Related papers: De-Biasing the Dynamic Mode Decomposition for Appl…
This paper tackles the data-driven approximation of unknown dynamical systems using Koopman-operator methods. Given a dictionary of functions, these methods approximate the projection of the action of the operator on the finite-dimensional…
We introduce the optimized dynamic mode decomposition algorithm for constructing an adaptive and computationally efficient reduced order model and forecasting tool for global atmospheric chemistry dynamics. By exploiting a low-dimensional…
This paper proposes Koopman operator theory and the related algorithm dynamical mode decomposition (DMD) for analysis and control of signalized traffic flow networks. DMD provides a model-free approach for representing complex oscillatory…
This work proposes a new framework of model reduction for parametric complex systems. The framework employs a popular model reduction technique dynamic mode decomposition (DMD), which is capable of combining data-driven learning and physics…
There is a broad need in the neuroscience community to understand and visualize large-scale recordings of neural activity, big data acquired by tens or hundreds of electrodes simultaneously recording dynamic brain activity over minutes to…
We develop a new method which extends Dynamic Mode Decomposition (DMD) to incorporate the effect of control to extract low-order models from high-dimensional, complex systems. DMD finds spatial-temporal coherent modes, connects local-linear…
Any autonomous nonlinear dynamical system can be viewed as a superposition of infinitely many linear processes, through the so-called Koopman mode decomposition. Its data-driven approximation- Dynamic Mode Decomposition (DMD)- has been…
We present Stochastic Dynamic Mode Decomposition (SDMD), a novel data-driven framework for approximating the Koopman semigroup in stochastic dynamical systems. Unlike existing methods, SDMD explicitly incorporates sampling time into its…
The modal decomposition techniques of proper orthogonal decomposition (POD) and dynamic mode decomposition (DMD) have become a common method for analysing the spatio-temporal coherence of dynamical systems. In particular, these techniques…
This paper introduces a fast algorithm for randomized computation of a low-rank Dynamic Mode Decomposition (DMD) of a matrix. Here we consider this matrix to represent the development of a spatial grid through time e.g. data from a static…
We formulate a low-storage method for performing dynamic mode decomposition that can be updated inexpensively as new data become available; this formulation allows dynamical information to be extracted from large datasets and data streams.…
Noise fundamentally limits the performance and predictive capabilities of classical and quantum dynamical systems by degrading stability and obscuring intrinsic dynamical characteristics. Characterizing such noise accurately is essential…
Extended Dynamic Mode Decomposition (EDMD) is a widely-used data-driven approach to learn an approximation of the Koopman operator. Consequently, it provides a powerful tool for data-driven analysis, prediction, and control of nonlinear…
Koopman operators are infinite-dimensional operators that linearize nonlinear dynamical systems, facilitating the study of their spectral properties and enabling the prediction of the time evolution of observable quantities. Recent methods…
We present a data-driven method for separating complex, multiscale systems into their constituent time-scale components using a recursive implementation of dynamic mode decomposition (DMD). Local linear models are built from windowed…
We establish the convergence of a class of numerical algorithms, known as Dynamic Mode Decomposition (DMD), for computation of the eigenvalues and eigenfunctions of the infinite-dimensional Koopman operator. The algorithms act on data…
This work develops compressive sampling strategies for computing the dynamic mode decomposition (DMD) from heavily subsampled or output-projected data. The resulting DMD eigenvalues are equal to DMD eigenvalues from the full-state data. It…
Dynamic mode decomposition (DMD) is a widely used data-driven algorithm for predicting the future states of dynamical systems. However, its standard formulation often struggles with poor long-term predictive accuracy. To address this…
Dynamic Mode Decomposition (DMD) is an equation-free method that aims at reconstructing the best linear fit from temporal datasets. In this paper, we show that DMD does not provide accurate approximation for datasets describing oscillatory…
Extended Dynamic Mode Decomposition (EDMD) is a popular data-driven method to approximate the action of the Koopman operator on a linear function space spanned by a dictionary of functions. The accuracy of EDMD model critically depends on…