Related papers: The Dynamic-Mode Decomposition and Optimal Predict…
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…
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…
Modelling biological or engineering swarms is challenging due to the inherently high dimension of the system, despite the often low-dimensional emergent dynamics. Most existing swarm modelling approaches are based on first principles and…
Data-dependent metrics are powerful tools for learning the underlying structure of high-dimensional data. This article develops and analyzes a data-dependent metric known as diffusion state distance (DSD), which compares points using a…
Compared to real-valued signals, complex-valued signals provide a unique and intuitive representation of the phase of real physical systems and processes, which holds fundamental significance and is widely applied across many fields of…
We develop a novel, general and computationally efficient framework, called Divide and Conquer Dynamic Programming (DCDP), for localizing change points in time series data with high-dimensional features. DCDP deploys a class of greedy…
This paper introduces a new theoretical and computational framework for a data driven Koopman mode analysis of nonlinear dynamics. To alleviate the potential problem of ill-conditioned eigenvectors in the existing implementations of the…
This paper introduces a new notion of dimensionality of probabilistic models from an information-theoretic view point. We call it the "descriptive dimension"(Ddim). We show that Ddim coincides with the number of independent parameters for…
This work proposes convolutional-sparse-coded dynamic mode decomposition (CSC-DMD) by unifying extended dynamic mode decomposition (EDMD) and convolutional sparse coding. EDMD is a data driven analysis method for describing a nonlinear…
Extended dynamic mode decomposition (EDMD) is a popular data-driven method to predict the action of the Koopman operator, i.e., the evolution of an observable function along the flow of a dynamical system. In this paper, we leverage a…
We propose two novel data-driven dynamic mode decomposition (DMD)-type methods, the Crank--Nicolson DMD and the semi-implicit DMD, to predict the highly oscillatory dynamics of the semiclassical Schr\"odinger equations efficiently and…
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…
Proper orthogonal decomposition (POD) and dynamic mode decomposition (DMD) are two complementary singular-value decomposition (SVD) techniques that are widely used to construct reduced-order models (ROMs) in a variety of fields of science…
This paper presents a method of data-driven parametric Dynamic Mode Decomposition (p-DMD) to derive a linear parameter-varying reduced-order model (LPV-ROM) for the nonlinear aeroelasticity of highly flexible aircraft. It directly uses the…
Parker's mean-field model includes two processes generating large-scale oscillatory dynamo waves: stretching of magnetic field lines by small-scale helical flows, and by differential rotation. In this work, we investigate the capacity of…
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…
Data-driven decompositions are becoming essential tools in fluid dynamics, allowing for tracking the evolution of coherent patterns in large datasets, and for constructing low order models of complex phenomena. In this work, we analyze the…
Extended Dynamic Mode Decomposition (EDMD) is a widely used data-driven algorithm for estimating the Koopman Operator. EDMD extends Dynamic Mode Decomposition (DMD) by lifting the snapshot data using nonlinear dictionary functions before…
Signal decomposition (SD) approaches aim to decompose non-stationary signals into their constituent amplitude- and frequency-modulated components. This represents an important preprocessing step in many practical signal processing…
Extended dynamic mode decomposition (EDMD) is a powerful tool to construct linear predictors of nonlinear dynamical systems by approximating the action of the Koopman operator on a subspace spanned by finitely many observable functions.…