Related papers: Optimal Low-Rank Dynamic Mode Decomposition
Aero-optical beam control relies on the development of low-latency forecasting techniques to quickly predict wavefronts aberrated by the Turbulent Boundary Layer (TBL) around an airborne optical system, and its study applies to a…
Dynamic mode decomposition (DMD) has emerged as a popular data-driven modeling approach to identifying spatio-temporal coherent structures in dynamical systems, owing to its strong relation with the Koopman operator. For dynamical systems…
Singular value decomposition (SVD) is the mathematical basis of principal component analysis (PCA). Together, SVD and PCA are one of the most widely used mathematical formalism/decomposition in machine learning, data mining, pattern…
Time-series forecasting often faces challenges due to data volatility, which can lead to inaccurate predictions. Variational Mode Decomposition (VMD) has emerged as a promising technique to mitigate volatility by decomposing data into…
This paper introduces the Parsimonious Dynamic Mode Decomposition (parsDMD), a novel algorithm designed to automatically select an optimally sparse subset of dynamic modes for both spatiotemporal and purely temporal data. By incorporating…
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…
In this paper, we propose a domain decomposition dynamical low-rank method to solve high-dimensional radiative transfer problems and similar kinetic equations. The algorithm uses a separate low-rank approximation on each spatial subdomain,…
Piecewise-linear nonlinear systems appear in many engineering disciplines. Prediction of the dynamic behavior of such systems is of great importance from practical and theoretical viewpoint. In this paper, a data-driven model order…
This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…
We propose a novel framework for learning a low-dimensional representation of data based on nonlinear dynamical systems, which we call dynamical dimension reduction (DDR). In the DDR model, each point is evolved via a nonlinear flow towards…
We present a novel reduced-order fluid simulation technique leveraging Dynamic Mode Decomposition (DMD) to achieve fast, memory-efficient, and user-controllable subspace simulation. We demonstrate that our approach combines the strengths of…
Many contemporary signal processing, machine learning and wireless communication applications can be formulated as nonconvex nonsmooth optimization problems. Often there is a lack of efficient algorithms for these problems, especially when…
The matrix low-rank approximation problem with additional convex constraints can find many applications and has been extensively studied before. However, this problem is shown to be nonconvex and NP-hard; most of the existing solutions are…
Presented is an algorithm based on dynamic mode decomposition (DMD) for acceleration of the power method (PM). The power method is a simple technique for determining the dominant eigenmode of an operator $\mathbf{A}$, and variants of the…
The aim of this work is to present a model reduction technique in the framework of optimal control problems for partial differential equations. We combine two approaches used for reducing the computational cost of the mathematical numerical…
Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…
The joint optimization of the reconstruction and classification error is a hard non convex problem, especially when a non linear mapping is utilized. In order to overcome this obstacle, a novel optimization strategy is proposed, in which a…
The Dynamic Mode Decomposition (DMD) extracted dynamic modes are the non-orthogonal eigenvectors of the matrix that best approximates the one-step temporal evolution of the multivariate samples. In the context of dynamical system analysis,…
Training of deep neural networks (DNNs) frequently involves optimizing several millions or even billions of parameters. Even with modern computing architectures, the computational expense of DNN training can inhibit, for instance, network…
Understanding and modeling complex dynamic systems is crucial for enhancing vehicle performance and safety, especially in the context of autonomous driving. Recently, popular methods such as Koopman operators and their approximators, known…