Papers › Variance representations and convergence rates for data-driven approximations of...

Variance representations and convergence rates for data-driven approximations of Koopman operators

4 Feb 2024arXiv:2402.02494links table onlyarchive 2025-07-28

Friedrich M. Philipp, Manuel Schaller, Septimus Boshoff, Sebastian Peitz, Feliks Nüske, Karl Worthmann

The archive published only this paper's code-link row. Authors, date and abstract are from arXiv's metadata (CC0), read from the Kaggle arXiv metadata snapshot of 2026-09-12 where its title matched the archive's; the title is the archive's.

We rigorously derive novel error bounds for extended dynamic mode decomposition (EDMD) to approximate the Koopman operator for discrete- and continuous time (stochastic) systems; both for i.i.d. and ergodic sampling under non-restrictive assumptions. We show exponential convergence rates for i.i.d. sampling and provide the first superlinear convergence rates for ergodic sampling of deterministic systems. The proofs are based on novel exact variance representations for the empirical estimators of mass and stiffness matrix. Moreover, we verify the accuracy of the derived error bounds and convergence rates by means of numerical simulations for highly-complex dynamical systems including a nonlinear partial differential equation.

PaperPDFCode

Code

spectralDNS/shenfun mentioned on GitHub report

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections