REVIEW 2 major objections 5 minor 25 references
WEDMD makes Koopman generator estimation exact on linear systems and noise-robust on nonlinear ones by replacing pointwise derivatives with temporal averaging.
Reviewed by Pith at T0; open to challenge. T0 means a machine referee read the full paper against a public rubric. the ladder, T0–T4 →
T0 review · deepseek-v4-flash
2026-08-01 01:00 UTC pith:II4H6HIP
load-bearing objection WEDMD is a sensible weak-form twist on EDMD with a clean linear exactness proof and a real SDE variance result, but the unproven full-rank assumption on G and the lack of benchmarks against related methods keep it from being a finished paper. the 2 major comments →
Weak-form Extended Dynamic Mode Decomposition
The pith
A machine-rendered reading of the paper's core claim, the machinery that carries it, and where it could break.
Core claim
On the paper's own terms, WEDMD establishes that a weak Galerkin temporal form applied to the Koopman eigenvalue equation yields a generalized eigenproblem λGw = -Dw, where G and D are built from dictionary observables and test functions and their derivatives. For a linear system ẏ = Ay with canonical linear observables, the identity D = -ΛG holds analytically, so the computed spectrum is exactly the spectrum of e^{At} up to quadrature and noise. The same weak form acts as a low-pass filter on noise: variances of G and D depend only on filtered data correlations. For nonlinear systems, the method is a Galerkin approximation that makes the closure residual orthogonal to the test functions, an
What carries the argument
The central object is the pencil λGw = -Dw, built from a dictionary of observables Θ(y) and compactly supported bump test functions ψ_k(t) whose support width r is chosen by minimizing a per-mode reconstruction error E_c(r). Integration by parts replaces the derivative ẏ·∇φ with -φ dψ/dt, so no derivative estimation is needed; G and D are discrete Trapezoid-rule integrals Ψ_dΘ_d and Ψ̇_dΘ_d. For linear systems the identity D = -ΛG makes the pencil exact, and the Moore-Penrose pseudoinverse G^{-P} converts it to a standard eigenvalue problem. The support parameter r is tuned by changepoint detection and error minimization, which is what allows a small accurate subset of modes to be identified
Load-bearing premise
The method assumes the Gram matrix G has full column rank and that the finite monomial dictionary is nearly closed under the generator; the paper leaves the full-rank condition as a plausible but unproved statement, and for nonlinear dictionaries the weak form actually estimates a stochastic backward generator rather than the deterministic one.
What would settle it
Take a linear system ẏ = Ay with known diagonalizable A, sample clean data y_j = e^{A j δt} x, and run WEDMD with the canonical linear dictionary and sufficiently small δt. If any computed eigenvalue differs from an eigenvalue of A by more than the Trapezoid quadrature error, the exactness claim fails. Conversely, a negative control with a deliberately rank-deficient dictionary (e.g., duplicate or linearly dependent observables) should produce G singular and spurious eigenpairs; if the pseudoinverse still returns the true spectrum, the full-rank assumption is not actually load-bearing.
If this is right
- On linear deterministic systems, WEDMD recovers the exact Koopman operator e^{At}; the only remaining errors are quadrature and noise, and the weak form suppresses noise by averaging.
- The method avoids explicit differentiation, removing the variance-amplification problem of pointwise generator estimation; for additive Gaussian noise this keeps spectra and forecasts stable even at σ = 0.1.
- For nonlinear attractors, a simple reconstruction-error filter picks out a small set of accurate Koopman modes, giving reduced-order models with errors near 1% on clean Duffing and Van der Pol data.
- The averaging interpretation extends to linear stochastic systems: process noise enters only through zero-mean fluctuations for linear observables, so the weak-form operators depend on filtered correlations rather than instantaneous noisy derivatives.
- For stochastic dynamics with nonlinear dictionaries, the weak form estimates the Kolmogorov backward generator of the stochastic process rather than the deterministic Koopman generator, delimiting when deterministic forecasting is possible.
Where Pith is reading between the lines
- A natural testable extension is to use the same temporal weak form with adaptive or learned dictionaries, which could close the gap between the finite-dictionary Galerkin approximation and true Koopman invariance.
- The Itô-correction distinction identified for SDEs suggests WEDMD could be deliberately repurposed as a data-driven estimator of the Kolmogorov backward generator from stochastic trajectories, rather than treating stochasticity only as noise to remove.
- The reliance on full column rank of G suggests a practical diagnostic: monitor the condition number of G and adapt r, p, or the dictionary until it stabilizes, turning a heuristic hyperparameter choice into a data-driven criterion.
