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The Dynamic-Mode Decomposition (DMD) is a well established data-driven method of finding temporally evolving linear-mode decompositions of nonlinear time series. Traditionally, this method presumes that all relevant dimensions are sampled…

动力系统 · 数学 2021-01-13 Christopher W. Curtis , Daniel Jay Alford-Lago

Dynamic mode decomposition (DMD) is an efficient tool for decomposing spatio-temporal data into a set of low-dimensional modes, yielding the oscillation frequencies and the growth rates of physically significant modes. In this paper, we…

动力系统 · 数学 2023-02-21 Minwoo Lee , Jongho Park

The Hadamard decomposition is a powerful technique for data analysis and matrix compression, which decomposes a given matrix into the element-wise product of two or more low-rank matrices. In this paper, we develop an efficient algorithm to…

机器学习 · 计算机科学 2025-04-23 Samuel Wertz , Arnaud Vandaele , Nicolas Gillis

Accurate and efficient plasma models are essential to understand and control experimental devices. Existing magnetohydrodynamic or kinetic models are nonlinear, computationally intensive, and can be difficult to interpret, while often only…

等离子体物理 · 物理学 2020-03-04 Alan A. Kaptanoglu , Kyle D. Morgan , Chris J. Hansen , Steven L. Brunton

Reduced modeling in high-dimensional reproducing kernel Hilbert spaces offers the opportunity to approximate efficiently non-linear dynamics. In this work, we devise an algorithm based on low rank constraint optimization and kernel-based…

机器学习 · 计算机科学 2020-02-23 Patrick Heas , Cedric Herzet , Benoit Combes

In this paper, we describe a low-rank matrix completion method based on matrix decomposition. An incomplete matrix is decomposed into submatrices which are filled with a proposed trimming step and then are recombined to form a low-rank…

数值分析 · 数学 2010-06-29 Rick Ma , Samuel Cheng

Approximating the set of reachable states of a dynamical system is an algorithmic yet mathematically rigorous way to reason about its safety. Although progress has been made in the development of efficient algorithms for affine dynamical…

系统与控制 · 计算机科学 2022-05-03 Sergiy Bogomolov , Marcelo Forets , Goran Frehse , Andreas Podelski , Christian Schilling , Frédéric Viry

Scientific research and engineering practice often require the modeling and decomposition of nonlinear systems. The Dynamic Mode Decomposition (DMD) is a novel Koopman-based technique that effectively dissects high-dimensional nonlinear…

Deep Neural Networks (DNNs) have been a large driver for AI breakthroughs in recent years. However, these models have been getting increasingly large as they become more accurate and safe. This means that their training becomes increasingly…

机器学习 · 计算机科学 2024-06-17 Samuel Horvath , Stefanos Laskaridis , Shashank Rajput , Hongyi Wang

We present a unified theoretical framework for parametric low-rank approximation, a research area devoted to the development of efficient algorithms that act as adaptive alternatives of traditional methods such as Singular Value…

数值分析 · 数学 2025-09-22 Nicola Rares Franco

In this work, we propose an alternating low-rank decomposition (ALRD) approach and novel subspace algorithms for direction-of-arrival (DOA) estimation. In the ALRD scheme, the decomposition matrix for rank reduction is composed of a set of…

信息论 · 计算机科学 2016-04-18 Yunlong Cai , Linzheng Qiu , Rodrigo C. de Lamare , Minjian Zhao

In this paper, we extend the dynamical low-rank approximation method to the space of finite signed measures. Under this framework, we derive stochastic low-rank dynamics for stochastic differential equations (SDEs) coming from classical…

数值分析 · 数学 2018-07-05 Yu Cao , Jianfeng Lu

We revisit the setting and the assumptions that underlie the methodology of Dynamic Mode Decomposition (DMD) in order to highlight caveats as well as potential measures of when the applicability is warranted.

统计方法学 · 统计学 2021-05-05 Amirhossein Karimi , Tryphon T. Georgiou

Low-rank Deconvolution (LRD) has appeared as a new multi-dimensional representation model that enjoys important efficiency and flexibility properties. In this work we ask ourselves if this analytical model can compete against Deep Learning…

计算机视觉与模式识别 · 计算机科学 2024-06-18 David Reixach , Josep Ramon Morros

Dynamic mode decomposition (DMD) gives a practical means of extracting dynamic information from data, in the form of spatial modes and their associated frequencies and growth/decay rates. DMD can be considered as a numerical approximation…

Dynamic mode decomposition (DMD) is a powerful data-driven technique for construction of reduced-order models of complex dynamical systems. Multiple numerical tests have demonstrated the accuracy and efficiency of DMD, but mostly for…

数值分析 · 数学 2021-07-28 Hannah Lu , Daniel M. Tartakovsky

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…

数值分析 · 数学 2019-05-24 Omri Azencot , Wotao Yin , Andrea Bertozzi

The low-rank approximation is a complexity reduction technique to approximate a tensor or a matrix with a reduced rank, which has been applied to the simulation of high dimensional problems to reduce the memory required and computational…

计算物理 · 物理学 2020-08-26 Zhuogang Peng , Ryan McClarren , Martin Frank

Dynamic Mode Decomposition (DMD) and its variants, such as extended DMD (EDMD), are broadly used to fit simple linear models to dynamical systems known from observable data. As DMD methods work well in several situations but perform poorly…

动力系统 · 数学 2024-08-06 George Haller , Bálint Kaszás

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.…

流体动力学 · 物理学 2015-06-22 Maziar S. Hemati , Matthew O. Williams , Clarence W. Rowley