Manuel Schaller

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.

Aashutosh Sharma, Andreas Bartel, Manuel Schaller

Port-Hamiltonian systems provide a highly-structured framework for modeling of physical systems. By definition, they encode a balance equation relating energy changes to supplied and dissipated energy. Capturing this energy balance in discrete approximations is a fundamental challenge and often has been achieved by designing particular schemes such as discrete gradient methods. In this work, we propose an approach that controls the energy balance violation for port-Hamiltonian differential algebraic equations via time adaptivity using a posteriori grid refinement techniques based on the dual weighted residual method. In particular, we show how one may leverage the port-Hamiltonian structure to efficiently compute the error estimators using a dissipativity-exploiting block-Jacobi approximation. We illustrate the efficacy of the method by means of simulations of electrical circuit models.

Robin Strässer, Manuel Schaller, Karl Worthmann et al.

The Koopman operator serves as the theoretical backbone for machine learning of dynamical control systems, where the operator is heuristically approximated by extended dynamic mode decomposition (EDMD). In this paper, we propose SafEDMD, a novel stability- and feedback-oriented EDMD-based controller design framework. Our approach leverages a reliable surrogate model generated in a data-driven fashion in order to provide closed-loop guarantees. In particular, we establish a controller design based on semi-definite programming with guaranteed stabilization of the underlying nonlinear system. As central ingredient, we derive proportional error bounds that vanish at the origin and are tailored to control tasks. We illustrate the developed method by means of several benchmark examples and highlight the advantages over state-of-the-art methods.