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A Koopman Operator Tutorial with Othogonal Polynomials (2111.07485v2)
Published 15 Nov 2021 in math.NA, cs.NA, and math.AP
Abstract: The Koopman Operator (KO) offers a promising alternative methodology to solve ordinary differential equations analytically. The solution of the dynamical system is analyzed in terms of observables, which are expressed as a linear combination of the eigenfunctions of the system. Coefficients are evaluated via the Galerkin method, using Legendre polynomials as a set of orthogonal basis functions. This tutorial provides a detailed analysis of the Koopman theory, followed by a rigorous explanation of the KO implementation in a computer environment, where a line-by-line description of a MATLAB code solves the Duffing oscillator application.