition (EDMD) to approximate the Koopman operator for discrete- and continuous time (stochastic) systems; b…

math.DS2023★ 4 cited

Error analysis of kernel EDMD for prediction and control in the Koopman framework

Friedrich Philipp, Manuel Schaller, Karl Worthmann +2

Extended Dynamic Mode Decomposition (EDMD) is a popular data-driven method to approximate the Koopman operator for deterministic and stochastic (control) systems. This operator is…

math.DS2023★ 1 cited

Equivariance and partial observations in Koopman operator theory for partial differential equations

Sebastian Peitz, Hans Harder, Feliks Nüske +3

The Koopman operator has become an essential tool for data-driven analysis, prediction and control of complex systems. The main reason is the enormous potential of identifying line…

math.DS2023★ 1 cited

Error bounds for kernel-based approximations of the Koopman operator

Friedrich Philipp, Manuel Schaller, Karl Worthmann +2

We consider the data-driven approximation of the Koopman operator for stochastic differential equations on reproducing kernel Hilbert spaces (RKHS). Our focus is on the estimation…

math.OC2022

Towards reliable data-based optimal and predictive control using extended DMD

Manuel Schaller, Karl Worthmann, Friedrich Philipp +2

While Koopman-based techniques like extended Dynamic Mode Decomposition are nowadays ubiquitous in the data-driven approximation of dynamical systems, quantitative error estimates…

math.DS2019★ 274 cited

Data-driven approximation of the Koopman generator: Model reduction, system identification, and control

Stefan Klus, Feliks Nüske, Sebastian Peitz +3

We derive a data-driven method for the approximation of the Koopman generator called gEDMD, which can be regarded as a straightforward extension of EDMD (extended dynamic mode deco…