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While the acquisition of time series has become more straightforward, developing dynamical models from time series is still a challenging and evolving problem domain. Within the last several years, to address this problem, there has been a…

Machine Learning · Computer Science 2023-07-19 Christopher W. Curtis , D. Jay Alford-Lago , Erik Bollt , Andrew Tuma

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…

Numerical Analysis · Mathematics 2016-02-17 Alessandro Alla , J. Nathan Kutz

Dynamic Mode Decomposition (DMD) is a data-driven technique to identify a low dimensional linear time invariant dynamics underlying high-dimensional data. For systems in which such underlying low-dimensional dynamics is time-varying, a…

Signal Processing · Electrical Eng. & Systems 2020-04-09 Mustaffa Alfatlawi , Vaibhav Srivastava

Smoothed Dissipative Particle Dynamics (SDPD) is a mesoscopic particle method which allows to select the level of resolution at which a fluid is simulated. The numerical integration of its equations of motion still suffers from the lack of…

Statistical Mechanics · Physics 2017-10-25 Gérôme Faure , Gabriel Stoltz

Understanding nonlinear dynamical systems (NLDSs) is challenging in a variety of engineering and scientific fields. Dynamic mode decomposition (DMD), which is a numerical algorithm for the spectral analysis of Koopman operators, has been…

Machine Learning · Statistics 2022-05-10 Keisuke Fujii , Yoshinobu Kawahara

A methodology for using random sketching in the context of model order reduction for high-dimensional parameter-dependent systems of equations was introduced in [Balabanov and Nouy 2019, Part I]. Following this framework, we here construct…

Numerical Analysis · Mathematics 2022-03-25 Oleg Balabanov , Anthony Nouy

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…

Numerical Analysis · Mathematics 2024-10-08 Nicolas Boullé , Matthew J. Colbrook

Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This…

Machine Learning · Statistics 2018-05-18 Patrick Héas , Cédric Herzet

We introduce the optimized dynamic mode decomposition algorithm for constructing an adaptive and computationally efficient reduced order model and forecasting tool for global atmospheric chemistry dynamics. By exploiting a low-dimensional…

Machine Learning · Computer Science 2024-04-22 Meghana Velegar , Christoph Keller , J. Nathan Kutz

This work continues the parametric investigation on the sampling nuances of the Dynamic Mode Decomposition (DMD) under the Koopman analysis. Through turbulent wakes, the investigation corroborated the generality of the universal convergence…

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

Recently proposed adaptive Sketch & Project (SP) methods connect several well-known projection methods such as Randomized Kaczmarz (RK), Randomized Block Kaczmarz (RBK), Motzkin Relaxation (MR), Randomized Coordinate Descent (RCD), Capped…

Numerical Analysis · Mathematics 2020-12-25 Md Sarowar Morshed , Sabbir Ahmad , Md Noor-E-Alam

Noise fundamentally limits the performance and predictive capabilities of classical and quantum dynamical systems by degrading stability and obscuring intrinsic dynamical characteristics. Characterizing such noise accurately is essential…

Quantum Physics · Physics 2025-08-07 Adva Baratz , Loris Maria Cangemi , Assaf Hamo , Sivan Refaely-Abramson , Amikam Levy

The Koopman operator is beneficial for analyzing nonlinear and stochastic dynamics; it is linear but infinite-dimensional, and it governs the evolution of observables. The extended dynamic mode decomposition (EDMD) is one of the famous…

Numerical Analysis · Mathematics 2022-05-18 Jun Ohkubo

Sketching, a dimensionality reduction technique, has received much attention in the statistics community. In this paper, we study sketching in the context of Newton's method for solving finite-sum optimization problems in which the number…

Optimization and Control · Mathematics 2019-06-03 Albert S. Berahas , Raghu Bollapragada , Jorge Nocedal

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

The Koopman operator is a linear, infinite-dimensional operator that governs the dynamics of system observables; Extended Dynamic Mode Decomposition (EDMD) is a data-driven method for approximating the Koopman operator using functions…

Numerical Analysis · Mathematics 2019-05-21 Anthony M. DeGennaro , Nathan M. Urban

Sketch-and-project is a framework which unifies many known iterative methods for solving linear systems and their variants, as well as further extensions to non-linear optimization problems. It includes popular methods such as randomized…

Optimization and Control · Mathematics 2023-09-20 Michał Dereziński , Elizaveta Rebrova

We present a sketch-based CAD modeling system, where users create objects incrementally by sketching the desired shape edits, which our system automatically translates to CAD operations. Our approach is motivated by the close similarities…

Graphics · Computer Science 2020-09-11 Changjian Li , Hao Pan , Adrien Bousseau , Niloy J. Mitra

Residual Dynamic Mode Decomposition (ResDMD) offers a method for accurately computing the spectral properties of Koopman operators. It achieves this by calculating an infinite-dimensional residual from snapshot data, thus overcoming issues…

Dynamical Systems · Mathematics 2024-03-12 Matthew J. Colbrook