{"title":"Estimation of the Koopman Generator by Newton's Extrapolation","authors":"R. Sechi, A. Sikorski, Marcus Weber","doi":"10.1137/20M1333006","DOIUrl":null,"url":null,"abstract":"This article addresses the problem of estimating the Koopman generator of a Markov process. The direct computation of the infinitesimal generator is not easy because of the discretization of the st...","PeriodicalId":313703,"journal":{"name":"Multiscale Model. Simul.","volume":"839 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Multiscale Model. Simul.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1137/20M1333006","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
This article addresses the problem of estimating the Koopman generator of a Markov process. The direct computation of the infinitesimal generator is not easy because of the discretization of the st...
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