Prediction accuracy of dynamic mode decomposition
From MaRDI portal
Abstract: 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., in the interpolation mode), applications of DMD as a predictive tool (i.e., in the extrapolation mode) are scarce. This is due, in part, to the lack of rigorous error estimators for DMD-based predictions. We provide a theoretical error estimator for DMD extrapolation of numerical solutions to linear and nonlinear parabolic equations. This error analysis allows one to monitor and controls the errors associated with DMD-based temporal extrapolation of numerical solutions to parabolic differential equations. We use several computational experiments to verify the robustness of our error estimators and to compare the predictive ability of DMD with that of proper orthogonal decomposition (POD), another member of the SVD family. Our analysis demonstrates the importance of a proper selection of observables, as predicted by the Koopman operator theory. In all the tests considered, DMD outperformed POD in terms of efficiency due to its iteration-free feature. In some of these experiments, POD proved to be more accurate than DMD. This suggests that DMD is preferable for obtaining a fast prediction with slightly lower accuracy, while POD should be used if the accuracy is paramount.
Recommendations
- Evaluating the accuracy of the dynamic mode decomposition
- scientific article; zbMATH DE number 6678650
- Variants of dynamic mode decomposition: boundary condition, Koopman, and Fourier analyses
- Dynamic mode decomposition -- a numerical linear algebra perspective
- On dynamic mode decomposition: theory and applications
Cites work
- A data-driven approximation of the koopman operator: extending dynamic mode decomposition
- An `empirical interpolation' method: Application to efficient reduced-basis discretization of partial differential equations
- Analysis of Fluid Flows via Spectral Properties of the Koopman Operator
- Comparison of systems with complex behavior
- Compressed sensing and dynamic mode decomposition
- Data Driven Modal Decompositions: Analysis and Enhancements
- Discovering governing equations from data by sparse identification of nonlinear dynamical systems
- Dynamic mode decomposition for financial trading strategies
- Dynamic mode decomposition of numerical and experimental data
- Dynamic mode decomposition with control
- Equation-free, coarse-grained multiscale computation: enabling microscopic simulators to perform system-level analysis
- Ergodic theory, dynamic mode decomposition, and computation of spectral properties of the Koopman operator
- Extended dynamic mode decomposition with dictionary learning: A data-driven adaptive spectral decomposition of the Koopman operator
- scientific article; zbMATH DE number 6678650 (Why is no real title available?)
- Hybrid Reduced-Order Integration with Proper Orthogonal Decomposition and Dynamic Mode Decomposition
- MODEL REDUCTION FOR FLUIDS, USING BALANCED PROPER ORTHOGONAL DECOMPOSITION
- Multiresolution dynamic mode decomposition
- Nonlinear model order reduction via dynamic mode decomposition
- Nonlinear model reduction via discrete empirical interpolation
- On convergence of extended dynamic mode decomposition to the Koopman operator
- On dynamic mode decomposition: theory and applications
- Reconstruction equations and the Karhunen-Loève expansion for systems with symmetry
- Spectral analysis of nonlinear flows
- Stochastic averaging of nonlinear flows in heterogeneous porous media
- The method of proper orthogonal decomposition for dynamical characterization and order reduction of mechanical systems: an overview
Cited in
(31)- Finite-data error bounds for Koopman-based prediction and control
- Data-driven discovery of coarse-grained equations
- Extended dynamic mode decomposition for inhomogeneous problems
- A reduced order method for nonlinear parameterized partial differential equations using dynamic mode decomposition coupled with \(k\)-nearest-neighbors regression
- Evaluating the accuracy of the dynamic mode decomposition
- Coupled and uncoupled dynamic mode decomposition in multi-compartmental systems with applications to epidemiological and additive manufacturing problems
- On the universal transformation of data-driven models to control systems
- Prediction by dual mode GMDH
- On Koopman mode decomposition and tensor component analysis
- DRIPS: a framework for dimension reduction and interpolation in parameter space
- A Dynamic Mode Decomposition Extension for the Forecasting of Parametric Dynamical Systems
- Surrogate modeling of time-domain electromagnetic wave propagation via dynamic mode decomposition and radial basis function
- Generalizing dynamic mode decomposition: balancing accuracy and expressiveness in Koopman approximations
- Koopman operator learning using invertible neural networks
- Data-driven models of nonautonomous systems
- Dynamic flux surrogate-based partitioned methods for interface problems
- Modeling nonlinear control systems via Koopman Control Family: universal forms and subspace invariance proximity
- A discrete learning method for nonlinear problems involving extreme deformation
- Modeling partially observed nonlinear dynamical systems and efficient data assimilation via discrete-time conditional Gaussian Koopman network
- A hybrid dynamic mode decomposition algorithm combining random and sparsity promoting and its application to viscoelastic flow around circular cylinder
- Koopman reduced-order modeling with confidence bounds
- Discovery of linear representations for nonautonomous translation-invariant problems
- Dynamic mode decomposition based prediction method for diffusive Lotka-Volterra equation
- An efficient reduced-order model based on dynamic mode decomposition for parameterized spatial high-dimensional PDEs
- Adaptive data-driven probabilistic reduced-order models for parameterized dynamical systems
- A clustering adaptive Gaussian process regression method: response patterns based real-time prediction for nonlinear solid mechanics problems
- An enhanced reduced-order model based on dynamic mode decomposition for advection-dominated problems
- Localized dynamic mode decomposition with temporally adaptive segmentation
- Efficient data-driven regression for reduced-order modeling of spatial pattern formation
- Regional surrogates for predictive control of digital twins
- Fast data inversion for high-dimensional Ornstein-Uhlenbeck processes from noisy measurements
This page was built for publication: Prediction accuracy of dynamic mode decomposition
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5112644)
