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We introduce a new adaptive decomposition tool, which we refer to as Nonlinear Mode Decomposition (NMD). It decomposes a given signal into a set of physically meaningful oscillations for any waveform, simultaneously removing the noise. NMD…

Numerical Analysis · Mathematics 2015-10-07 Dmytro Iatsenko , Peter V. E. McClintock , Aneta Stefanovska

Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…

Machine Learning · Statistics 2026-05-12 Anan Saha , Arnab Ganguly

Reliably reconstructing physical fields from sparse sensor data is a challenge that frequently arises in many scientific domains. In practice, the process generating the data often is not understood to sufficient accuracy. Therefore, there…

Machine Learning · Computer Science 2024-01-23 Xihaier Luo , Wei Xu , Yihui Ren , Shinjae Yoo , Balu Nadiga

The reconstruction and inference of stochastic dynamical systems from data is a fundamental task in inverse problems and statistical learning. While surrogate modeling advances computational methods to approximate these dynamics, standard…

Optimization and Control · Mathematics 2026-04-14 Nicole Tianjiao Yang

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

This article presents two novel adaptive-sparse polynomial dimensional decomposition (PDD) methods for solving high-dimensional uncertainty quantification problems in computational science and engineering. The methods entail global…

Numerical Analysis · Mathematics 2015-06-18 Vaibhav Yadav , Sharif Rahman

The time-dependent fields obtained by solving partial differential equations in two and more dimensions quickly overwhelm the analytical capabilities of the human brain. A meaningful insight into the temporal behaviour can be obtained by…

Numerical Analysis · Mathematics 2024-04-04 Miha Rot , Martin Horvat , Gregor Kosec

Although real-world complex systems typically interact through sparse and heterogeneous networks, analytic solutions of their dynamics are limited to models with all-to-all interactions. Here, we solve the dynamics of a broad range of…

Disordered Systems and Neural Networks · Physics 2025-01-28 Fernando L. Metz

High-fidelity large-eddy simulations are suitable to obtain insight into the complex flow dynamics in extended wind farms. In order to better understand these flow dynamics, we use dynamic mode decomposition (DMD) to analyze and reconstruct…

Fluid Dynamics · Physics 2022-04-26 Xuan Dai , Da Xu , Mengqi Zhang , Richard J. A. M. Stevens

Learning continuous-time stochastic dynamics is a fundamental and essential problem in modeling sporadic time series, whose observations are irregular and sparse in both time and dimension. For a given system whose latent states and…

Machine Learning · Computer Science 2021-04-30 Yingru Liu , Yucheng Xing , Xuewen Yang , Xin Wang , Jing Shi , Di Jin , Zhaoyue Chen

Dynamic Mode Decomposition (DMD) is a data-driven method for approximating the spatiotemporal modes of a system. The eigenvectors and eigenvalues of the system are approximated from a series of time-snapshots of the state variables. The…

Computational Engineering, Finance, and Science · Computer Science 2026-04-17 William Bennett , Ryan G. McClarren , Ethan Smith , Melek Derman

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

We have deluge of data in time series format for numerous phenomena. The number of snapshots, resolution and many other factors come into play as we look to identify the dynamics in a given problem. The pre-processing and post-processing…

Signal Processing · Electrical Eng. & Systems 2020-01-13 Mohammad N. Murshed , M. Monir Uddin

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…

Learning governing equations allows for deeper understanding of the structure and dynamics of data. We present a random sampling method for learning structured dynamical systems from under-sampled and possibly noisy state-space…

Information Theory · Computer Science 2018-05-14 Hayden Schaeffer , Giang Tran , Rachel Ward , Linan Zhang

Dynamic mode decomposition (DMD) is a popular approach to analyzing and modeling fluid flows. In practice, datasets are almost always corrupted to some degree by noise. The vanilla DMD is highly noise-sensitive, which is why many…

Fluid Dynamics · Physics 2025-01-30 Andre Weiner , Janis Geise

Reconstructing high-dimensional spatiotemporal fields from sparse point-sensor measurements is a central challenge in learning parametric PDE dynamics. Existing approaches often struggle to generalize across trajectories and parameter…

Machine Learning · Computer Science 2026-02-05 Yanjie Tong , Peng Chen

We introduce a computationally efficient method for the automation of inverse design in science and engineering. Based on simple least-square regression, the underlying dynamic mode decomposition algorithm can be used to construct a…

Machine Learning · Computer Science 2025-02-14 Yunpeng Zhu , Liangliang Cheng , Anping Jing , Hanyu Huo , Ziqiang Lang , Bo Zhang , J. Nathan Kutz

High-quality 4D reconstruction enables photorealistic and immersive rendering of the dynamic real world. However, unlike static scenes that can be fully captured with a single camera, high-quality dynamic scenes typically require dense…

Computer Vision and Pattern Recognition · Computer Science 2026-04-08 Weihong Pan , Xiaoyu Zhang , Zhuang Zhang , Zhichao Ye , Nan Wang , Haomin Liu , Guofeng Zhang

We aim to reconstruct the latent space dynamics of high dimensional, quasi-stationary systems using model order reduction via the spectral proper orthogonal decomposition (SPOD). The proposed method is based on three fundamental steps: in…

Numerical Analysis · Mathematics 2022-08-17 Andrea Lario , Romit Maulik , Oliver T. Schmidt , Gianluigi Rozza , Gianmarco Mengaldo
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