- Since the method needs no sparsity promotion, it may combine naturally with dictionary pruning based on reconstruction error, yielding interpretable reduced-order Koopman models for high-dimensional systems.
Editorial analysis
A structured set of objections, weighed in public.
Referee Report
Summary. The paper introduces WEDMD, a weak-form variant of EDMD for estimating the Koopman generator from time series. Observables are expanded in a monomial dictionary; the generator eigenvalue problem is integrated against compactly supported test functions to form the pencil λGw = -Dw, which is then reduced to a standard eigenvalue problem via the pseudoinverse of G. The authors prove that for linear deterministic systems with canonical observables the matrices satisfy D = -GΛ exactly up to quadrature, and they show for linear SDEs that the variances of G and D are governed by filtered covariance integrals, supporting a low-pass filtering interpretation. For nonlinear Duffing and Van der Pol examples, they demonstrate that filtering computed modes by reconstruction error yields good reduced-order forecasts under additive noise. The paper is clearly written and the numerical studies are thoughtfully designed, but the rank condition underpinning the pseudoinverse step is left as a conjecture without verification.
Significance. WEDMD is a promising methodological contribution: avoiding explicit derivative estimation is valuable, and the linear-SDE variance calculation is a concrete, useful theoretical result. The linear exactness argument is elegant and self-contained. The numerical evidence for mode filtering and forecasting is compelling in the additive-noise regime. However, the central reduction depends on full column rank of G, a condition that is neither proved nor empirically checked (K+1 is never reported), so the theoretical guarantees do not yet cover the practical algorithm. The residual-convergence argument in §2.2 is also heuristic. These gaps are fixable and do not invalidate the overall approach.
major comments (2)
- [Section 2.1, Eq. λGw = -Dw and pseudoinverse reduction] The reduction to G^{-P}Dw = -λw is justified only if G has full column rank, but the paper only conjectures this ('it should be possible to choose r, s, and p to ensure G has full rank'). In the linear exactness argument of §2.3, D = -GΛ termwise turns the pencil into (λI - Λ)Gw = 0; if G is rank-deficient, any w ∈ null(G) produces a spurious eigenvalue, so 'we should get the exact Koopman operator e^{At}' fails even with noiseless data and zero quadrature error. The numerical sections never report K+1, so the reader cannot tell whether the experiments actually operated in the full-rank regime. The authors should either prove the rank condition under explicit assumptions on r, s, p and the trajectory, or replace the pseudoinverse step with a truncated-SVD/regularized formulation and prove a perturbation bound.
- [Section 2.2, residual-convergence argument] The claim that taking r → 0+ while letting centers pass to a continuum limit 'essentially eliminate[s] the residual' is heuristic rather than a proof. The text itself concedes this is 'an infinite resolution data result.' The argument interchanges a limit in r with a continuum limit in K and assumes a dominated-convergence statement for the residual that is not established. Since the choice of r is a central hyperparameter and Algorithm 1 selects it by minimizing E_c(r), the theoretical convergence statement needs either a precise theorem with commuting limits or a clear demotion to a plausibility argument. As written, this is load-bearing for the claim that the weak form 'provides a systematic means of controlling approximation error.'
minor comments (5)
- [Section 2.1] The sentence 'G^{-P} is the Moore-Penrose pseudoinverse of D' should read 'of G'; also the notation G^{-P} is not defined.
- [Algorithm 1] p is initialized in step 1 but immediately overwritten in step 4; clarify the role of each step.
- [Sections 3.1 and 3.2] Report K+1 (or r, s, p and N_T) so that the full-rank condition can be checked by the reader.
- [Section 2.2] The displayed limit '=0 R(t,x)Λ ∫...' appears to have a missing equality/line break; please re-set the equation.
- [Figures 3 and 8] Panels are referenced as (a)-(f) in the text, but the captions do not describe all panels; please expand the captions.
Circularity Check
No central circularity: the linear exactness proof and SDE filtering analysis are self-contained. One low-level data-leakage step: the support radius r and mode-filter thresholds are chosen by minimizing errors over the full trajectory, including the interval later reported as 'prediction'.
specific steps
-
fitted input called prediction
[Section 2.4 and Algorithm 1; Section 3.1 (Damped Duffing)]
"Ec(r) measures the relative accuracy to which a given eigenvector and eigenvalue act as Koopman eigenfunctions and values over the length of the time series. We then determine r by minimizing Ec(r). ... we select those modes (wl, λl) such that E5,l < .1 ... To test this, we generate modes using data for 0≤t≤18 and then use our reduced mode model to predict dynamics from 18≤t≤20."
