Tensor-based dynamic mode decomposition

DOI10.1088/1361-6544/AABC8FzbMATH Open1404.65313arXiv1606.06625OpenAlexW3100015594MaRDI QIDQ3176543FDOQ3176543

Patrick Gelß, Christof Schütte, Sebastian Peitz, Stefan Klus

Publication date: 23 July 2018

Published in: Nonlinearity (Search for Journal in Brave)

Abstract: 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 high-dimensional data sets to compute the corresponding DMD modes and eigenvalues. The goal is to reduce the computational complexity and also the amount of memory required to store the data in order to mitigate the curse of dimensionality. The efficiency of these tensor-based methods will be illustrated with the aid of several different fluid dynamics problems such as the von K'arm'an vortex street and the simulation of two merging vortices.

Full work available at URL: https://arxiv.org/abs/1606.06625

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zbMATH Keywords

dynamic mode decompositionpseudoinversetensor-train format

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Multilinear algebra, tensor calculus (15A69) Dynamical systems in fluid mechanics, oceanography and meteorology (37N10) Numerical problems in dynamical systems (65P99) Complexity of computation (including implicit computational complexity) (03D15)

Cites Work

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Cited In (20)

• Tensor Similarity in Two Modes
• On Koopman mode decomposition and tensor component analysis
• Higher Order Extended Dynamic Mode Decomposition Based on the Structured Total Least Squares
• Data-driven model reduction and transfer operator approximation
• Data-Driven Model Predictive Control using Interpolated Koopman Generators
• Variational approach for learning Markov processes from time series data
• Koopman analysis of quantum systems*
• Lie group valued Koopman eigenfunctions
• tgEDMD: approximation of the Kolmogorov operator in tensor train format
• Dynamic Mode Decomposition: A New Approach for Computing the DMD Modes and Eigenvalues
• Dynamical Tensor Approximation
• Randomized Algorithms for Rounding in the Tensor-Train Format
• Modern Koopman Theory for Dynamical Systems
• Dynamic mode decomposition in vector-valued reproducing kernel Hilbert spaces for extracting dynamical structure among observables
• Data-driven approximation of the Koopman generator: model reduction, system identification, and control
• Tensor-based computation of metastable and coherent sets
• Koopman operator-based model reduction for switched-system control of PDEs
• Symmetry-reduced dynamic mode decomposition of near-wall turbulence
• Dynamic mode decomposition for analytic maps
• Multilinear Control Systems Theory

Uses Software

• OpenFOAM

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