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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

In this paper we present a new method for deriving It\^{o} stochastic delay differential equations (SDDEs) from delayed chemical master equations (DCMEs). Considering alternative formulations of SDDEs that can be derived from the same DCME,…

Chaotic Dynamics · Physics 2023-05-09 F. Fatehi , Y. N. Kyrychko , K. B. Blyuss

Delay-coordinates dynamic mode decomposition (DC-DMD) is widely used to extract coherent spatiotemporal modes from high-dimensional time series. A central challenge is distinguishing dynamically meaningful modes from spurious modes induced…

Signal Processing · Electrical Eng. & Systems 2026-03-17 Yoav Harris , Hadas Benisty , Ronen Talmon

There exist excellent codes for an efficient numerical treatment of stiff and differential-algebraic problems. Let us mention {\sc Radau5} which is based on the $3$-stage Radau IIA collocation method, and its extension to problems with…

Numerical Analysis · Mathematics 2024-01-23 Nicola Guglielmi , Ernst Hairer

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

Neural ordinary differential equations (NODE) have garnered significant attention for their design of continuous-depth neural networks and the ability to learn data/feature dynamics. However, for high-dimensional systems, estimating…

Machine Learning · Computer Science 2025-10-07 Muhao Guo , Haoran Li , Yang Weng

Dynamic Mode Decomposition (DMD) is a powerful tool for extracting spatial and temporal patterns from multi-dimensional time series, and it has been used successfully in a wide range of fields, including fluid mechanics, robotics, and…

Dynamical Systems · Mathematics 2021-09-07 Ziyou Wu , Steven L. Brunton , Shai Revzen

Modeling the evolution of system with time-series data is a challenging and critical task in a wide range of fields, especially when the time-series data is regularly sampled and partially observable. Some methods have been proposed to…

Machine Learning · Computer Science 2024-12-03 Mengbang Zou , Weisi Guo

We present a novel acceleration technique for improving the convergence of source iteration for discrete ordinates transport calculations. Our approach uses the idea of the dynamic mode decomposition (DMD) to estimate the slowly decaying…

Computational Physics · Physics 2018-12-14 Ryan G. McClarren , Terry S. Haut

Natural laws are often described through differential equations yet finding a differential equation that describes the governing law underlying observed data is a challenging and still mostly manual task. In this paper we make a step…

Machine Learning · Computer Science 2022-11-08 Sören Becker , Michal Klein , Alexander Neitz , Giambattista Parascandolo , Niki Kilbertus

We propose a method for learning dynamical systems from high-dimensional empirical data that combines variational autoencoders and (spatio-)temporal attention within a framework designed to enforce certain scientifically-motivated…

Machine Learning · Computer Science 2023-06-22 Kai Lagemann , Christian Lagemann , Sach Mukherjee

In many real-life optimisation problems, there are multiple interacting components in a solution. For example, different components might specify assignments to different kinds of resource. Often, each component is associated with different…

Data Structures and Algorithms · Computer Science 2014-04-10 Edmund K. Burke , Jakub Marecek , Andrew J. Parkes , Hana Rudova

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

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

Fast and accurate simulation of dynamical systems is a fundamental challenge across scientific and engineering domains. Traditional numerical integrators often face a trade-off between accuracy and computational efficiency, while existing…

Computational Engineering, Finance, and Science · Computer Science 2026-03-06 Jiaxin Yuan , Haizhao Yang , Maria Cameron

We are interested in the numerical solution of coupled nonlinear partial differential equations (PDEs) in two and three dimensions. Under certain assumptions on the domain, we take advantage of the Kronecker structure arising in standard…

Numerical Analysis · Mathematics 2021-07-21 Gerhard Kirsten

Sampling from Diffusion Models can alternatively be seen as solving differential equations, where there is a challenge in balancing speed and image visual quality. ODE-based samplers offer rapid sampling time but reach a performance limit,…

Machine Learning · Computer Science 2025-02-28 Qinpeng Cui , Xinyi Zhang , Qiqi Bao , Qingmin Liao

Cosmological simulations require the use of a multiple time-stepping scheme. Without such a scheme, cosmological simulations would be impossible due to their high level of dynamic range; over eleven orders of magnitude in density. Such a…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-07-05 Josh Borrow , Richard G. Bower , Peter W. Draper , Pedro Gonnet , Matthieu Schaller

We present a new methodology for decomposing flows with multiple transports that further extends the shifted proper orthogonal decomposition (sPOD). The sPOD tries to approximate transport-dominated flows by a sum of co-moving data fields.…

Numerical Analysis · Mathematics 2025-03-07 Philipp Krah , Arthur Marmin , Beata Zorawski , Julius Reiss , Kai Schneider

We present a quantum algorithm that analyzes time series data simulated by a quantum differential equation solver. The proposed algorithm is a quantum version of the dynamic mode decomposition algorithm used in diverse fields such as fluid…

Quantum Physics · Physics 2024-10-17 Yuta Mizuno , Tamiki Komatsuzaki
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