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A theoretic framework for dynamics is obtained by transferring dynamics from state space to its dual space. As a result, the linear structure where dynamics are analytically decomposed to subcomponents and invariant subspaces decomposition…

流体动力学 · 物理学 2020-07-03 Wei Zhang , Mingjun Wei

In this paper, a data-driven nonparametric approach is presented for forecasting the probability density evolution of stochastic dynamical systems. The method is based on stochastic Koopman operator and extended dynamic mode decomposition…

数值分析 · 数学 2022-10-12 Meng Zhao , Lijian Jiang

Dynamic Mode Decomposition (DMD) is a data-driven modal decomposition technique that extracts coherent spatio-temporal structures from high-dimensional time-series data. By decomposing the dynamics into a set of modes, each associated with…

流体动力学 · 物理学 2026-05-05 Yutaro Tanaka , Hiroya Nakao

Koopman decomposition is a non-linear generalization of eigen-decomposition, and is being increasingly utilized in the analysis of spatio-temporal dynamics. Well-known techniques such as the dynamic mode decomposition (DMD) and its linear…

动力系统 · 数学 2021-05-12 Shaowu Pan , Nicholas Arnold-Medabalimi , Karthik Duraisamy

While time-frequency analysis provides rich representations of multicomponent signals, current decomposition methods often overlook the morphological structure where components manifest as distinct regions. This study introduces…

信号处理 · 电气工程与系统科学 2025-11-26 Wei Zhou , Wei-Jian Li , Desen Zhu , Hongbin Xu , Wei-Xin Ren

Extended Dynamic Mode Decomposition (EDMD) is a widely-used data-driven approach to learn an approximation of the Koopman operator. Consequently, it provides a powerful tool for data-driven analysis, prediction, and control of nonlinear…

系统与控制 · 电气工程与系统科学 2024-08-23 Yang Guo , Manuel Schaller , Karl Worthmann , Stefan Streif

Quantum computation offers potential exponential speedups for simulating certain physical systems, but its application to nonlinear dynamics is inherently constrained by the requirement of unitary evolution. We propose the quantum Koopman…

量子物理 · 物理学 2025-07-30 Baoyang Zhang , Zhen Lu , Yaomin Zhao , Yue Yang

A Koopman decomposition is a powerful method of analysis for fluid flows leading to an apparently linear description of nonlinear dynamics in which the flow is expressed as a superposition of fixed spatial structures with exponential time…

流体动力学 · 物理学 2019-09-25 Jacob Page , Rich R. Kerswell

We present Stochastic Dynamic Mode Decomposition (SDMD), a novel data-driven framework for approximating the Koopman semigroup in stochastic dynamical systems. Unlike existing methods, SDMD explicitly incorporates sampling time into its…

The DMD (Dynamic Mode Decomposition) method has attracted widespread attention as a representative modal-decomposition method and can build a predictive model. However, the DMD may give predicted results that deviate from physical reality…

计算物理 · 物理学 2023-11-29 Yuhui Yin , Chenhui Kou , Shengkun Jia , Lu Lu , Xigang Yuan , Yiqing Luo

Dynamic mode decomposition (DMD) has emerged as a popular data-driven modeling approach to identifying spatio-temporal coherent structures in dynamical systems, owing to its strong relation with the Koopman operator. For dynamical systems…

信号处理 · 电气工程与系统科学 2021-10-26 Manu Krishnan , Serkan Gugercin , Pablo A. Tarazaga

We present a data-driven method for spectral analysis of the Koopman operator based on direct construction of the pseudo-resolvent from time-series data. Finite-dimensional approximation of the Koopman operator, such as those obtained from…

动力系统 · 数学 2026-02-23 Yuanchao Xu , Itsushi Sakata , Isao Ishikawa

Koopman operators are infinite-dimensional operators that linearize nonlinear dynamical systems, facilitating the study of their spectral properties and enabling the prediction of the time evolution of observable quantities. Recent methods…

动力系统 · 数学 2025-06-06 Nicolas Boullé , Matthew J. Colbrook

Koopman mode decomposition (KMD) is a technique of nonlinear time-series analysis capable of decomposing data on complex spatio temporal dynamics into multiple modes oscillating with single frequencies, called the Koopman modes (KMs). We…

信号处理 · 电气工程与系统科学 2020-08-28 Naoto Hiramatsu , Yoshihiko Susuki , Atsushi Ishigame

Dynamic Mode Decomposition (DMD) is a data-driven method related to Koopman operator theory that extracts information about dominant dynamics from data snapshots. In this paper we examine techniques to accelerate the application of DMD to…

数值分析 · 数学 2026-02-02 Peter Oehme

Extended dynamic mode decomposition (EDMD) is a data-driven algorithm for approximating spectral data of the Koopman operator associated to a dynamical system, combining a Galerkin method of order N and collocation method of order M.…

动力系统 · 数学 2024-04-15 Elliz Akindji , Julia Slipantschuk , Oscar F. Bandtlow , Wolfram Just

We present a low-rank Koopman operator formulation for accelerating deformable subspace simulation. Using a Dynamic Mode Decomposition (DMD) parameterization of the Koopman operator, our method learns the temporal evolution of deformable…

图形学 · 计算机科学 2026-02-10 Yue Chang , Peter Yichen Chen , Eitan Grinspun , Maurizio M. Chiaramonte

We show the skills of a data-driven low-dimensional linear model in predicting the spatio-temporal evolution of turbulent Rayleigh-B\'enard convection. The model is based on dynamic mode decomposition with delay-embedding, which provides a…

流体动力学 · 物理学 2019-03-05 M. A. Khodkar , Athanasios C. Antoulas , Pedram Hassanzadeh

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…

Residual Dynamic Mode Decomposition (ResDMD) offers a method for accurately computing the spectral properties of Koopman operators. It achieves this by calculating an infinite-dimensional residual from snapshot data, thus overcoming issues…

动力系统 · 数学 2024-03-12 Matthew J. Colbrook