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An adaptive approach to using reduced-order models as surrogates in PDE-constrained optimization is introduced that breaks the traditional offline-online framework of model order reduction. A sequence of optimization problems constrained by…

Optimization and Control · Mathematics 2014-07-30 Matthew J. Zahr , Charbel Farhat

Dynamic Mode Decomposition (DMD) is an equation-free method that aims at reconstructing the best linear fit from temporal datasets. In this paper, we show that DMD does not provide accurate approximation for datasets describing oscillatory…

Numerical Analysis · Mathematics 2023-03-14 Alessandro Alla , Angela Monti , Ivonne Sgura

We propose an efficient hyper-reduced order model (HROM) designed for segregated finite-volume solvers in geometrically parametrized problems. The method follows a discretize-then-project strategy: the full-order operators are first…

Numerical Analysis · Mathematics 2026-01-13 Valentin Nkana Ngan , Giovanni Stabile , Andrea Mola , Gianluigi Rozza

This paper considers large-scale linear stochastic systems representing, e.g., spatially discretized stochastic partial differential equations. Since asymptotic stability can often not be ensured in such a stochastic setting (e.g. due to…

Numerical Analysis · Mathematics 2022-05-19 Martin Redmann , Nahid Jamshidi

The Hadamard decomposition is a powerful technique for data analysis and matrix compression, which decomposes a given matrix into the element-wise product of two or more low-rank matrices. In this paper, we develop an efficient algorithm to…

Machine Learning · Computer Science 2025-04-23 Samuel Wertz , Arnaud Vandaele , Nicolas Gillis

Steering a system towards a desired target in a very short amount of time is challenging from a computational standpoint. Indeed, the intrinsically iterative nature of optimal control problems requires multiple simulations of the physical…

Optimization and Control · Mathematics 2025-05-16 Matteo Tomasetto , Andrea Manzoni , Francesco Braghin

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

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

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

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 introduce the Rigged Dynamic Mode Decomposition (Rigged DMD) algorithm, which computes generalized eigenfunction decompositions of Koopman operators. By considering the evolution of observables, Koopman operators transform complex…

Dynamical Systems · Mathematics 2024-12-04 Matthew J. Colbrook , Catherine Drysdale , Andrew Horning

This paper introduces a reduced-order modeling approach based on finite volume methods for hyperbolic systems, combining Proper Orthogonal Decomposition (POD) with the Discrete Empirical Interpolation Method (DEIM) and Proper Interval…

Numerical Analysis · Mathematics 2025-05-07 I. Gómez-Bueno , E. D. Fernández-Nieto , S. Rubino

We investigate the sensitivity of reduced order models (ROMs) to training data resolution as well as sampling rate. In particular, we consider proper orthogonal decomposition (POD), coupled with Galerkin projection (POD-GP), as an intrusive…

Fluid Dynamics · Physics 2020-07-15 Shady E. Ahmed , Omer San , Diana A. Bistrian , Ionel M. Navon

Dynamic mode decomposition (DMD) has emerged as a popular data-driven modeling approach to identifying spatio-temporal coherent structures in dynamical systems, owing to its strong relation with the Koopman operator. For dynamical systems…

Signal Processing · Electrical Eng. & Systems 2021-10-26 Manu Krishnan , Serkan Gugercin , Pablo A. Tarazaga

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

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

We develop an on-the-fly reduced-order model (ROM) integrated with a flow simulation, gradually replacing a corresponding full-order model (FOM) of a physics solver. Unlike offline methods requiring a separate FOM-only simulation prior to…

Fluid Dynamics · Physics 2023-12-01 Seung Won Suh , Seung Whan Chung , Peer-Timo Bremer , Youngsoo Choi

The vast majority of reduced-order models (ROMs) first obtain a low dimensional representation of the problem from high-dimensional model (HDM) training data which is afterwards used to obtain a system of reduced complexity. Unfortunately,…

Numerical Analysis · Mathematics 2023-09-14 Victor Zucatti , Matthew J. Zahr

This paper develops a robust dynamic mode decomposition (RDMD) method endowed with statistical and numerical robustness. Statistical robustness ensures estimation efficiency at the Gaussian and non-Gaussian probability distributions,…

Methodology · Statistics 2022-07-08 Amir Hossein Abolmasoumi , Marcos Netto , Lamine Mili