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20082026
most citedData-driven model reduction and transfer operator approximation

267 citations · 1.1k across the 40 of their papers we have counts for

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25 papers · 1 filter

math.DS2023

A dynamic -Laplacian

Alvaro de Diego Unanue, Gary Froyland, Oliver Junge +1

We generalise the dynamic Laplacian introduced in (Froyland, 2015) to a dynamic -Laplacian, in analogy to the generalisation of the standard -Laplacian to the standard -La…

math.DS2023

A Koopman-Takens theorem: Linear least squares prediction of nonlinear time series

Péter Koltai, Philipp Kunde

The least squares linear filter, also called the Wiener filter, is a popular tool to predict the next element(s) of time series by linear combination of time-delayed observations.…

math.DS2023

Continuous-time extensions of discrete-time cocycles

Robin Chemnitz, Maximilian Engel, Péter Koltai

We consider linear cocycles taking values in driven by homeomorphic transformations of a smooth manifold, in discrete and continuous time. We show that…

math.DS2021

Data-driven modelling of nonlinear dynamics by barycentric coordinates and memory

Niklas Wulkow, Péter Koltai, Vikram Sunkara +1

We present a numerical method to model dynamical systems from data. We use the recently introduced method Scalable Probabilistic Approximation (SPA) to project points from a Euclid…

math.DS2021

Optimal Reaction Coordinates: Variational Characterization and Sparse Computation

Andreas Bittracher, Mattes Mollenhauer, Péter Koltai +1

Reaction Coordinates (RCs) are indicators of hidden, low-dimensional mechanisms that govern the long-term behavior of high-dimensional stochastic processes. We present a novel and…

math.DS2021★ 18 cited

Detecting the birth and death of finite-time coherent sets

Gary Froyland, Péter Koltai

Finite-time coherent sets (FTCSs) are distinguished regions of phase space that resist mixing with the surrounding space for some finite period of time; physical manifestations inc…

math.DS2020★ 5 cited

Memory-based reduced modelling and data-based estimation of opinion spreading

Niklas Wulkow, Péter Koltai, Christof Schütte

We investigate opinion dynamics based on an agent-based model, and are interested in predicting the evolution of the percentages of the entire agent population that share an opinio…

math.DS2020★ 32 cited

Extending Transition Path Theory: Periodically-Driven and Finite-Time Dynamics

Luzie Helfmann, Enric Ribera Borrell, Christof Schütte +1

Given two distinct subsets in the state space of some dynamical system, Transition Path Theory (TPT) was successfully used to describe the statistical behavior of transitions…

math.DS2019

Targets and Holes

P. Giulietti, P. Koltai, S. Vaienti

We address the extreme value problem of a one-dimensional dynamical system approaching a fixed target while constrained to avoid a fixed set which can be thought of as a small hole…

math.DS2019

Dimensionality Reduction of Complex Metastable Systems via Kernel Embeddings of Transition Manifolds

Andreas Bittracher, Stefan Klus, Boumediene Hamzi +2

We present a novel kernel-based machine learning algorithm for identifying the low-dimensional geometry of the effective dynamics of high-dimensional multiscale stochastic systems.…

math.DS2019★ 1 cited

Revealing the intrinsic geometry of finite dimensional invariant sets of infinite dimensional dynamical systems

Raphael Gerlach, Péter Koltai, Michael Dellnitz

Embedding techniques allow the approximations of finite dimensional attractors and manifolds of infinite dimensional dynamical systems via subdivision and continuation methods. The…

math.DS2019

Computation and optimal perturbation of finite-time coherent sets for aperiodic flows without trajectory integration

Gary Froyland, Péter Koltai, Martin Stahn

Understanding the macroscopic behavior of dynamical systems is an important tool to unravel transport mechanisms in complex flows. A decomposition of the state space into coherent…

math.DS2019

Spectral Properties of Effective Dynamics from Conditional Expectations

Feliks Nüske, Péter Koltai, Lorenzo Boninsegna +1

The reduction of high-dimensional systems to effective models on a smaller set of variables is an essential task in many areas of science. For stochastic dynamics governed by diffu…

math.DS2019★ 12 cited

Network Measures of Mixing

Ralf Banisch, Péter Koltai, Kathrin Padberg-Gehle

Transport and mixing processes in fluid flows can be studied directly from Lagrangian trajectory data, such as obtained from particle tracking experiments. Recent work in this cont…

math.DS2018★ 32 cited

Optimal data-driven estimation of generalized Markov state models for non-equilibrium dynamics

Péter Koltai, Hao Wu, Frank Noé +1

There are multiple ways in which a stochastic system can be out of statistical equilibrium. It might be subject to time-varying forcing; or be in a transient phase on its way towar…

math.DS2017

Diffusion maps tailored to arbitrary non-degenerate Ito processes

Ralf Banisch, Zofia Trstanova, Andreas Bittracher +2

We present two generalizations of the popular diffusion maps algorithm. The first generalization replaces the drift term in diffusion maps, which is the gradient of the sampling de…

math.DS2017★ 12 cited

From large deviations to semidistances of transport and mixing: coherence analysis for finite Lagrangian data

Péter Koltai, D. R. Michiel Renger

One way to analyze complicated non-autonomous flows is through trying to understand their transport behavior. In a quantitative, set-oriented approach to transport and mixing, fini…

math.DS2017★ 58 cited

Transition manifolds of complex metastable systems: Theory and data-driven computation of effective dynamics

Andreas Bittracher, Péter Koltai, Stefan Klus +3

We consider complex dynamical systems showing metastable behavior but no local separation of fast and slow time scales. The article raises the question of whether such systems exhi…

math.DS2017★ 267 cited

Data-driven model reduction and transfer operator approximation

Stefan Klus, Feliks Nüske, Péter Koltai +4

In this review paper, we will present different data-driven dimension reduction techniques for dynamical systems that are based on transfer operator theory as well as methods to ap…

math.DS2016★ 100 cited

Understanding the geometry of transport: diffusion maps for Lagrangian trajectory data unravel coherent sets

Ralf Banisch, Péter Koltai

Dynamical systems often exhibit the emergence of long-lived coherent sets, which are regions in state space that keep their geometric integrity to a high extent and thus play an im…

math.DS2015★ 179 cited

On the numerical approximation of the Perron-Frobenius and Koopman operator

Stefan Klus, Péter Koltai, Christof Schütte

Information about the behavior of dynamical systems can often be obtained by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with a dynami…

math.DS2015★ 26 cited

Estimating long-term behavior of periodically driven flows without trajectory integration

Gary Froyland, Péter Koltai

Periodically driven flows are fundamental models of chaotic behavior and the study of their transport properties is an active area of research. A well-known analytic construction i…

math.DS2015★ 5 cited

Pseudo generators for under-resolved molecular dynamics

Andreas Bittracher, Carsten Hartmann, Oliver Junge +1

Many features of a molecule which are of physical interest (e.g. molecular conformations, reaction rates) are described in terms of its dynamics in configuration space. This articl…

math.DS2014★ 4 cited

Pseudo generators of spatial transfer operators

Andreas Bittracher, Péter Koltai, Oliver Junge

Metastable behavior in dynamical systems may be a significant challenge for a simulation based analysis. In recent years, transfer operator based approaches to problems exhibiting…