Continuous Time DMD (the REAL way) @JoelRosenfeld
Continuous Time DMD (the REAL way)  @JoelRosenfeld
Uploaded May 2021 | Updated September 2026, 18 hours ago
Get rid of the Koopman operator and discretizations of continuous time systems. Koopman operators are suited for discrete time systems, and there is a small number of continuous time systems that can actually be discretized. Instead, we use Liouville operators (sometimes called "Koopman Generators" when discretization is possible) and Occupation Kernels to make a routine for Dynamic Mode Decomposition that doesn't impose the additional assumption of forward invariance on your system.

And IT WORKS! You can find a breakdown of the MATLAB code at the end of the video.

Code Link: bitbucket.org/joelrosenfeld/continuous-occupation-kernel-dmd

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0:00 Start and Media
0:48 Introduction
2:30 Summer Plans
4:53 Occupation Kernels and Liouville Operators
7:22 Eigenfunctions for Liouville Operators
9:30 The DMD Algorithm for Continuous Time Systems
17:28 MATLAB Discussion
21:05 MATLAB Code
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Continuous Time DMD (the REAL way)

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