Low-Order Continuous-Time Koopman Operator Learning via Physics-Informed Neural Networks

Abstract

One of the main objectives in control theory is to obtain a linear representation of inherently nonlinear systems in order to leverage the analytical and theoretical tools developed for linear systems. In this context, the Koopman operator has attracted increasing interest in recent years.Koopman operator theory provides a framework in which nonlinear dynamical systems are represented by a linear operator acting on an infinite-dimensional Hilbert space. Since such an infinite-dimensional representation is not numerically tractable, numerous finite-dimensional approximation methods have been proposed. These approaches typically rely on time-series data and include extended dynamic mode decomposition as well as deep learning–based variants. In this paper, we propose an original machine-learning-based approach for the synthesis of a fixed-dimensional Koopman approximant (lifting) of continuous-time nonlinear systems. A differential state-space representation of the system (as opposed to a recurrent state model) is assumed to be available through its vector field (f). The proposed encoder departs from conventional approaches in that it does not directly output the current latent state, but instead generates samples of the latent trajectory evaluated at user-defined time instants (temporal discretization). This formulation enables the integration into the learning process of Physical & Latent Continuous Losses, enforcing consistency between the physical dynamics and the Koopman dynamics, as well as Physical & Latent Boundary Losses, ensuring consistency with the prescribed initial conditions. In parallel, we introduce a structural stability constraint on the Koopman operator. The effectiveness of the proposed methodology is demonstrated through the analysis and simulation of two polynomial dynamical systems.