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We present a data-driven method for separating complex, multiscale systems into their constituent time-scale components using a recursive implementation of dynamic mode decomposition (DMD). Local linear models are built from windowed…

Systems and Control · Computer Science 2019-06-26 Daniel Dylewsky , Molei Tao , J. Nathan Kutz

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

This paper explores the integration of symmetries into the Koopman-operator framework for the analysis and efficient learning of equivariant dynamical systems using a group-convolutional approach. Approximating the Koopman operator by…

Dynamical Systems · Mathematics 2025-05-27 Hans Harder , Feliks Nüske , Friedrich M. Philipp , Manuel Schaller , Karl Worthmann , Sebastian Peitz

Dynamic mode decomposition (DMD) is a popular approach to analyzing and modeling fluid flows. In practice, datasets are almost always corrupted to some degree by noise. The vanilla DMD is highly noise-sensitive, which is why many…

Fluid Dynamics · Physics 2025-01-30 Andre Weiner , Janis Geise

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

Multiscale modeling and analysis of multiphysics coupling processes in highly heterogeneous media present significant challenges. In this paper, we propose a novel multiphysics embedding localized orthogonal decomposition (ME-LOD) method…

Numerical Analysis · Mathematics 2025-07-21 Yuzhou Nan , Yajun Wang , Changqing Ye , Xiaofei Guan

Time-series forecasting often faces challenges due to data volatility, which can lead to inaccurate predictions. Variational Mode Decomposition (VMD) has emerged as a promising technique to mitigate volatility by decomposing data into…

Machine Learning · Computer Science 2024-09-05 Hafizh Raihan Kurnia Putra , Novanto Yudistira , Tirana Noor Fatyanosa

In this paper we present algorithms for an efficient implementation of the Localized Orthogonal Decomposition method (LOD). The LOD is a multiscale method for the numerical simulation of partial differential equations with a continuum of…

Numerical Analysis · Mathematics 2019-02-21 Christian Engwer , Patrick Henning , Axel Målqvist , Daniel Peterseim

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…

Systems and Control · Electrical Eng. & Systems 2024-10-07 Dipankar Maity , Debdipta Goswami

The Hilbert-Huang transform (HHT) consists of empirical mode decomposition (EMD), which is a template-free method that represents the combination of different intrinsic modes on a time-frequency map (i.e., the Hilbert spectrum). The…

Instrumentation and Methods for Astrophysics · Physics 2025-06-05 Lupin Chun-Che Lin , Chin-Ping Hu , Chien-Chang Yen , Kuo-Chuan Pan , C. Y. Hui , Kwan-Lok Li , Yu-Chiung Lin , Yi-Sheng Huang , Albert K. H. Kong

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

We demonstrate that the integration of the recently developed dynamic mode decomposition (DMD) with a multi-resolution analysis allows for a decomposition method capable of robustly separating complex systems into a hierarchy of…

Dynamical Systems · Mathematics 2015-06-02 J. Nathan Kutz , Xing Fu , Steven L. Brunton

Signal decomposition is a classical problem in signal processing, which aims to separate an observed signal into two or more components each with its own property. Usually each component is described by its own subspace or dictionary.…

Computer Vision and Pattern Recognition · Computer Science 2018-12-27 Shervin Minaee , Yao Wang

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

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

Most model reduction methods reduce the state dimension and then temporally evolve a set of coefficients that encode the state in the reduced representation. In this paper, we instead employ an efficient representation of the entire…

Numerical Analysis · Mathematics 2025-11-03 Peter Frame , Cong Lin , Oliver Schmidt , Aaron Towne

Accurate early prediction of software defects is essential to maintain software quality and reduce maintenance costs. However, the field of software defect prediction (SDP) faces challenges such as class imbalances, high-dimensional feature…

Software Engineering · Computer Science 2024-10-15 Jie Zhang , Dongcheng Li , W. Eric Wong , Shengrong Wang

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

Feedback control synthesis for nonlinear, parameter-dependent fluid flow control problems is considered. The optimal feedback law requires the solution of the Hamilton-Jacobi-Bellman (HJB) PDE suffering the curse of dimensionality. This is…

Optimization and Control · Mathematics 2023-11-29 Sergey Dolgov , Dante Kalise , Luca Saluzzi

Decoherence serves as a major obstacle to achieving higher efficiency in all quantum technologies. Thus, controlling and mitigating decoherence is currently an active research direction. In this work, we experimentally manipulate…