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Forecasting the short-term ridership among origin-destination pairs (OD matrix) of a metro system is crucial in real-time metro operation. However, this problem is notoriously difficult due to the high-dimensional, sparse, noisy, and skewed…

Applications · Statistics 2022-06-15 Zhanhong Cheng , Martin Trepanier , Lijun Sun

We present a new methodology for the real-time reduced-order modeling of stochastic partial differential equations called the dynamically/bi-orthonormal (DBO) decomposition. In this method, the stochastic fields are approximated by a…

Computational Physics · Physics 2020-06-24 Prerna Patil , Hessam Babaee

Fast and reliable surrogate models are critical for optimization, control and uncertainty analysis in geological carbon-storage projects, yet high-fidelity multiphase simulators remain too expensive. Dynamic Mode Decomposition (DMD) offers…

Computational Physics · Physics 2026-02-24 Dimitrios Voulanas , Eduardo Gildin

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…

Dynamical Systems · Mathematics 2022-02-04 Mathias Wanner , Igor Mezić

Modal decomposition methods are important for characterizing the low-dimensional dynamics of complex systems, including turbulent flows. Different methods have varying data requirements and produce modes with different properties. Spectral…

Fluid Dynamics · Physics 2025-08-28 Caroline Cardinale , Steven L. Brunton , Tim Colonius

Recent advances in diffusion models have demonstrated their strong capabilities in generating high-fidelity samples from complex distributions through an iterative refinement process. Despite the empirical success of diffusion models in…

Robotics · Computer Science 2024-07-03 Chaoyi Pan , Zeji Yi , Guanya Shi , Guannan Qu

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

Modal decomposition techniques are showing a fast growth in popularity for their good properties as data-driven tools. There are several modal decomposition techniques, yet Proper Orthogonal Decomposition (POD) and Dynamic Mode…

We present Stochastic Dynamic Mode Decomposition (SDMD), a novel data-driven framework for approximating the Koopman semigroup in stochastic dynamical systems. Unlike existing methods, SDMD explicitly incorporates sampling time into its…

Dynamical Systems · Mathematics 2025-08-20 Yuanchao Xu , Kaidi Shao , Isao Ishikawa , Yuka Hashimoto , Nikos Logothetis , Zhongwei Shen

Dynamic mode decomposition has emerged as a leading technique to identify spatiotemporal coherent structures from high-dimensional data, benefiting from a strong connection to nonlinear dynamical systems via the Koopman operator. In this…

Systems and Control · Computer Science 2017-12-01 Zhe Bai , Eurika Kaiser , Joshua L. Proctor , J. Nathan Kutz , Steven L. Brunton

This work develops compressive sampling strategies for computing the dynamic mode decomposition (DMD) from heavily subsampled or output-projected data. The resulting DMD eigenvalues are equal to DMD eigenvalues from the full-state data. It…

Dynamical Systems · Mathematics 2013-12-19 Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

Extracting coherent patterns is one of the standard approaches towards understanding spatio-temporal data. Dynamic mode decomposition (DMD) is a powerful tool for extracting coherent patterns, but the original DMD and most of its variants…

Machine Learning · Computer Science 2021-02-22 Naoya Takeishi , Keisuke Fujii , Koh Takeuchi , Yoshinobu Kawahara

The time-dependent fields obtained by solving partial differential equations in two and more dimensions quickly overwhelm the analytical capabilities of the human brain. A meaningful insight into the temporal behaviour can be obtained by…

Numerical Analysis · Mathematics 2024-04-04 Miha Rot , Martin Horvat , Gregor Kosec

Simulating the dynamics of a nonequilibrium quantum many-body system by computing the two-time Green's function associated with such a system is computationally challenging. However, we are often interested in the time diagonal of such a…

Statistical Mechanics · Physics 2021-07-21 Jia Yin , Yang-hao Chan , Felipe da Jornada , Diana Qiu , Chao Yang , Steven G. Louie

Accurate and efficient plasma models are essential to understand and control experimental devices. Existing magnetohydrodynamic or kinetic models are nonlinear, computationally intensive, and can be difficult to interpret, while often only…

Plasma Physics · Physics 2020-03-04 Alan A. Kaptanoglu , Kyle D. Morgan , Chris J. Hansen , Steven L. Brunton

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 discusses the predictive capability of Dynamic Mode Decomposition (DMD) in the context of orbital mechanics. The focus is specifically on the Hankel variant of DMD which uses a stacked set of time-delayed observations for system…

Systems and Control · Electrical Eng. & Systems 2026-02-26 Sriram Narayanan , Mohamed Naveed Gul Mohamed , Indranil Nayak , Suman Chakravorty , Mrinal Kumar

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) is a recently developed tool for the analysis of the behavior of complex dynamical systems. In this paper, we will propose an extension of DMD that exploits low-rank tensor decompositions of potentially…

Numerical Analysis · Mathematics 2019-08-14 Stefan Klus , Patrick Gelß , Sebastian Peitz , Christof Schütte

Dynamic mode decomposition (DMD) is a data-driven technique used for capturing the dynamics of complex systems. DMD has been connected to spectral analysis of the Koopman operator, and essentially extracts spatial-temporal modes of the…

Optimization and Control · Mathematics 2017-09-12 Byron Heersink , Michael A. Warren , Heiko Hoffmann
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