/Residual-Dynamic-Mode-Decomposition

Code for ResDMD: data-driven spectral properties of Koopman Operators

Primary LanguageMATLABBSD 2-Clause "Simplified" LicenseBSD-2-Clause

Residual-Dynamic-Mode-Decomposition

Computation of spectral properties of Koopman operators associated with discrete-time autonomous dynamical systems. Highlights include: verified computation of spectra with error control and computation of spectral measures with explicit high-order convergence.

This repository will grow as further papers are written and if you are interested in collaborating, please get in touch at: m[dot]colbrook[at]damtp.cam.ac.uk

Code for the papers:

  1. M.J. Colbrook, A. Townsend, "Rigorous data-driven computation of spectral properties of Koopman operators for dynamical systems" in "Examples_gallery_1". Paper can be found here: http://www.damtp.cam.ac.uk/user/mjc249/pdfs/RigorousKoopman.pdf

  2. M.J. Colbrook, L. Ayton, M. Szőke, "Residual Dynamic Mode Decomposition: Robust and verified Koopmanism" in "Examples_gallery_2". Paper can be found here: http://www.damtp.cam.ac.uk/user/mjc249/pdfs/residual-dynamic-mode-decomposition-robust-and-verified-koopmanism.pdf

The code includes "main_routines" that are used across the papers (see that subfolder for the additional README file). Each paper has a gallery of examples.

Datasets (needed for some of the examples) can be found here: https://www.dropbox.com/sh/xj59e5in7dfsobi/AAAfkxqa1x9WFSTgrvqoqqRqa?dl=0

Some of the code also makes use of Chebfun, which can be found at https://www.chebfun.org/.