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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

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

Seismic datasets contain valuable information that originate from areas of interest in the subsurface; such seismic reflections are however inevitably contaminated by other events created by waves reverberating in the overburden.…

Geophysics · Physics 2022-08-10 Matteo Ravasi , Tamil Selvan , Nick Luiken

Multidimensional scaling (MDS) is a dimensionality reduction tool used for information analysis, data visualization and manifold learning. Most MDS procedures embed data points in low-dimensional Euclidean (flat) domains, such that…

Computational Geometry · Computer Science 2018-10-23 Gil Shamai , Michael Zibulevsky , Ron Kimmel

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

Introducing flexibility in the time-discretisation mesh can improve convergence and computational time when solving differential equations numerically, particularly when the solutions are discontinuous, as commonly found in control problems…

Optimization and Control · Mathematics 2023-06-27 Lucian Nita , Eduardo M. G. Vila , Marta A. Zagorowska , Eric C. Kerrigan , Yuanbo Nie , Ian McInerney , Paola Falugi

In this paper, we study temporal splitting algorithms for multiscale problems. The exact fine-grid spatial problems typically require some reduction in degrees of freedom. Multiscale algorithms are designed to represent the fine-scale…

Numerical Analysis · Mathematics 2021-06-02 Yalchin Efendiev , Sai-Mang Pun , Petr N. Vabishchevich

In this paper, a nonlinear system of fractional ordinary differential equations with multiple scales in time is investigated. We are interested in the effective long-term computation of the solution. The main challenge is how to obtain the…

Numerical Analysis · Mathematics 2022-01-07 Zhaoyang Wang , Ping Lin

In solving hard computational problems, semidefinite program (SDP) relaxations often play an important role because they come with a guarantee of optimality. Here, we focus on a popular semidefinite relaxation of K-means clustering which…

Machine Learning · Computer Science 2018-09-07 Mariano Tepper , Anirvan M. Sengupta , Dmitri Chklovskii

We consider a general family of nonlocal in space and time diffusion equations with space-time dependent diffusivity and prove convergence of finite difference schemes in the context of viscosity solutions under very mild conditions. The…

Numerical Analysis · Mathematics 2023-11-27 Félix del Teso , Łukasz Płociniczak

Time series data, including univariate and multivariate ones, are characterized by unique composition and complex multi-scale temporal variations. They often require special consideration of decomposition and multi-scale modeling to…

Machine Learning · Computer Science 2024-03-26 Shuhan Zhong , Sizhe Song , Weipeng Zhuo , Guanyao Li , Yang Liu , S. -H. Gary Chan

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

Multitemporal hyperspectral unmixing can capture dynamical evolution of materials. Despite its capability, current methods emphasize variability of endmembers while neglecting dynamics of abundances, which motivates our adoption of neural…

Image and Video Processing · Electrical Eng. & Systems 2025-05-28 Ruiying Li , Bin Pan , Lan Ma , Xia Xu , Zhenwei Shi

Multidimensional scaling (MDS) is a popular dimensionality reduction techniques that has been widely used for network visualization and cooperative localization. However, the traditional stress minimization formulation of MDS necessitates…

Optimization and Control · Mathematics 2016-12-22 Ketan Rajawat , Sandeep Kumar

We consider the coupled system of equations that describe flow in fractured porous media. To describe such types of problems, multicontinuum and multiscale approaches are used. Because in multicontinuum models, the permeability of each…

Numerical Analysis · Mathematics 2023-05-31 Maria Vasilyeva

We present the Super-Localized Orthogonal Decomposition (SLOD) method for the numerical homogenization of linear elasticity problems with multiscale microstructures modeled by a heterogeneous coefficient field without any periodicity or…

Numerical Analysis · Mathematics 2025-01-10 Camilla Belponer , José C. Garay , Peter Munch , Daniel Peterseim

Multidimensional scaling (MDS) is a family of methods that embed a given set of points into a simple, usually flat, domain. The points are assumed to be sampled from some metric space, and the mapping attempts to preserve the distances…

Computational Geometry · Computer Science 2014-03-05 Yonathan Aflalo , Anastasia Dubrovina , Ron Kimmel

We present and analyze a multiscale method for wave propagation problems, posed on spatial networks. By introducing a coarse scale, using a finite element space interpolated onto the network, we construct a discrete multiscale space using…

Numerical Analysis · Mathematics 2023-04-12 Morgan Görtz , Per Ljung , Axel Målqvist

This paper introduces an extended tensor decomposition (XTD) method for model reduction. The proposed method is based on a sparse non-separated enrichment to the conventional tensor decomposition, which is expected to improve the…

Numerical Analysis · Mathematics 2023-11-07 Ye Lu , Satyajit Mojumder , Jiachen Guo , Yangfan Li , Wing Kam Liu

Seasonal time series exhibit intricate long-term dependencies, posing a significant challenge for accurate future prediction. This paper introduces the Multi-scale Seasonal Decomposition Model (MSSD) for seasonal time-series forecasting.…

Machine Learning · Computer Science 2024-12-18 Yining Pang , Chenghan Li
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