The hyperparameter r and the mode-selection threshold are chosen by minimizing reconstruction errors E_c(r)/E_l computed over the entire trajectory 0≤t≤t_f, which includes the forecast interval 18≤t≤20 (and analogously for the other experiments). The modes are then fit on 0≤t≤18 and the error on 18≤t≤20 is reported as a prediction. Because the selection criterion already used the test interval, the reported forecast error is partially in-sample; the 'prediction' is statistically forced by the same data rather than being an independent out-of-sample check. This affects the forecasting validation, not the analytic claims of the paper.
full rationale
The central derivation is not circular. In Section 2.3 the paper proves, for linear deterministic systems with the canonical dictionary, that Dkn = −λnGkn termwise from the exact flow y(t)=e^{At}x. The pencil λGw=−Dw then reduces by linear algebra to eigenpairs of Λ provided G has full column rank. That rank condition is asserted only as 'it should be possible to choose r, s, and p to ensure G has full rank' (Section 2.1), which is an omitted proof and a genuine correctness risk (the skeptic's rank-deficiency scenario is real), but it is not a circular reduction: no fitted parameter is inserted into the derivation, and D = −GΛ is obtained from the assumed dictionary, not assumed as the desired answer. The stochastic filtering analysis in Section 2.3 is similarly self-contained, and the paper explicitly flags the Itô-correction limitation for nonlinear dictionaries. Self-citations to WSINDy work ([17], [18]) are used only for the bump-function ansatz and the initial changepoint estimate of r; they are methodological and not load-bearing for the exactness or closure theorems. The one genuine circularity in the paper is in the forecasting validation: r and the mode-filtering thresholds are chosen by minimizing errors computed over the full trajectory, including the interval later reported as 'prediction', so the reported forecast quality is partly in-sample. This is a minor, localized issue and does not undermine the main analytic results; hence the low score.
Axiom & Free-Parameter Ledger
free parameters (4)
- test-function support radius r =
not tabulated; selected by changepoint detection then minimizing E_c(r)
- mode filtering threshold =
E<0.1 clean Duffing/VdP, E<1 additive noise, E<2 Duffing SDE
- dictionary degree N_ord =
3, 4, 5, and 6 in different runs
- test-function overlap and edge parameters s, τ_l =
not specified in text
axioms (5)
- domain assumption Finite monomial dictionary Θ(x) well-approximates the relevant Koopman eigenfunctions (dictionary closure).
- ad hoc to paper The data Gram matrix G has full column rank, allowing the pseudoinverse eigenvalue problem.
- domain assumption The ordinary chain rule applies even for stochastic data; for nonlinear dictionaries the Itô correction is treated as a shift to the Kolmogorov backward generator.
- domain assumption Quadrature error from the trapezoid rule and discretization is negligible relative to the approximation error.
- standard math Linear systems considered are diagonalizable, A = VΛV^{-1}.
read the original abstract
In this work, we develop a weak-form version of Extended Dynamic Mode Decomposition that we call WEDMD. We establish a number of analytic results about the method and show explicitly how the weak form is able to mitigate the impacts of noise in linear stochastic differential equations. In nonlinear systems, we likewise show how the method is able to generate excellent approximations to Koopman modes without making recourse to sparsity promoting approaches. This excellent approximation property allows for meaningful forecasting even in the presence of noisy data.
Figures
Reference graph
Works this paper leans on
-
[1]
D. J. Alford-Lago, C. W. Curtis, A. T. Ihler, and O. Issan , Deep learning enhanced dynamic mode decomposition , Chaos, 32 (2022), p. 033116
2022
-
[2]
Azencot, N
O. Azencot, N. B. Erichson, V. Lin, and M. W. Mahoney , Forecasting sequential data using consistent koopman autoencoders , in Proceedings of the 37 th International Conference on Machine Learning (ICML), 2020, pp. 475--485
2020
-
[3]
