中文
相关论文

相关论文: Orthogonal polynomial approximation and Extended D…

200 篇论文

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

Many high-dimensional uncertainty quantification problems are solved by polynomial dimensional decomposition (PDD), which represents Fourier-like series expansion in terms of random orthonormal polynomials with increasing dimensions. This…

数值分析 · 数学 2018-04-06 Sharif Rahman

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

Global information about dynamical systems can be extracted by analysing associated infinite-dimensional transfer operators, such as Perron-Frobenius and Koopman operators as well as their infinitesimal generators. In practice, these…

数值分析 · 数学 2024-06-21 Liam Llamazares-Elias , Samir Llamazares-Elias , Jonas Latz , Stefan Klus

Extended dynamic mode decomposition (EDMD) is a popular data-driven method to predict the action of the Koopman operator, i.e., the evolution of an observable function along the flow of a dynamical system. In this paper, we leverage a…

最优化与控制 · 数学 2025-03-17 Lea Bold , Manuel Schaller , Irene Schimperna , Karl Worthmann

The Koopman operator and its data-driven approximations, such as extended dynamic mode decomposition (EDMD), are widely used for analysing, modelling, and controlling nonlinear dynamical systems. However, when the true Koopman…

动力系统 · 数学 2026-02-05 Roland Schurig , Pieter van Goor , Karl Worthmann , Rolf Findeisen

Extended dynamic mode decomposition (EDMD) provides a class of algorithms to identify patterns and effective degrees of freedom in complex dynamical systems. We show that the modes identified by EDMD correspond to those of compact…

动力系统 · 数学 2020-02-19 Julia Slipantschuk , Oscar F. Bandtlow , Wolfram Just

We rigorously derive novel error bounds for extended dynamic mode decomposition (EDMD) to approximate the Koopman operator for discrete- and continuous time (stochastic) systems; both for i.i.d. and ergodic sampling under non-restrictive…

Nonlinear phenomena can be analyzed via linear techniques using operator-theoretic approaches. Data-driven method called the extended dynamic mode decomposition (EDMD) and its variants, which approximate the Koopman operator associated with…

机器学习 · 计算机科学 2022-05-18 Hiroaki Terao , Sho Shirasaka , Hideyuki Suzuki

Extended dynamic mode decomposition (EDMD) is a well-established method to generate a data-driven approximation of the Koopman operator for analysis and prediction of nonlinear dynamical systems. Recently, kernel EDMD (kEDMD) has gained…

In recent years, there has been a growing interest in data-driven approaches in physics, such as extended dynamic mode decomposition (EDMD). The EDMD algorithm focuses on nonlinear time-evolution systems, and the constructed Koopman matrix…

机器学习 · 计算机科学 2025-06-09 Ichiro Ohta , Shota Koyanagi , Kayo Kinjo , Jun Ohkubo

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) 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

MPC is widely used in real-time applications, but practical implementations are typically restricted to convex QP formulations to ensure fast and certified execution. Koopman-based MPC enables QP-based control of nonlinear systems by…

系统与控制 · 电气工程与系统科学 2026-01-21 Liang Wu , Wallace Gian Yion Tan , Leqi Zhou , Richard D. Braatz , Jan Drgona

This paper introduces a new theoretical and computational framework for a data driven Koopman mode analysis of nonlinear dynamics. To alleviate the potential problem of ill-conditioned eigenvectors in the existing implementations of the…

数值分析 · 数学 2024-09-17 Zlatko Drmač , Igor Mezić

Originally introduced in the fluid mechanics community, dynamic mode decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of nonlinear systems. However, existing DMD theory deals primarily with sequential time…

The Koopman operator and extended dynamic mode decomposition (EDMD) as a data-driven technique for its approximation have attracted considerable attention as a key tool for modeling, analysis, and control of complex dynamical systems.…

系统与控制 · 电气工程与系统科学 2025-11-07 Philipp Schmitz , Lea Bold , Friedrich M. Philipp , Mario Rosenfelder , Peter Eberhard , Henrik Ebel , Karl Worthmann

Dynamic Mode Decomposition (DMD) is a data based modeling tool that identifies a matrix to map a quantity at some time instant to the same quantity in future. We design a new version which we call Adaptive Dynamic Mode Decomposition (ADMD)…

信号处理 · 电气工程与系统科学 2020-12-16 Mohammad N. Murshed , M. Monir Uddin

This paper tackles the data-driven approximation of unknown dynamical systems using Koopman-operator methods. Given a dictionary of functions, these methods approximate the projection of the action of the operator on the finite-dimensional…

系统与控制 · 电气工程与系统科学 2023-02-28 Masih Haseli , Jorge Cortés

Dynamic mode decomposition (DMD), which the family of singular-value decompositions (SVD), is a popular tool of data-driven regression. While multiple numerical tests demonstrated the power and efficiency of DMD in representing data (i.e.,…

数值分析 · 数学 2019-05-07 Hannah Lu , Daniel M. Tartakovsky