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相关论文: State-Of-The-Art Algorithms For Low-Rank Dynamic M…

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This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…

机器学习 · 统计学 2021-08-23 Patrick Héas , Cédric Herzet

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

数值分析 · 数学 2019-11-28 N. Benjamin Erichson , Lionel Mathelin , Steven L. Brunton , J. Nathan Kutz

Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This…

机器学习 · 统计学 2018-05-18 Patrick Héas , Cédric Herzet

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…

计算机视觉与模式识别 · 计算机科学 2016-04-12 N. Benjamin Erichson , Carl Donovan

Dynamic mode decomposition (DMD) is a recently developed tool for the analysis of the behavior of complex dynamical systems. In this paper, we will propose an extension of DMD that exploits low-rank tensor decompositions of potentially…

数值分析 · 数学 2019-08-14 Stefan Klus , Patrick Gelß , Sebastian Peitz , Christof Schütte

In this paper, we propose a domain decomposition dynamical low-rank method to solve high-dimensional radiative transfer problems and similar kinetic equations. The algorithm uses a separate low-rank approximation on each spatial subdomain,…

数值分析 · 数学 2026-02-17 Stefan Brunner , Lukas Einkemmer , Terry Haut

Dynamic mode decomposition (DMD) is a popular technique for modal decomposition, flow analysis, and reduced-order modeling. In situations where a system is time varying, one would like to update the system's description online as time…

最优化与控制 · 数学 2017-07-11 Hao Zhang , Clarence W. Rowley , Eric A. Deem , Louis N. Cattafesta

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…

动力系统 · 数学 2015-06-02 J. Nathan Kutz , Xing Fu , Steven L. Brunton

Dynamic mode decomposition (DMD) has recently become a popular tool for the non-intrusive analysis of dynamical systems. Exploiting Proper Orthogonal Decomposition (POD) as a dimensionality reduction technique, DMD is able to approximate a…

数值分析 · 数学 2024-01-17 Francesco Andreuzzi , Nicola Demo , Gianluigi Rozza

Low-rank plus diagonal (LRPD) decompositions provide a powerful structural model for large covariance matrices, simultaneously capturing global shared factors and localized corrections that arise in covariance estimation, factor analysis,…

数值分析 · 数学 2025-12-22 Kingsley Yeon , Mihai Anitescu

We present Latent Diffeomorphic Dynamic Mode Decomposition (LDDMD), a new data reduction approach for the analysis of non-linear systems that combines the interpretability of Dynamic Mode Decomposition (DMD) with the predictive power of…

机器学习 · 计算机科学 2025-08-04 Willem Diepeveen , Jon Schwenk , Andrea Bertozzi

We propose a new technique for obtaining reduced order models for nonlinear dynamical systems. Specifically, we advocate the use of the recently developed Dynamic Mode Decomposition (DMD), an equation-free method, to approximate the…

数值分析 · 数学 2016-02-17 Alessandro Alla , J. Nathan Kutz

Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…

数值分析 · 数学 2023-07-26 Jovan Žigić

Dynamic Mode Decomposition (DMD) is a data-driven technique to identify a low dimensional linear time invariant dynamics underlying high-dimensional data. For systems in which such underlying low-dimensional dynamics is time-varying, a…

信号处理 · 电气工程与系统科学 2020-04-09 Mustaffa Alfatlawi , Vaibhav Srivastava

Dynamic mode decomposition (DMD) is a widely used data-driven algorithm for predicting the future states of dynamical systems. However, its standard formulation often struggles with poor long-term predictive accuracy. To address this…

数值分析 · 数学 2026-04-21 Qiuqi Li , Chang Liu , Yifei Yang

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

数值分析 · 数学 2017-04-11 Travis Askham , J. Nathan Kutz

Dynamic Mode Decomposition (DMD) is a technique to approximate generally non-linear dynamical systems using linear techniques, which are better understood and easier to analyze. Koopman theory extends DMD by transforming the original system…

最优化与控制 · 数学 2022-11-15 Sourya Dey

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…

机器学习 · 统计学 2020-01-20 John Graff , Xianzhang Xu , Francis D. Lagor , Tarunraj Singh

Dynamic Mode Decomposition (DMD) is a model-order reduction approach, whereby spatial modes of fixed temporal frequencies are extracted from numerical or experimental data sets. The DMD low-rank or reduced operator is typically obtained by…

数值分析 · 数学 2023-01-25 Quincy A. Huhn , Mauricio E. Tano , Jean C. Ragusa , Youngsoo Choi

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…

机器学习 · 统计学 2025-07-29 Sara M. Ichinaga , Steven L. Brunton , Aleksandr Y. Aravkin , J. Nathan Kutz
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