Tensor-based dynamic mode decomposition
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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)
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.
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