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PyDMD: A Python package for robust dynamic mode decomposition

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arxiv 2402.07463 v1 pith:LAGLPNA7 submitted 2024-02-12 stat.CO cs.SYeess.SYmath.DSphysics.comp-ph

classification stat.COcs.SYeess.SYmath.DSphysics.comp-ph
keywords pydmdpackagealgorithmanalysisavailabledatadecompositiondynamic
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The dynamic mode decomposition (DMD) is a simple and powerful data-driven modeling technique that is capable of revealing coherent spatiotemporal patterns from data. The method's linear algebra-based formulation additionally allows for a variety of optimizations and extensions that make the algorithm practical and viable for real-world data analysis. As a result, DMD has grown to become a leading method for dynamical system analysis across multiple scientific disciplines. PyDMD is a Python package that implements DMD and several of its major variants. In this work, we expand the PyDMD package to include a number of cutting-edge DMD methods and tools specifically designed to handle dynamics that are noisy, multiscale, parameterized, prohibitively high-dimensional, or even strongly nonlinear. We provide a complete overview of the features available in PyDMD as of version 1.0, along with a brief overview of the theory behind the DMD algorithm, information for developers, tips regarding practical DMD usage, and introductory coding examples. All code is available at https://github.com/PyDMD/PyDMD .

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  1. Online Physics-Informed Dynamic Mode Decomposition: Theory and Applications

    cs.LG 2024-12 conditional novelty 5.0 of 10

    OPIDMD combines online proximal gradient descent with physics-informed matrix constraints to learn time-varying linear models of dynamical systems, claiming state-of-the-art short-term prediction on noisy benchmarks.

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