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Dynamic mode decomposition : data-driven modeling of complex systems / J. Nathan Kutz, University of Washington [and three others]

Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Publisher number: OT149Language: English Series: Other titles in applied mathematics ; 149Publisher: Philadelphia, Pennsylvania : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), [2016]Description: 1 Online-RessourceISBN:
  • 9781611974508
  • 9781611974492
Subject(s): Additional physical formats: 9781611974492 | Erscheint auch als: Dynamic mode decomposition. Druck-Ausgabe Philadelphia : siam, Society for Industrial and Applied Mathematics, 2016. xvi, 234 Seiten | Print version: No title DDC classification:
  • 518.2
MSC: MSC: *65C20 | 65K10 | 65-02 | 65P99 | 37M99 | 37N99 | 47A70 | 93B07 | 93B30 | 92D30 | 92C20 | 91G10 | 65Z05 | 65T60RVK: RVK: SK 900LOC classification:
  • QA402.2
DOI: DOI: 10.1137/1.9781611974508Online resources: Additional physical formats: Also available in print version.Summary: Data-driven dynamical systems is a burgeoning field--it connects how measurements of nonlinear dynamical systems and/or complex systems can be used with well-established methods in dynamical systems theory. This is a critically important new direction because the governing equations of many problems under consideration by practitioners in various scientific fields are not typically known. Thus, using data alone to help derive, in an optimal sense, the best dynamical system representation of a given application allows for important new insights. The recently developed dynamic mode decomposition (DMD) is an innovative tool for integrating data with dynamical systems theory. The DMD has deep connections with traditional dynamical systems theory and many recent innovations in compressed sensing and machine learning. Dynamic Mode Decomposition: Data-Driven Modeling of Complex Systems, the first book to address the DMD algorithm, presents a pedagogical and comprehensive approach to all aspects of DMD currently developed or under development; blends theoretical development, example codes, and applications to showcase the theory and its many innovations and uses; highlights the numerous innovations around the DMD algorithm and demonstrates its efficacy using example problems from engineering and the physical and biological sciences; and provides extensive MATLAB code, data for intuitive examples of key methods, and graphical presentations.Summary: Preface -- 1. Dynamic mode decomposition : an introduction -- 2. Fluid dynamics -- 3. Koopman analysis -- 4. Video processing -- 5. Multiresolution DMD -- 6. DMD with control -- 7. Delay coordinates, ERA, and hidden Markov models -- 8. Noise and power -- 9. Sparsity and DMD -- 10. DMD on nonlinear observables -- 11. Epidemiology -- 12. Neuroscience -- 13. Financial tradingPPN: PPN: 882805991Package identifier: Produktsigel: ZDB-72-SIA
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