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This note proposes a simple and general framework of dynamic mode decomposition (DMD) and a mode selection for large datasets. The proposed framework explicitly introduces a preconditioning step using an incremental proper orthogonal…

Fluid Dynamics · Physics 2017-08-02 Yuya Ohmichi

The Koopman operator is beneficial for analyzing nonlinear and stochastic dynamics; it is linear but infinite-dimensional, and it governs the evolution of observables. The extended dynamic mode decomposition (EDMD) is one of the famous…

Numerical Analysis · Mathematics 2022-05-18 Jun Ohkubo

In this study, we investigated the stability of dynamic mode decomposition (DMD) algorithms to noisy data. To achieve a stable DMD algorithm, we applied the truncated total least squares (T-TLS) regression and optimal truncation level…

Machine Learning · Computer Science 2021-11-08 Yuya Ohmichi , Yosuke Sugioka , Kazuyuki Nakakita

Simulating dynamics of open quantum systems is sometimes a significant challenge, despite the availability of various exact or approximate methods. Particularly when dealing with complex systems, the huge computational cost will largely…

Quantum Physics · Physics 2023-08-04 Wei Liu , Zi-Hao Chen , Yu Su , Yao Wang , Wenjie Dou

Nonlinear phenomena can be analyzed via linear techniques using operator-theoretic approaches. Data-driven method called the extended dynamic mode decomposition (EDMD) and its variants, which approximate the Koopman operator associated with…

Machine Learning · Computer Science 2022-05-18 Hiroaki Terao , Sho Shirasaka , Hideyuki Suzuki

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…

Neurons and Cognition · Quantitative Biology 2015-11-24 Bingni W. Brunton , Lise A. Johnson , Jeffrey G. Ojemann , J. Nathan Kutz

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

A non-intrusive model order reduction (MOR) method that combines features of the dynamic mode decomposition (DMD) and the radial basis function (RBF) network is proposed to predict the dynamics of parametric nonlinear systems. In many…

The use of data assimilation for the merging of observed data with dynamical models is becoming standard in modern physics. If a parametric model is known, methods such as Kalman filtering have been developed for this purpose. If no model…

Data Analysis, Statistics and Probability · Physics 2018-01-17 Franz Hamilton , Tyrus Berry , Timothy Sauer

Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…

Numerical Analysis · Mathematics 2023-07-26 Jovan Žigić

A dynamic mode decomposition (DMD) based reduced-order model (ROM) is developed for tracking, detection, and prediction of kinetic plasma behavior. DMD is applied to the high-fidelity kinetic plasma model based on the electromagnetic…

Plasma Physics · Physics 2021-09-16 Indranil Nayak , Mrinal Kumar , Fernando L. Teixeira

The frequency estimation from the Koopman eigenvalues (phase angles) obtained via Dynamic Mode Decomposition (DMD) is addressed. Since the calculations of the frequencies from the phase angles are nonunique, the modifications of DMD for…

Fluid Dynamics · Physics 2016-03-22 Aleksey Alekseev

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…

Dynamical Systems · Mathematics 2019-03-01 Esther Ling , Liyuan Zheng , Lillian J. Ratliff , Samuel Coogan

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

The interaction of multiple fluids through a heterogeneous pore space leads to complex pore-scale flow dynamics, such as intermittent pathway flow. The non-local nature of these dynamics, and the size of the 4D datasets acquired to capture…

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…

Computer Vision and Pattern Recognition · Computer Science 2016-04-12 N. Benjamin Erichson , Carl Donovan

Numerical approximation methods for the Koopman operator have advanced considerably in the last few years. In particular, data-driven approaches such as dynamic mode decomposition (DMD) and its generalization, the extended-DMD (EDMD), are…

Dynamical Systems · Mathematics 2017-10-25 Qianxiao Li , Felix Dietrich , Erik M. Bollt , Ioannis G. Kevrekidis

Dynamic mode decomposition (DMD) is a data-driven technique widely used to analyze and model fluid problems including transonic buffet flows. Despite its strengths, DMD is known to suffer from sensitivities to the selected settings and the…

Fluid Dynamics · Physics 2023-05-09 Andre Weiner , Richard Semaan

The extended Kalman filter is perhaps the most standard tool to estimate in real time the state of a dynamical system from noisy measurements of some function of the system, with extensive practical applications (such as position tracking…

Optimization and Control · Mathematics 2019-01-04 Yann Ollivier

Dynamic mode decomposition (DMD) is a data-driven method for estimating the dynamics of a discrete dynamical system. This paper proposes a tensor-based approach to DMD for applications in which the states can be viewed as tensors.…

Numerical Analysis · Mathematics 2025-08-15 Arvind K. Saibaba , Misha E. Kilmer , Khalil Hall-Hooper , Fan Tian , Alex Mize
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