Friedrich Philipp

Philipp Schmitz, Lea Bold, Friedrich M. Philipp et al.

The Koopman operator and extended dynamic mode decomposition (EDMD) as a data-driven technique for its approximation have attracted considerable attention as a key tool for modeling, analysis, and control of complex dynamical systems. However, extensions towards control-affine systems resulting in bilinear surrogate models are prone to demanding data requirements rendering their applicability intricate. In this paper, we propose a framework for data-fitting of control-affine mappings to increase the robustness margin in the associated system identification problem and, thus, to provide reliable bilinear EDMD schemes. In particular, guidelines for input selection based on subspace angles are deduced such that a desired threshold with respect to the minimal singular value is ensured. Moreover, we derive necessary and sufficient conditions of optimality for maximizing the minimal singular value. Further, we demonstrate the usefulness of the proposed approach using bilinear EDMD with control for nonholonomic robots.

Sebastian Peitz, Hans Harder, Feliks Nüske et al.

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 linear function space representations of nonlinear dynamics from measurements. This equally applies to ordinary, stochastic, and partial differential equations (PDEs). Until now, with a few exceptions only, the PDE case is mostly treated rather superficially, and the specific structure of the underlying dynamics is largely ignored. In this paper, we show that symmetries in the system dynamics can be carried over to the Koopman operator, which allows us to significantly increase the model efficacy. Moreover, the situation where we only have access to partial observations (i.e., measurements, as is very common for experimental data) has not been treated to its full extent, either. Moreover, we address the highly-relevant case where we cannot measure the full state, where alternative approaches (e.g., delay coordinates) have to be considered. We derive rigorous statements on the required number of observables in this situation, based on embedding theory. We present numerical evidence using various numerical examples including the wave equation and the Kuramoto-Sivashinsky equation.

Maximiliano Hertel, Friedrich M. Philipp, Manuel Schaller et al.

We prove $L^\infty$-error bounds for kernel extended dynamic mode decomposition (kEDMD) approximants of the Koopman operator for stochastic dynamical systems. To this end, we establish Koopman invariance of suitably chosen reproducing kernel Hilbert spaces and provide an in-depth analysis of the pointwise error in terms of the data points. The latter is split into two parts by showing that kEDMD for stochastic systems involves a kernel regression step leading to a deterministic error in the fill distance as well as Monte Carlo sampling to approximate unknown expected values yielding a probabilistic error in terms of the number of samples. We illustrate the derived bounds by means of Langevin-type stochastic differential equations involving a nonlinear double-well potential.