{"title":"用牛顿外推法估计库普曼发生器","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":"{\"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}","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}
Estimation of the Koopman Generator by Newton's Extrapolation
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...