A data-driven framework for Koopman semigroup estimation in stochastic dynamical systems
Bibliographic record
Abstract
We present Stochastic Dynamic Mode Decomposition (SDMD), a novel data-driven framework for approximating the Koopman semigroup in stochastic dynamical systems. Unlike existing approaches, SDMD explicitly incorporates sampling time into its formulation to ensure numerical stability and precision in the presence of noise. By directly approximating the Koopman semigroup rather than its generator, SDMD avoids computationally expensive matrix exponential calculation, providing a more practically efficient pathway for analyzing stochastic dynamics. The framework also leverages neural networks for automated basis selection, minimizing manual effort while preserving computational efficiency. We establish SDMD's theoretical foundations through rigorous convergence guarantees across three critical limits in order: large data, infinitesimal sampling time, and increasing dictionary size. Numerical experiments on canonical stochastic systems including oscillatory system, mean-reverting processes, metastable system, and a neural mass model demonstrate SDMD's effectiveness in capturing the spectral properties of the Koopman semigroup, even in systems with complex random behavior.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.002 | 0.007 |
| Meta-epidemiology (narrow) | 0.001 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.001 |
| Bibliometrics | 0.001 | 0.000 |
| Science and technology studies | 0.000 | 0.001 |
| Scholarly communication | 0.001 | 0.001 |
| Open science | 0.001 | 0.002 |
| Research integrity | 0.001 | 0.002 |
| Insufficient payload (model declined to judge) | 0.002 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".