English
Related papers

Related papers: New Robust Streaming DMD with Forecasting

200 papers

Dynamic mode decomposition (DMD) is a powerful and increasingly popular tool for performing spectral analysis of fluid flows. However, it requires data that satisfy the Nyquist-Shannon sampling criterion. In many fluid flow experiments,…

Fluid Dynamics · Physics 2014-09-17 Jonathan H. Tu , Clarence W. Rowley , J. Nathan Kutz , Jessica K. Shang

Dynamic mode decomposition (DMD) is a data-driven method that models high-dimensional time series as a sum of spatiotemporal modes, where the temporal modes are constrained by linear dynamics. For nonlinear dynamical systems exhibiting…

Dynamical Systems · Mathematics 2019-06-17 Seth M. Hirsh , Kameron Decker Harris , J. Nathan Kutz , Bingni W. Brunton

Current design constraints have encouraged the studies of aeroacoustic fields around compressible jet flows. The present work addresses the numerical study of unsteady turbulent jet flows as a preparation for future aeroacoustic analyses of…

Fluid Dynamics · Physics 2023-01-13 Sami Yamouni , Carlos Junqueira-Junior , Joao Luiz F. Azevedo , William R. Wolf

This paper introduces a fast algorithm for randomized computation of a low-rank Dynamic Mode Decomposition (DMD) of a matrix. Here we consider this matrix to represent the development of a spatial grid through time e.g. data from a static…

Computer Vision and Pattern Recognition · Computer Science 2016-04-12 N. Benjamin Erichson , Carl Donovan

We formulate a low-storage method for performing dynamic mode decomposition that can be updated inexpensively as new data become available; this formulation allows dynamical information to be extracted from large datasets and data streams.…

Fluid Dynamics · Physics 2015-06-22 Maziar S. Hemati , Matthew O. Williams , Clarence W. Rowley

Dynamic mode decomposition (DMD) is a popular data-driven framework to extract linear dynamics from complex high-dimensional systems. In this work, we study the system identification properties of DMD. We first show that DMD is invariant…

Numerical Analysis · Mathematics 2021-09-15 Jan Heiland , Benjamin Unger

Dynamic mode decomposition (DMD) represents an effective means for capturing the essential features of numerically or experimentally generated flow fields. In order to achieve a desirable tradeoff between the quality of approximation and…

Fluid Dynamics · Physics 2014-12-11 Mihailo R. Jovanović , Peter J. Schmid , Joseph W. Nichols

Modal decomposition techniques are showing a fast growth in popularity for their good properties as data-driven tools. There are several modal decomposition techniques, yet Proper Orthogonal Decomposition (POD) and Dynamic Mode…

The Koopman Mode Decomposition (KMD) is a data-analysis technique which is often used to extract the spatio-temporal patterns of complex flows. In this paper, we use KMD to study the dynamics of the lid-driven flow in a two-dimensional…

Fluid Dynamics · Physics 2018-01-03 Hassan Arbabi , Igor Mezić

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

The Koopman operator provides a principled framework for analyzing nonlinear dynamical systems through linear operator theory. Recent advances in dynamic mode decomposition (DMD) have shown that trajectory data can be used to identify…

Machine Learning · Computer Science 2026-01-21 Minchan Jeong , J. Jon Ryu , Se-Young Yun , Gregory W. Wornell

The Dynamic Mode Decomposition (DMD) extracted dynamic modes are the non-orthogonal eigenvectors of the matrix that best approximates the one-step temporal evolution of the multivariate samples. In the context of dynamical system analysis,…

Statistics Theory · Mathematics 2020-03-09 Arvind Prasadan , Raj Rao Nadakuditi

We study the convergence of Hermitian Dynamic Mode Decomposition (DMD) to the spectral properties of self-adjoint Koopman operators. Hermitian DMD is a data-driven method that approximates the Koopman operator associated with an unknown…

Numerical Analysis · Mathematics 2024-10-08 Nicolas Boullé , Matthew J. Colbrook

While the acquisition of time series has become more straightforward, developing dynamical models from time series is still a challenging and evolving problem domain. Within the last several years, to address this problem, there has been a…

Machine Learning · Computer Science 2023-07-19 Christopher W. Curtis , D. Jay Alford-Lago , Erik Bollt , Andrew Tuma

We present a data-efficient algorithm for learning models for model-predictive control (MPC). Our approach, Jacobian-Regularized Dynamic-Mode Decomposition (JDMD), offers improved sample efficiency over traditional Koopman approaches based…

Robotics · Computer Science 2023-01-31 Brian E. Jackson , Jeong Hun Lee , Kevin Tracy , Zachary Manchester

We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…

Numerical Analysis · Mathematics 2019-05-24 Omri Azencot , Wotao Yin , Andrea Bertozzi

A novel data-driven method of modal analysis for complex flow dynamics, termed as reduced-order variational mode decomposition (RVMD), has been proposed, combining the idea of the separation of variables and a state-of-the-art nonstationary…

Fluid Dynamics · Physics 2022-09-27 Zi-Mo Liao , Zhiye Zhao , Liang-Bing Chen , Zhen-Hua Wan , Nan-Sheng Liu , Xi-Yun Lu

We present an extension of optimal mode decomposition (OMD) for autonomous systems to systems with controls. The extension is developed along the same lines as the extension of dynamic mode decomposition (DMD) to DMD with control (DMDc).…

Optimization and Control · Mathematics 2025-04-14 Lucas Mieg , Martin Mönnigmann

We introduce the method of compressed dynamic mode decomposition (cDMD) for background modeling. The dynamic mode decomposition (DMD) is a regression technique that integrates two of the leading data analysis methods in use today: Fourier…

Computer Vision and Pattern Recognition · Computer Science 2016-12-13 N. Benjamin Erichson , Steven L. Brunton , J. Nathan Kutz

This paper presents a data-driven method for constructing a Koopman linear model based on the Direct Encoding (DE) formula. The prevailing methods, Dynamic Mode Decomposition (DMD) and its extensions are based on least squares estimates…

Machine Learning · Computer Science 2023-01-18 Jerry Ng , Haruhiko Harry Asada