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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

Dynamic mode decomposition (DMD) is a data-driven method of extracting spatial-temporal coherent modes from complex systems and providing an equation-free architecture to model and predict systems. However, in practical applications, the…

Systems and Control · Electrical Eng. & Systems 2024-10-07 Ningxin Liu , Shuigen Liu , Xin T. Tong , Lijian Jiang

We introduce Variational Latent Mode Decomposition (VLMD), a new algorithm for extracting oscillatory modes and associated connectivity structures from multivariate signals. VLMD addresses key limitations of existing Multivariate Mode…

Machine Learning · Computer Science 2025-05-26 Manuel Morante , Naveed ur Rehman

Dynamic mode decomposition (DMD) is a powerful data-driven technique for construction of reduced-order models of complex dynamical systems. Multiple numerical tests have demonstrated the accuracy and efficiency of DMD, but mostly for…

Numerical Analysis · Mathematics 2021-07-28 Hannah Lu , Daniel M. Tartakovsky

Dynamic Mode Decomposition (DMD) is an unsupervised machine learning method that has attracted considerable attention in recent years owing to its equation-free structure, ability to easily identify coherent spatio-temporal structures in…

Machine Learning · Computer Science 2022-02-16 Alex Viguerie , Gabriel F. Barros , Malú Grave , Alessandro Reali , Alvaro L. G. A. Coutinho

In this two-part article, we evaluate the utility and the generalizability of the Dynamic Mode Decomposition (DMD) algorithm for data-driven analysis and reduced-order modelling of plasma dynamics in cross-field ExB configurations. The DMD…

Plasma Physics · Physics 2023-08-29 Farbod Faraji , Maryam Reza , Aaron Knoll , J. Nathan Kutz

We demonstrate the application of the Dynamic Mode Decomposition (DMD) for the diagnostic analysis of the nonlinear dynamics of a magnetized plasma in resistive magnetohydrodynamics. The DMD method is an ideal spatio-temporal matrix…

Plasma Physics · Physics 2018-05-23 Roy Taylor , J. Nathan Kutz , Kyle Morgan , Brian Nelson

In this work, we present a method which determines optimal multi-step dynamic mode decomposition (DMD) models via entropic regression, which is a nonlinear information flow detection algorithm. Motivated by the higher-order DMD (HODMD)…

Machine Learning · Statistics 2024-06-19 Christopher W. Curtis , Erik Bollt , Daniel Jay Alford-Lago

Dynamic Mode Decomposition (DMD) yields a linear, approximate model of a system's dynamics that is built from data. We seek to reduce the order of this model by identifying a reduced set of modes that best fit the output. We adopt a model…

Machine Learning · Statistics 2020-01-20 John Graff , Xianzhang Xu , Francis D. Lagor , Tarunraj Singh

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

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

Recovering dynamical equations from observed noisy data is the central challenge of system identification. We develop a statistical mechanics approach to analyze sparse equation discovery algorithms, which typically balance data fit and…

Statistical Mechanics · Physics 2025-09-16 Andrei A. Klishin , Joseph Bakarji , J. Nathan Kutz , Krithika Manohar

This paper presents a novel adaptive-sparse polynomial dimensional decomposition (PDD) method for stochastic design optimization of complex systems. The method entails an adaptive-sparse PDD approximation of a high-dimensional stochastic…

Numerical Analysis · Mathematics 2016-01-13 Sharif Rahman , Xuchun Ren , Vaibhav Yadav

This paper introduces the method of dynamic mode decomposition (DMD) for robustly separating video frames into background (low-rank) and foreground (sparse) components in real-time. The method is a novel application of a technique used for…

Computer Vision and Pattern Recognition · Computer Science 2014-05-01 Jacob Grosek , J. Nathan Kutz

Predicting the behavior of complex systems is critical in many scientific and engineering domains, and hinges on the model's ability to capture their underlying dynamics. Existing methods encode the intrinsic dynamics of high-dimensional…

Computational Engineering, Finance, and Science · Computer Science 2025-11-18 Jingwen Cheng , Ruikun Li , Huandong Wang , Yong Li

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

We present parameter-interpolated dynamic mode decomposition (piDMD), a parametric reduced-order modeling framework that embeds known parameter-affine structure directly into the DMD regression step. Unlike existing parametric DMD methods…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Ananda Chakrabarti , Haitham H. Saleh , Indranil Nayak , Balasubramaniam Shanker , Fernando L. Teixeira , Debdipta Goswami

The DMD (Dynamic Mode Decomposition) method has attracted widespread attention as a representative modal-decomposition method and can build a predictive model. However, the DMD may give predicted results that deviate from physical reality…

Computational Physics · Physics 2023-11-29 Yuhui Yin , Chenhui Kou , Shengkun Jia , Lu Lu , Xigang Yuan , Yiqing Luo

The analysis of nonlinear dynamical systems based on the Koopman operator is attracting attention in various applications. Dynamic mode decomposition (DMD) is a data-driven algorithm for Koopman spectral analysis, and several variants with…

Dynamical Systems · Mathematics 2017-10-31 Naoya Takeishi , Yoshinobu Kawahara , Takehisa Yairi

We propose Comprehensive Robust Dynamic Mode Decomposition (CR-DMD), a novel framework that robustifies the entire DMD process - from mode extraction to dimensional reduction - against mixed noise. Although standard DMD widely used for…

Signal Processing · Electrical Eng. & Systems 2026-01-19 Yuki Nakamura , Shingo Takemoto , Shunsuke Ono