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In this paper, we compare the intrusive proper orthogonal decomposition (POD) with Galerkin projection and the data-driven dynamic mode decomposition (DMD), for Heston's option pricing model. The full order model is obtained by…

Numerical Analysis · Mathematics 2025-01-03 Sinem Kozpınar , Murat Uzunca , Bülent Karasözen

Industry 4.0's highly networked Machine Tool Controllers (MTCs) are prime targets for replay attacks that use outdated sensor data to manipulate actuators. Dynamic watermarking can reveal such tampering, but current schemes assume…

Systems and Control · Electrical Eng. & Systems 2025-09-01 Navid Aftabi , Abhishek Hanchate , Satish Bukkapatnam , Dan Li

Predictive hydrological uncertainty can be quantified by using ensemble methods. If properly formulated, these methods can offer improved predictive performance by combining multiple predictions. In this work, we use 50-year-long monthly…

Model predictive control is a well established control technology for trajectory tracking. Its use requires the availability of an accurate model of the plant, but obtaining such a model is often time consuming and costly. Data-Enabled…

Optimization and Control · Mathematics 2025-10-01 Margarita A. Guerrero , Braghadeesh Lakshminarayanan , Cristian R. Rojas

The interaction of multiple fluids through a heterogeneous pore space leads to complex pore-scale flow dynamics, such as intermittent pathway flow. The non-local nature of these dynamics, and the size of the 4D datasets acquired to capture…

This paper introduces a data-driven time embedding method for modeling long-range seasonal dependencies in spatiotemporal forecasting tasks. The proposed approach employs Dynamic Mode Decomposition (DMD) to extract temporal modes directly…

Machine Learning · Computer Science 2025-08-05 Menglin Kong , Vincent Zhihao Zheng , Xudong Wang , Lijun Sun

Accurately forecasting Arctic sea ice from subseasonal to seasonal scales has been a major scientific effort with fundamental challenges at play. In addition to physics-based earth system models, researchers have been applying multiple…

Atmospheric and Oceanic Physics · Physics 2022-02-09 Sahara Ali , Yiyi Huang , Xin Huang , Jianwu Wang

Autonomous systems often must predict the motions of nearby agents from partial and noisy data. This paper asks and answers the question: "can we learn, in real-time, a nonlinear predictive model of another agent's motions?" Our online…

Robotics · Computer Science 2026-03-09 Stella Kombo , Masih Haseli , Skylar X. Wei , Joel W. Burdick

Estimating and disentangling epistemic uncertainty, uncertainty that is reducible with more training data, and aleatoric uncertainty, uncertainty that is inherent to the task at hand, is critically important when applying machine learning…

Machine Learning · Computer Science 2024-11-08 Matthew A. Chan , Maria J. Molina , Christopher A. Metzler

The KelvinHelmholtz (KH) instability is a fundamental wave instability that is frequently observed in all kinds of shear layer (jets, wakes, atmospheric air currents etc). The study of KH-instability, coherent flow structures has a major…

Computational Engineering, Finance, and Science · Computer Science 2015-03-29 Santosh Tirunagari

Deep learning (DL)-based methods have achieved state-of-the-art performance for many medical image segmentation tasks. Nevertheless, recent studies show that deep neural networks (DNNs) can be miscalibrated and overconfident, leading to…

Image and Video Processing · Electrical Eng. & Systems 2024-06-28 Yidong Zhao , Joao Tourais , Iain Pierce , Christian Nitsche , Thomas A. Treibel , Sebastian Weingärtner , Artur M. Schweidtmann , Qian Tao

Dynamic mode decomposition (DMD) is a data-driven technique widely used to analyze and model fluid problems including transonic buffet flows. Despite its strengths, DMD is known to suffer from sensitivities to the selected settings and the…

Fluid Dynamics · Physics 2023-05-09 Andre Weiner , Richard Semaan

Structural damage detection using non-contact sensing remains a challenging problem in structural health monitoring. This study presents a data-driven framework based on Dynamic Mode Decomposition (DMD) for extracting structural dynamics…

Systems and Control · Electrical Eng. & Systems 2026-05-05 R K B M Rizmi , Shabbir Ahmed

Extracting the latent underlying structures of complex nonlinear local and nonlocal flows is essential for their analysis and modeling. In this work, we attempt to provide a consistent framework through Koopman theory and its related…

Dynamical Systems · Mathematics 2021-12-23 Ido Cohen , Guy Gilboa

Travelling wavepackets are key coherent features contributing to the dynamics of several advective flows. This work introduces the Hilbert proper orthogonal decomposition (HPOD) to distil these features from flow field data, leveraging…

Fluid Dynamics · Physics 2026-04-08 Marco Raiola , Jochen Kriegseis

Predictive planning is a key capability for robots to efficiently and safely navigate populated environments. Particularly in densely crowded scenes, with uncertain human motion predictions, predictive path planning, and control can become…

Robotics · Computer Science 2024-05-22 Till Hielscher , Lukas Heuer , Frederik Wulle , Luigi Palmieri

In recent years, algorithms aiming at learning models from available data have become quite popular due to two factors: 1) the significant developments in Artificial Intelligence techniques and 2) the availability of large amounts of data.…

Dynamical Systems · Mathematics 2026-01-13 Stefano Riva , Andrea Missaglia , Carolina Introini , In Cheol Bang , Antonio Cammi

The Dynamic Mode Decomposition (DMD) is a Koopman-based algorithm that straightforwardly isolates individual mechanisms from the compound morphology of direct measurement. However, many may be perplexed by the messages the DMD structures…

Fluid Dynamics · Physics 2021-12-03 Cruz Y. Li , Tim K. T. Tse , Gang Hu , Lei Zhou

We introduce an approach for damage detection in gearboxes based on the analysis of sensor data with the multi-resolution dynamic mode decomposition (mrDMD). The application focus is the condition monitoring of wind turbine gearboxes under…

Signal Processing · Electrical Eng. & Systems 2022-03-23 Paolo Climaco , Jochen Garcke , Rodrigo Iza-Teran

Leveraging empirical data is crucial in the development of accurate and reliable virtual models for the advancement of autonomous ship technologies and the optimization of port operations. This study presents an in-depth analysis of ship…

Systems and Control · Electrical Eng. & Systems 2024-08-27 Agnes N. Mwange , Yoshiki Miyauchi , Taichi Kambara , Hiroaki Koike , Kazuyoshi Hosogaya , Atsuo Maki