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We present an approach to construct approximate Koopman-type decompositions for dynamical systems depending on static or time-varying parameters. Our method simultaneously constructs an invariant subspace and a parametric family of…

Optimization and Control · Mathematics 2024-11-12 Yue Guo , Milan Korda , Ioannis G. Kevrekidis , Qianxiao Li

Dynamic Mode Decomposition (DMD) is a model-order reduction approach, whereby spatial modes of fixed temporal frequencies are extracted from numerical or experimental data sets. The DMD low-rank or reduced operator is typically obtained by…

Numerical Analysis · Mathematics 2023-01-25 Quincy A. Huhn , Mauricio E. Tano , Jean C. Ragusa , Youngsoo Choi

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

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…

Dynamical Systems · Mathematics 2015-07-28 Matthew O. Williams , Ioannis G. Kevrekidis , Clarence W. Rowley

The Dynamic Mode Decomposition (DMD)---a popular method for performing data-driven Koopman spectral analysis---has gained increased adoption as a technique for extracting dynamically meaningful spatio-temporal descriptions of fluid flows…

Fluid Dynamics · Physics 2017-07-13 Maziar S. Hemati , Clarence W. Rowley , Eric A. Deem , Louis N. Cattafesta

Dynamic mode decomposition (DMD) has recently become a popular tool for the non-intrusive analysis of dynamical systems. Exploiting Proper Orthogonal Decomposition (POD) as a dimensionality reduction technique, DMD is able to approximate a…

Numerical Analysis · Mathematics 2024-01-17 Francesco Andreuzzi , Nicola Demo , Gianluigi Rozza

We introduce a computationally efficient method for the automation of inverse design in science and engineering. Based on simple least-square regression, the underlying dynamic mode decomposition algorithm can be used to construct a…

Machine Learning · Computer Science 2025-02-14 Yunpeng Zhu , Liangliang Cheng , Anping Jing , Hanyu Huo , Ziqiang Lang , Bo Zhang , J. Nathan Kutz

Scientific research and engineering practice often require the modeling and decomposition of nonlinear systems. The Dynamic Mode Decomposition (DMD) is a novel Koopman-based technique that effectively dissects high-dimensional nonlinear…

The scientific computation methods development in conjunction with artificial intelligence technologies remains a hot research topic. Finding a balance between lightweight and accurate computations is a solid foundation for this direction.…

Machine Learning · Computer Science 2025-07-03 Nikita Sakovich , Dmitry Aksenov , Ekaterina Pleshakova , Sergey Gataullin

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

This paper tackles the data-driven approximation of unknown dynamical systems using Koopman-operator methods. Given a dictionary of functions, these methods approximate the projection of the action of the operator on the finite-dimensional…

Systems and Control · Electrical Eng. & Systems 2023-02-28 Masih Haseli , Jorge Cortés

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 popular data-driven analysis technique used to decompose complex, nonlinear systems into a set of modes, revealing underlying patterns and dynamics through spectral analysis. This review presents a…

Dynamical Systems · Mathematics 2023-12-22 Matthew J. Colbrook

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 dynamic mode decomposition (DMD) is a broadly applicable dimensionality reduction algorithm that approximates a matrix containing time-series data by the outer product of a matrix of exponentials, representing Fourier-like time…

Optimization and Control · Mathematics 2017-12-07 Travis Askham , Peng Zheng , Aleksandr Aravkin , J. Nathan Kutz

The Dynamic Mode Decomposition (DMD) is a Koopman-based algorithm that straightforwardly isolates individual mechanisms from the compound morphology of direct measurement. However, many may be perplexed by the messages the DMD structures…

Fluid Dynamics · Physics 2021-12-03 Cruz Y. Li , Tim K. T. Tse , Gang Hu , Lei Zhou

Koopman operators linearize nonlinear dynamical systems, making their spectral information of crucial interest. Numerous algorithms have been developed to approximate these spectral properties, and Dynamic Mode Decomposition (DMD) stands…

Dynamical Systems · Mathematics 2023-11-13 Matthew J. Colbrook , Qin Li , Ryan V. Raut , Alex Townsend

We introduce sparse random projection, an important dimension-reduction tool from machine learning, for the estimation of discrete-choice models with high-dimensional choice sets. Initially, high-dimensional data are compressed into a…

Machine Learning · Statistics 2016-04-21 Khai X. Chiong , Matthew Shum

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

Representation of a dynamical system in terms of simplifying modes is a central premise of reduced order modelling and a primary concern of the increasingly popular DMD (dynamic mode decomposition) empirical interpretation of Koopman…

Dynamical Systems · Mathematics 2021-03-26 Erik Bollt