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This overview introduces Koopman operator theory as a framework for analyzing data-driven nonlinear dynamical systems. It covers Koopman eigenfunctions, invariant subspaces, finite-dimensional linear embeddings, and the connection to dynamic mode decomposition.
Syllabus
Intro
Open Problems, Key Challenges, Emerging Techniques
Dynamical Systems: Koopman and Operators
Example: Koopman Linear Embedding
Example: No easy closure
Koopman Eigenfunctions Define Invariant Subspaces
Dynamic Mode Decomposition (DMD)
Taught by
Steve Brunton