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Dynamic Mode Decomposition (DMD) is a data-driven decomposition technique extracting spatio-temporal patterns of time-dependent phenomena. In this paper, we perform a comprehensive theoretical analysis of various variants of DMD. We provide…

Numerical Analysis · Mathematics 2022-02-15 Tim Krake , Daniel Weiskopf , Bernhard Eberhardt

Dynamic Mode Decomposition (DMD) is a model-order reduction approach, whereby spatial modes of fixed temporal frequencies are extracted from numerical or experimental data sets. The DMD low-rank or reduced operator is typically obtained by…

Numerical Analysis · Mathematics 2023-01-25 Quincy A. Huhn , Mauricio E. Tano , Jean C. Ragusa , Youngsoo Choi

Dynamic mode decomposition (DMD) is a popular approach to analyzing and modeling fluid flows. In practice, datasets are almost always corrupted to some degree by noise. The vanilla DMD is highly noise-sensitive, which is why many…

Fluid Dynamics · Physics 2025-01-30 Andre Weiner , Janis Geise

Dynamic Mode Decomposition (DMD) and its variants, such as extended DMD (EDMD), are broadly used to fit simple linear models to dynamical systems known from observable data. As DMD methods work well in several situations but perform poorly…

Dynamical Systems · Mathematics 2024-08-06 George Haller , Bálint Kaszás

We introduce the Rigged Dynamic Mode Decomposition (Rigged DMD) algorithm, which computes generalized eigenfunction decompositions of Koopman operators. By considering the evolution of observables, Koopman operators transform complex…

Dynamical Systems · Mathematics 2024-12-04 Matthew J. Colbrook , Catherine Drysdale , Andrew Horning

Dynamic Mode Decomposition (DMD) is a data-driven modal decomposition technique that extracts coherent spatio-temporal structures from high-dimensional time-series data. By decomposing the dynamics into a set of modes, each associated with…

Fluid Dynamics · Physics 2026-05-05 Yutaro Tanaka , Hiroya Nakao

Koopman operators linearize nonlinear dynamical systems, making their spectral information of crucial interest. Numerous algorithms have been developed to approximate these spectral properties, and Dynamic Mode Decomposition (DMD) stands…

Dynamical Systems · Mathematics 2023-11-13 Matthew J. Colbrook , Qin Li , Ryan V. Raut , Alex Townsend

Dynamic mode decomposition (DMD), which the family of singular-value decompositions (SVD), is a popular tool of data-driven regression. While multiple numerical tests demonstrated the power and efficiency of DMD in representing data (i.e.,…

Numerical Analysis · Mathematics 2019-05-07 Hannah Lu , Daniel M. Tartakovsky

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

Numerical Analysis · Mathematics 2017-04-11 Travis Askham , J. Nathan Kutz

A Koopman decomposition is a powerful method of analysis for fluid flows leading to an apparently linear description of nonlinear dynamics in which the flow is expressed as a superposition of fixed spatial structures with exponential time…

Fluid Dynamics · Physics 2019-09-25 Jacob Page , Rich R. Kerswell

Dynamic mode decomposition (DMD) is a popular technique for modal decomposition, flow analysis, and reduced-order modeling. In situations where a system is time varying, one would like to update the system's description online as time…

Optimization and Control · Mathematics 2017-07-11 Hao Zhang , Clarence W. Rowley , Eric A. Deem , Louis N. Cattafesta

Dynamic mode decomposition (DMD) represents an effective means for capturing the essential features of numerically or experimentally generated flow fields. In order to achieve a desirable tradeoff between the quality of approximation and…

Fluid Dynamics · Physics 2014-12-11 Mihailo R. Jovanović , Peter J. Schmid , Joseph W. Nichols

We have deluge of data in time series format for numerous phenomena. The number of snapshots, resolution and many other factors come into play as we look to identify the dynamics in a given problem. The pre-processing and post-processing…

Signal Processing · Electrical Eng. & Systems 2020-01-13 Mohammad N. Murshed , M. Monir Uddin

Residual Dynamic Mode Decomposition (ResDMD) offers a method for accurately computing the spectral properties of Koopman operators. It achieves this by calculating an infinite-dimensional residual from snapshot data, thus overcoming issues…

Dynamical Systems · Mathematics 2024-03-12 Matthew J. Colbrook

Dynamic mode decomposition (DMD) is a powerful and increasingly popular tool for performing spectral analysis of fluid flows. However, it requires data that satisfy the Nyquist-Shannon sampling criterion. In many fluid flow experiments,…

Fluid Dynamics · Physics 2014-09-17 Jonathan H. Tu , Clarence W. Rowley , J. Nathan Kutz , Jessica K. Shang

Dynamic Mode Decomposition (DMD) and its extensions (EDMD) have been at the forefront of data-based approaches to Koopman operators. Most (E)DMD algorithms assume that the entire state is sampled at a uniform sampling rate. In this paper,…

Systems and Control · Electrical Eng. & Systems 2024-04-11 Ramachandran Anantharaman , Alexandre Mauroy

The dynamic mode decomposition (DMD) is a data-driven approach that extracts the dominant features from spatiotemporal data. In this work, we introduce sparse-mode DMD, a new variant of the optimized DMD framework that specifically…

Machine Learning · Statistics 2025-07-29 Sara M. Ichinaga , Steven L. Brunton , Aleksandr Y. Aravkin , J. Nathan Kutz

The characterization of intermittent, multiscale and transient dynamics using data-driven analysis remains an open challenge. We demonstrate an application of the Dynamic Mode Decomposition (DMD) with sparse sampling for the diagnostic…

Dynamical Systems · Mathematics 2020-05-18 Krithika Manohar , Eurika Kaiser , Steven L. Brunton , J. Nathan Kutz

Dynamic mode decomposition (DMD) provides a principled approach to extract physically interpretable spatial modes from time-resolved flow field data, along with a linear model for how the amplitudes of these modes evolve in time. Recently,…

Fluid Dynamics · Physics 2020-07-29 Aditya G. Nair , Benjamin Strom , Bingni W. Brunton , Steven L. Brunton

Understanding nonlinear dynamical systems (NLDSs) is challenging in a variety of engineering and scientific fields. Dynamic mode decomposition (DMD), which is a numerical algorithm for the spectral analysis of Koopman operators, has been…

Machine Learning · Statistics 2022-05-10 Keisuke Fujii , Yoshinobu Kawahara