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Department of Applied Mathematics and Theoretical Physics

  • 2020 - present: Junior Research Fellow, Trinity College, University of Cambridge.
  • 2016 - 2020: PhD student, DAMTP, CCA, University of Cambridge. 
  • 2015 - 2016: M.Math. (Part III), University of Cambridge.
  • 2012 - 2015: B.A. Maths, University of Cambridge.

This webpage is not kept up to date. Please visit my webpage here

Publications

Rigged Dynamic Mode Decomposition: Data-Driven Generalized Eigenfunction Decompositions for Koopman Operators
MJ Colbrook, C Drysdale, A Horning
(2024)
Another look at Residual Dynamic Mode Decomposition in the regime of fewer Snapshots than Dictionary Size
MJ Colbrook
(2024)
Beyond expectations: Residual Dynamic Mode Decomposition and Variance for Stochastic Dynamical Systems.
MJ Colbrook, Q Li, RV Raut, A Townsend
– CoRR
(2023)
abs/2308.10697,
2037
The Multiverse of Dynamic Mode Decomposition Algorithms
MJ Colbrook
(2023)
Beyond expectations: Residual Dynamic Mode Decomposition and Variance for Stochastic Dynamical Systems
MJ Colbrook, Q Li, RV Raut, A Townsend
(2023)
The mpEDMD Algorithm for Data-Driven Computations of Measure-Preserving Dynamical Systems
MJ Colbrook
– SIAM Journal on Numerical Analysis
(2023)
abs/2209.02244,
1585
Avoiding discretization issues for nonlinear eigenvalue problems
MJ Colbrook, A Townsend
(2023)
Residual Dynamic Mode Decomposition: Robust and verified Koopmanism.
MJ Colbrook, LJ Ayton, M Szoke
– Journal of Fluid Mechanics
(2023)
955,
a21
Restarts subject to approximate sharpness: A parameter-free and optimal scheme for first-order methods
B Adcock, MJ Colbrook, M Neyra-Nesterenko
(2023)
WARPd: A Linearly Convergent First-Order Primal-Dual Algorithm for Inverse Problems with Approximate Sharpness Conditions*
MJ Colbrook
– SIAM Journal on Imaging Sciences
(2022)
15,
1539
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