Related papers: Predictive Accuracy of Dynamic Mode Decomposition

Out-of-distribution (OOD) detection is essential for ensuring the robustness of machine learning models by identifying samples that deviate from the training distribution. While traditional OOD detection has primarily focused on…

We rigorously derive novel error bounds for extended dynamic mode decomposition (EDMD) to approximate the Koopman operator for discrete- and continuous time (stochastic) systems; both for i.i.d. and ergodic sampling under non-restrictive…

We demonstrate that the integration of the recently developed dynamic mode decomposition (DMD) with a multi-resolution analysis allows for a decomposition method capable of robustly separating complex systems into a hierarchy of…

Singular Value Decomposition (SVD) is the basic body of many statistical algorithms and few users question whether SVD is properly handling its job. SVD aims at evaluating the decomposition that best approximates a data matrix, given some…

The error analysis of a proper orthogonal decomposition (POD) data assimilation (DA) scheme for the Navier-Stokes equations is carried out. A grad-div stabilization term is added to the formulation of the POD method. Error bounds with…

We analyze the performance of Dynamic Mode Decomposition (DMD)-based approximations of the stochastic Koopman operator for random dynamical systems where either the dynamics or observables are affected by noise. For many DMD algorithms, the…

In our previous work [Singler, SIAM J. Numer. Anal. 52 (2014), no. 2, 852-876], we considered the proper orthogonal decomposition (POD) of time varying PDE solution data taking values in two different Hilbert spaces. We considered various…

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 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…

A data-driven and equation-free approach is proposed and discussed to model ships maneuvers in waves, based on the dynamic mode decomposition (DMD). DMD is a dimensionality-reduction/reduced-order modeling method, which provides a linear…

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…

We present a new methodology for decomposing flows with multiple transports that further extends the shifted proper orthogonal decomposition (sPOD). The sPOD tries to approximate transport-dominated flows by a sum of co-moving data fields.…

Forward uncertainty quantification in dynamical systems is challenging due to non-smooth or locally oscillating nonlinear behaviors. Spline dimensional decomposition (SDD) addresses such nonlinearity by partitioning input coordinates via…

This paper presents unifying results for subspace identification (SID) and dynamic mode decomposition (DMD) for autonomous dynamical systems. We observe that SID seeks to solve an optimization problem to estimate an extended observability…

The Koopman operator is a linear but infinite dimensional operator that governs the evolution of scalar observables defined on the state space of an autonomous dynamical system, and is a powerful tool for the analysis and decomposition of…

We study the convergence of Hermitian Dynamic Mode Decomposition (DMD) to the spectral properties of self-adjoint Koopman operators. Hermitian DMD is a data-driven method that approximates the Koopman operator associated with an unknown…

Data-driven approximations of the Koopman operator are promising for predicting the time evolution of systems characterized by complex dynamics. Among these methods, the approach known as extended dynamic mode decomposition with dictionary…

Recently, researchers have investigated the relationship between proper orthogonal decomposition (POD), difference quotients (DQs), and pointwise in time error bounds for POD reduced order models of partial differential equations. In a…

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…

Transport-dominated phenomena provide a challenge for common mode-based model reduction approaches. We present a model reduction method, which is suited for these kind of systems. It extends the proper orthogonal decomposition (POD) by…