This repository contains MATLAB code for dynamic mode decomposition in continuous time using Liouville operators and occupation kernels. The code implements the methods described in
- https://link.springer.com/article/10.1007/s00332-021-09746-w (Liouville DMD -
lib/LiouvilleDMD.m
), - https://arxiv.org/abs/2101.02646 (Higher order Liouville DMD -
lib/SecondOrderLiouvilleDMD.m
), - https://epubs.siam.org/doi/10.1137/22M1475892 (Provably Convergent Liouville DMD -
lib/ConvergentLiouvilleEigenDMD.m
), - https://arxiv.org/abs/2101.02620 (Control Liouville DMD -
lib/ControlLiouvilleDMD.m
), - https://arxiv.org/abs/2309.09817 (Control Koopman DMD -
lib/ControlKoopmanDMD.m
) - https://arxiv.org/abs/2106.00106 (Kernel Perspective on Koopman DMD -
lib/KoopmanDMD.m
), and - https://arxiv.org/abs/1411.2260 (Kernel DMD by Williams et al. -
lib/WilliamsKDMD.m
).
Several examples that illustrate the use of the methods are also available in the Examples folder.
Compatibility: MATLAB R2020b or newer.