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In this two-part article, we evaluate the utility and the generalizability of the Dynamic Mode Decomposition (DMD) algorithm for data-driven analysis and reduced-order modelling of plasma dynamics in cross-field ExB configurations. The DMD…

Plasma Physics · Physics 2023-08-29 Farbod Faraji , Maryam Reza , Aaron Knoll , J. Nathan Kutz

Koopman decomposition is a non-linear generalization of eigen-decomposition, and is being increasingly utilized in the analysis of spatio-temporal dynamics. Well-known techniques such as the dynamic mode decomposition (DMD) and its linear…

Dynamical Systems · Mathematics 2021-05-12 Shaowu Pan , Nicholas Arnold-Medabalimi , Karthik Duraisamy

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

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…

Machine Learning · Computer Science 2024-03-19 C. Ricardo Constante-Amores , Alec J. Linot , Michael D. Graham

Koopman operator theory shows how nonlinear dynamical systems can be represented as an infinite-dimensional, linear operator acting on a Hilbert space of observables of the system. However, determining the relevant modes and eigenvalues of…

Machine Learning · Computer Science 2022-04-06 Daniel J. Alford-Lago , Christopher W. Curtis , Alexander T. Ihler , Opal Issan

We present a data-driven learning approach for unknown nonautonomous dynamical systems with time-dependent inputs based on dynamic mode decomposition (DMD). To circumvent the difficulty of approximating the time-dependent Koopman operators…

Numerical Analysis · Mathematics 2023-06-28 Hannah Lu , Daniel M. Tartakovsky

Extended Dynamic Mode Decomposition (EDMD) is a popular data-driven method to approximate the action of the Koopman operator on a linear function space spanned by a dictionary of functions. The accuracy of EDMD model critically depends on…

Systems and Control · Electrical Eng. & Systems 2022-11-08 Masih Haseli , Jorge Cortés

Dynamic Mode Decomposition (DMD) is a powerful data-driven method used to extract spatio-temporal coherent structures that dictate a given dynamical system. The method consists of stacking collected temporal snapshots into a matrix and…

Machine Learning · Computer Science 2021-05-11 Gabriel F. Barros , Malú Grave , Alex Viguerie , Alessandro Reali , Alvaro L. G. A. Coutinho

We have deluge of data in time series format for numerous phenomena. The number of snapshots, resolution and many other factors come into play as we look to identify the dynamics in a given problem. The pre-processing and post-processing…

Signal Processing · Electrical Eng. & Systems 2020-01-13 Mohammad N. Murshed , M. Monir Uddin

Extended Dynamic Mode Decomposition (EDMD) is a widely-used data-driven approach to learn an approximation of the Koopman operator. Consequently, it provides a powerful tool for data-driven analysis, prediction, and control of nonlinear…

Systems and Control · Electrical Eng. & Systems 2024-08-23 Yang Guo , Manuel Schaller , Karl Worthmann , Stefan Streif

In this paper, we provide a new algorithm for the finite dimensional approximation of the linear transfer Koopman and Perron-Frobenius operator from time series data. We argue that existing approach for the finite dimensional approximation…

Dynamical Systems · Mathematics 2017-09-27 Bowen Huang , Umesh Vaidya

Dynamic Mode Decomposition (DMD) is a data-driven modeling tool that generates a model from spatio-temporal data. The data needs to be as clean as possible for DMD to come up with a faithful model. We review a few data-filtering methods to…

Optimization and Control · Mathematics 2021-03-04 Moajjem H. Chowdhury , Nazmul Islam Shuzan , Mohammad N. Murshed , Sanwar Alam , M. Monir Uddin , Zarin Subah

Dynamic mode decomposition (DMD) is a versatile approach that enables the construction of low-order models from data. Controller design tasks based on such models require estimates and guarantees on predictive accuracy. In this work, we…

Systems and Control · Electrical Eng. & Systems 2020-03-24 Qiugang Lu , Sungho Shin , Victor M. Zavala

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) has become synonymous with the Koopman operator, where continuous time dynamics are examined through a discrete time proxy determined by a fixed timestep using Koopman (i.e. composition) operators. Using the…

Dynamical Systems · Mathematics 2021-06-01 Joel A. Rosenfeld , Rushikesh Kamalapurkar , L. Forest Gruss , Taylor T. Johnson

This paper introduces a data-driven time embedding method for modeling long-range seasonal dependencies in spatiotemporal forecasting tasks. The proposed approach employs Dynamic Mode Decomposition (DMD) to extract temporal modes directly…

Machine Learning · Computer Science 2025-08-05 Menglin Kong , Vincent Zhihao Zheng , Xudong Wang , Lijun Sun

Dynamic Mode Decomposition (DMD) is an equation-free method that aims at reconstructing the best linear fit from temporal datasets. In this paper, we show that DMD does not provide accurate approximation for datasets describing oscillatory…

Numerical Analysis · Mathematics 2023-03-14 Alessandro Alla , Angela Monti , Ivonne Sgura

While Koopman-based techniques like extended Dynamic Mode Decomposition are nowadays ubiquitous in the data-driven approximation of dynamical systems, quantitative error estimates were only recently established. To this end, both sources of…

Optimization and Control · Mathematics 2022-11-15 Manuel Schaller , Karl Worthmann , Friedrich Philipp , Sebastian Peitz , Feliks Nüske

Koopman analysis provides a general framework from which to analyze a nonlinear dynamical system in terms of a linear operator acting on an infinite-dimensional observable space. This theoretical framework provides a rigorous underpinning…

Dynamical Systems · Mathematics 2022-10-11 Dan Wilson

Delay embeddings of time series data have emerged as a promising coordinate basis for data-driven estimation of the Koopman operator, which seeks a linear representation for observed nonlinear dynamics. Recent work has demonstrated the…

Computational Physics · Physics 2022-01-14 Daniel Dylewsky , Eurika Kaiser , Steven L. Brunton , J. Nathan Kutz