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While the acquisition of time series has become more straightforward, developing dynamical models from time series is still a challenging and evolving problem domain. Within the last several years, to address this problem, there has been a…

Machine Learning · Computer Science 2023-07-19 Christopher W. Curtis , D. Jay Alford-Lago , Erik Bollt , Andrew Tuma

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…

Dynamical Systems · Mathematics 2025-03-11 Gowtham S Seenivasaharagavan , Milan Korda , Hassan Arbabi , Igor Mezić

Koopman Mode Decomposition (KMD) is a technique of nonlinear time-series analysis that originates from point spectrum of the Koopman operator defined for an underlying nonlinear dynamical system. We present a numerical algorithm of KMD…

Signal Processing · Electrical Eng. & Systems 2019-11-18 Akitoshi Masuda , Yoshihiko Susuki , Manel Martínez-Ramón , Andrea Mammoli , Atsushi Ishigame

In this paper, we propose a novel algorithm for learning the Koopman operator of a dynamical system from a \textit{small} amount of training data. In many applications of data-driven modeling, e.g. biological network modeling,…

Dynamical Systems · Mathematics 2021-03-09 Subhrajit Sinha , Umesh Vaidya , Enoch Yeung

We present an approach to construct approximate Koopman-type decompositions for dynamical systems depending on static or time-varying parameters. Our method simultaneously constructs an invariant subspace and a parametric family of…

Optimization and Control · Mathematics 2024-11-12 Yue Guo , Milan Korda , Ioannis G. Kevrekidis , Qianxiao Li

Dynamic Mode Decomposition (DMD) is a widely used data-driven algorithm for estimating the Koopman Operator.This paper investigates how the estimation process is affected when the data is quantized. Specifically, we examine the fundamental…

Systems and Control · Electrical Eng. & Systems 2024-04-03 Dipankar Maity , Debdipta Goswami , Sriram Narayanan

This paper explores a novel data-driven approach based on recent developments in Koopman operator theory and dynamic mode decomposition (DMD) for modeling signalized intersections. Vehicular flow and queue formation on signalized…

Systems and Control · Electrical Eng. & Systems 2021-07-15 Kazi Redwan Shabab , Shakib Mustavee , Shaurya Agarwal , Mohamed H. Zaki , Sajal Das

We present a data-efficient algorithm for learning models for model-predictive control (MPC). Our approach, Jacobian-Regularized Dynamic-Mode Decomposition (JDMD), offers improved sample efficiency over traditional Koopman approaches based…

Robotics · Computer Science 2023-01-31 Brian E. Jackson , Jeong Hun Lee , Kevin Tracy , Zachary Manchester

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 scientific computation methods development in conjunction with artificial intelligence technologies remains a hot research topic. Finding a balance between lightweight and accurate computations is a solid foundation for this direction.…

Machine Learning · Computer Science 2025-07-03 Nikita Sakovich , Dmitry Aksenov , Ekaterina Pleshakova , Sergey Gataullin

Dynamic Mode Decomposition (DMD) is a powerful tool for extracting spatial and temporal patterns from multi-dimensional time series, and it has been used successfully in a wide range of fields, including fluid mechanics, robotics, and…

Dynamical Systems · Mathematics 2021-09-07 Ziyou Wu , Steven L. Brunton , Shai Revzen

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 novel dynamic mode decomposition (DMD) method based on a Kalman filter is proposed. This paper explains the fast algorithm of the proposed Kalman filter DMD (KFDMD) in combination with truncated proper orthogonal decomposition for…

Fluid Dynamics · Physics 2018-11-09 Taku Nonomura , Hisaichi Shibata , Ryoji Takaki

Dynamic mode decomposition (DMD) is an efficient tool for decomposing spatio-temporal data into a set of low-dimensional modes, yielding the oscillation frequencies and the growth rates of physically significant modes. In this paper, we…

Dynamical Systems · Mathematics 2023-02-21 Minwoo Lee , Jongho Park

The DMD (Dynamic Mode Decomposition) method has attracted widespread attention as a representative modal-decomposition method and can build a predictive model. However, the DMD may give predicted results that deviate from physical reality…

Computational Physics · Physics 2023-11-29 Yuhui Yin , Chenhui Kou , Shengkun Jia , Lu Lu , Xigang Yuan , Yiqing Luo

We propose a new technique for obtaining reduced order models for nonlinear dynamical systems. Specifically, we advocate the use of the recently developed Dynamic Mode Decomposition (DMD), an equation-free method, to approximate the…

Numerical Analysis · Mathematics 2016-02-17 Alessandro Alla , J. Nathan Kutz

Dynamic mode decomposition (DMD) is an emerging methodology that has recently attracted computational scientists working on nonintrusive reduced order modeling. One of the major strengths that DMD possesses is having ground theoretical…

Numerical Analysis · Mathematics 2022-01-12 Shady E. Ahmed , Omer San , Diana A. Bistrian , Ionel M. Navon

Dynamic Mode Decomposition (DMD) has received increasing research attention due to its capability to analyze and model complex dynamical systems. However, it faces challenges in computational efficiency, noise sensitivity, and difficulty…

Machine Learning · Computer Science 2025-02-20 Biqi Chen , Ying Wang

In this article, we present data-driven reduced-order modeling for nonautonomous dynamical systems in multiscale media using Koopman operators. Different from the case of autonomous dynamical systems, the Koopman operator family of…

Numerical Analysis · Mathematics 2023-01-10 Mengnan Li , Lijian Jiang

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
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