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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

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

A new variational mode decomposition (VMD) based deep learning approach is proposed in this paper for time series forecasting problem. Firstly, VMD is adopted to decompose the original time series into several sub-signals. Then, a…

Machine Learning · Statistics 2020-02-25 Guowei Zhang , Tao Ren , Yifan Yang

Time-delay embeddings and dimensionality reduction are powerful techniques for discovering effective coordinate systems to represent the dynamics of physical systems. Recently, it has been shown that models identified by dynamic mode…

Dynamical Systems · Mathematics 2021-11-17 Seth M. Hirsh , Sara M. Ichinaga , Steven L. Brunton , J. Nathan Kutz , Bingni W. Brunton

We present a low-rank Koopman operator formulation for accelerating deformable subspace simulation. Using a Dynamic Mode Decomposition (DMD) parameterization of the Koopman operator, our method learns the temporal evolution of deformable…

Graphics · Computer Science 2026-02-10 Yue Chang , Peter Yichen Chen , Eitan Grinspun , Maurizio M. Chiaramonte

The Dynamic Mode Decomposition (DMD) and the more general Extended DMD (EDMD) are powerful tools for computational analysis of dynamical systems in data-driven scenarios. They are built on the theoretical foundation of the Koopman…

Numerical Analysis · Mathematics 2026-04-06 Zlatko Drmač , Ela Đimoti

Originally introduced in the fluid mechanics community, dynamic mode decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of nonlinear systems. However, existing DMD theory deals primarily with sequential time…

Numerical Analysis · Mathematics 2014-12-17 Jonathan H. Tu , Clarence W. Rowley , Dirk M. Luchtenburg , Steven L. Brunton , J. Nathan Kutz

Analyzing the spectral properties of the Koopman operator is crucial for understanding and predicting the behavior of complex stochastic dynamical systems. However, the accuracy of data-driven estimation methods, such as Extended Dynamic…

Dynamical Systems · Mathematics 2025-09-08 Yuanchao Xu , Jing Liu , Zhongwei Shen , Isao Ishikawa

Extended dynamic mode decomposition (EDMD) is a popular data-driven method to predict the action of the Koopman operator, i.e., the evolution of an observable function along the flow of a dynamical system. In this paper, we leverage a…

Optimization and Control · Mathematics 2025-03-17 Lea Bold , Manuel Schaller , Irene Schimperna , Karl Worthmann

This paper presents a novel non-linear model reduction method: Probabilistic Manifold Decomposition (PMD), which provides a powerful framework for constructing non-intrusive reduced-order models (ROMs) by embedding a high-dimensional system…

Numerical Analysis · Mathematics 2026-01-09 Jiaming Guo , Dunhui Xiao

Koopman representations aim to learn features of nonlinear dynamical systems (NLDS) which lead to linear dynamics in the latent space. Theoretically, such features can be used to simplify many problems in modeling and control of NLDS. In…

Machine Learning · Computer Science 2023-11-27 Mahan Fathi , Clement Gehring , Jonathan Pilault , David Kanaa , Pierre-Luc Bacon , Ross Goroshin

Dynamic Mode Decomposition (DMD) describes complex dynamic processes through a hierarchy of simpler coherent features. DMD is regularly used to understand the fundamental characteristics of turbulence and is closely related to Koopman…

Fluid Dynamics · Physics 2023-02-01 Matthew J. Colbrook , Lorna J. Ayton , Máté Szőke

We introduce the Mori-Zwanzig Mode Decomposition (MZMD), a novel data-driven technique for efficient modal analysis of and reduced-order modeling of large-scale spatio-temporal dynamical systems. MZMD represents an extension of Dynamic Mode…

Fluid Dynamics · Physics 2025-05-09 Michael Woodward , Yen Ting Lin , Yifeng Tian , Christoph Hader , Hermann Fasel , Daniel Livescu

This paper proposes an original methodology to compute the regions of attraction in hyperbolic and polynomial nonlinear dynamical systems using the eigenfunctions of the discrete-time approximation of the Koopman operator given by the…

Systems and Control · Electrical Eng. & Systems 2022-09-07 Camilo Garcia-Tenorio , Duvan Tellez-Castro , Eduardo Mojica-Nava , Alain Vande Wouwer

Dynamic mode decomposition (DMD) has become a powerful data-driven method for analyzing the spatiotemporal dynamics of complex, high-dimensional systems. However, conventional DMD methods are limited to matrix-based formulations, which…

Systems and Control · Electrical Eng. & Systems 2025-08-05 Ziqin He , Mengqi Hu , Yifei Lou , Can Chen

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

The frequency estimation from the Koopman eigenvalues (phase angles) obtained via Dynamic Mode Decomposition (DMD) is addressed. Since the calculations of the frequencies from the phase angles are nonunique, the modifications of DMD for…

Fluid Dynamics · Physics 2016-03-22 Aleksey Alekseev

The dynamic mode decomposition (DMD) is a data-driven approach that extracts the dominant features from spatiotemporal data. In this work, we introduce sparse-mode DMD, a new variant of the optimized DMD framework that specifically…

Machine Learning · Statistics 2025-07-29 Sara M. Ichinaga , Steven L. Brunton , Aleksandr Y. Aravkin , J. Nathan Kutz

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 present Latent Diffeomorphic Dynamic Mode Decomposition (LDDMD), a new data reduction approach for the analysis of non-linear systems that combines the interpretability of Dynamic Mode Decomposition (DMD) with the predictive power of…

Machine Learning · Computer Science 2025-08-04 Willem Diepeveen , Jon Schwenk , Andrea Bertozzi