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Invariant Consistent Dynamic Mode Decomposition

Authors: Seenivasaharagavan, Gowtham S; Korda, Milan; Arbabi, Hassan; Mezić, Igor;

Invariant Consistent Dynamic Mode Decomposition

Abstract

Any deterministic autonomous dynamical system may be globally linearized by its' Koopman operator. This object is typically infinite-dimensional and can be approximated by the so-called Dynamic Mode Decomposition (DMD). In DMD, the central idea is to preserve a fundamental property of the Koopman operator: linearity. This work augments DMD by preserving additional properties like functional relationships between observables and consistency along geometric invariants. The first set of constraints provides a framework for understanding DMD variants like Higher-order DMD and Affine DMD. The latter set guarantees the estimation of Koopman eigen-functions with eigen-value 1, whose level sets are known to delineate invariant sets. These benefits are realized with only a minimal increase in computational cost, primarily due to the linearity of constraints.

Comment: 23 pages, 5 figures

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Keywords

Physics - Data Analysis, Statistics and Probability, Mathematics - Dynamical Systems, Mathematics - Optimization and Control

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
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