W. Bennett, R. G. McClarren, E. Smith, and M. Derman , Weak-dmd: A galerkin approach to the problem of noise in the dynamic mode decomposition algorithm , arXiv preprint arXiv:2604.14350, (2026)
Pith/arXiv arXiv 2026
-
[4]
Berkooz, P
G. Berkooz, P. J. Holmes, J. Lumley, and C. W. Rowley , Turbulence, Coherent Structures, Dynamical Systems, and Symmetry , Cambridge University Press, Cambridge, UK, 2012
2012
-
[5]
D. M. Bortz, D. A. Messenger, and V. Dukic , Direct estimation of parameters in ode models using WENDy : Weak-form estimation of nonlinear dynamics , Bull. Math. Biol., 85 (2023), p. 110
2023
-
[6]
S. L. Brunton, M. Budi s i\' c , E. Kaiser, and J. N. Kutz , Modern koopman theory for dynamical systems , SIAM Rev., 64 (2022), pp. 229--340
2022
-
[7]
S. L. Brunton, J. L. Proctor, and J. N. Kutz , Discovering governing equations from data by sparse identification of nonlinear dynamical systems , Proc. Natl. Acad. Sci. USA, 113 (2016), pp. 3932--3937
2016
-
[8]
M. J. Colbrook, A. Herwig, and J. N. Kutz , PRONE : Petrov--Galerkin operator learning unifies DMD , SINDy & Koopmanism , arXiv:2606.27982, (2026)
Pith/arXiv arXiv 2026
-
[9]
C. W. Curtis, D. Jay Alford-Lago, E. Bollt, and A. Tuma , Machine learning enhanced hankel dynamic-mode decomposition , Chaos, 33 (2023), p. 083133
2023
-
[10]
Kaheman, S
K. Kaheman, S. L. Brunton, and J. N. Kutz , Physics-informed machine learning for nonlinear partial differential equations and dynamical systems , Phys. Rev. E, 101 (2020), p. 033302
2020
-
[11]
Kaheman, J
K. Kaheman, J. N. Kutz, and S. L. Brunton , SIND y- PI : A robust algorithm for parallel implicit sparse identification of nonlinear dynamics , Proc. A, 477 (2021), p. 20200232
2021
-
[12]
Kaiser, J
E. Kaiser, J. N. Kutz, and S. L. Brunton , Data-driven discovery of koopman eigenfunctions for control , Mach. Learn. Sci. Technol., 2 (2021), p. 035023
2021
-
[13]
S. Klus, F. Nüske, S. Peitz, J.-H. Niemann, C. Clementi, and C. Schütte , Data-driven approximation of the koopman generator: Model reduction, system identification, and control , Phys. D, 406 (2020), p. 132416
2020
-
[14]
J. N. Kutz, S. L. Brunton, B. W. Brunton, and J. L. Proctor , Dynamic Mode Decomposition: Data-Driven Modeling of Complex Systems , SIAM, Philadelphia, 2016
2016
-
[15]
Lasota and M
A. Lasota and M. C. Mackey , Chaos, Fractals, and Noise: Stochastic Aspects of Dynamics , vol. 97 of Applied Mathematical Sciences, Springer, New York, 2 ed., 1994
1994
-
[16]
Lusch, J
B. Lusch, J. N. Kutz, and S. L. Brunton , Deep learning for universal linear embeddings of nonlinear dynamics , Nat. Commun., 9 (2018), p. 4950
2018
-
[17]
D. A. Messenger and D. M. Bortz , Weak SINDy for partial differential equations , J. Comput. Phys., 449 (2021), p. 110525
2021
-
[18]
Simul., 19 (2021), pp
height 2pt depth -1.6pt width 23pt, Weak SINDy : Galerkin-based data-driven model selection , Multiscale Model. Simul., 19 (2021), pp. 1474--1497
2021
-
[19]
Mezi \'c , Koopman operator, geometry, and learning of dynamical systems , Notices Amer
I. Mezi \'c , Koopman operator, geometry, and learning of dynamical systems , Notices Amer. Math. Soc., 68 (2021), p. 1
2021
-
[20]
P. J. Schmid , Dynamic mode decomposition of numerical and experimental data , J. Fluid Mech., 656 (2009), pp. 5--28
2009
-
[21]
Towne, O
A. Towne, O. T. Schmidt, and T. Colonius , Spectral proper orthogonal decomposition and its relationship to dynamic mode decomposition and resolvent analysis , J. Fluid Mech., 847 (2018), pp. 821--867
2018
-
[22]
M. O. Williams, I. G. Kevrekidis, and C. W. Rowley , A data-driven approximation of the koopman operator: Extending dynamic mode decomposition , J. Nonlinear Sci., 25 (2015), pp. 1307--1346
2015
-
[23]
M. O. Williams, C. W. Rowley, and I. G. Kevrekidis , A kernel-based method for data driven K oopman spectral analysis , J. Comput. Dyn., 2 (2015), pp. 247--265
2015
-
[24]
Y. Xu, I. Sakata, and I. Ishikawa , Data-driven spectral analysis through pseudo-resolvent koopman operator in dynamical systems , arXiv preprint arXiv:2512.24953, (2025)
arXiv 2025
-
[25]
J. Zhou, Y. Meng, and J. Liu , Koopman spectral analysis and system identification for stochastic dynamical systems via yosida approximation of generators , arXiv preprint arXiv:2504.13912, (2025)
Pith/arXiv arXiv 2025
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.